lm.br (version 2.9.8)

cr: Confidence Region for the Changepoint

Description

Joint confidence region for ( theta, alpha ), the changepoint's (x,y)-coordinates.

Usage

# S4 method for Cpp_Clmbr
cr(  CL =0.95 ,  method ="CLR",  incr,  output ="G"  )

Value

If 'output' is "G" or "T" then 'cr' graphs or prints-out the confidence region but does not return a value. If 'output' is "V" then 'cr' returns an N x 3 matrix of boundary points ( theta, min-alpha, max-alpha ).

Arguments

CL

confidence level, between 0 and 1.

method

"CLR" or "AF" which stand for conditional likelihood-ratio or approximate-F (rapid), see sl for details.

incr

increment of theta values for the confidence region's boundary-points.

output

"G", "T" or "V" which stand for graph, text or value.

Details

This subroutine scans to determine the postulate values of (theta, alpha) that have significance level greater than 1-CL. It scans first along the (theta, alpha-MLE) ridge to determine the 'theta' boundary limits.

Examples

#  A quick example
y <- c( 2, 0, 2.001, 4, 6 )
x <- 1:5
t <- lm.br( y ~ x )
t $ cr()
t$cr( .9, 'af', incr = 0.1, out='t' )