jntCBOM {bayesdistreg} | R Documentation |

## Montiel Olea and Plagborg-Moller (2018) confidence bands

### Description

`jntCBOM`

implements calibrated symmetric confidence bands (algorithm 2)
in Montiel Olea and Plagborg-Moller (2018).

### Usage

```
jntCBOM(DF, DFmat, alpha = 0.05, eps = 0.001)
```

### Arguments

`DF` |
the target distribution/quantile function as a vector |

`DFmat` |
the matrix of draws of the distribution, rows correspond to
indices elements in |

`alpha` |
level such that |

`eps` |
steps by which the grid on 1-alpha:alpha/2 is searched. |

### Value

CB - confidence band, zeta - the optimal level

### Examples

```
set.seed(14); m=matrix(rbeta(500,1,4),nrow = 5) + 1:5
DF = apply(m,1,mean); plot(1:5,DF,type="l",ylim = c(min(m),max(m)), xlab = "Index")
jOMCB<- jntCBOM(DF,DFmat = m)
lines(1:5,jOMCB$CB[,1],lty=2); lines(1:5,jOMCB$CB[,2],lty=2)
```

[Package

*bayesdistreg*version 0.1.0 Index]