| findULNEW {emplikAUC} | R Documentation |
Finding the Upper and Lower bound of a confidence interval for theta by repeatedly testing the hypothesis for the parameter theta.
Description
This function try to find the Upper and Lower bound of a confidence interval
by repeatedly testing the
hypothesis for the parameter theta until we reach the
given level for the "-2LLR" which is returned from
the user supplied function fun.
Usage
findULNEW(step=0.01, initStep=0, fun, MLE, level=qchisq(0.95,df=1),
tol=.Machine$double.eps^0.5,...)
Arguments
step |
Search step. Must > 0. |
initStep |
The initial step from MLE. May be used if we knew the bound is far away from MLE. This help to speed up things. Should be >=0. |
fun |
The function that should return "-2LLR". |
MLE |
The MLE of the parameter. |
level |
The level of the confidence. Default to 3.84 which is 95 percent confidence (assume df=1). |
tol |
The error bound for achieving the level given. |
... |
Any additional input to be passed to fun. |
Details
This function just combines the two functions findUnew( ) and findLnew( ).
Value
It returns a list containing
Low |
Lower bound of the confidence interval. |
Up |
Upper bound of the confidence interval. |
FstepL |
The error when search for Lower bound. |
FstepU |
The error when search for Upper bound. |
Lvalue |
The final likelihood ratio value for Lower bound. Should = level. |
Uvalue |
The final likelihood ratio value for Upper bound. Should = level. |
Author(s)
Mai Zhou <maizhou@gmail.com>.
References
Zhao, Y., Ding, X. and Zhou (2021). Confidence Intervals of AUC and pAUC by Empirical Likelihood. Tech Report. https://www.ms.uky.edu/~mai/research/eAUC1.pdf
Examples
y <- c(10, 209, 273, 279, 324, 391, 566, 785)
x <- c(21, 38, 39, 51, 77, 185, 240, 289, 524)