ci_fct function

solve optimization problem for CI bounds

solve optimization problem for each coordinate of f, to obtain the uniform limit.

ci_fct(i, f, xtx_red, beta_hat, which_parm, level, n_grid, k)

Arguments

• i: An index for the point at which to solve for confidence limits.
• f: A function taking the parameter vector as its single argument, and returning a numeric vector.
• xtx_red: Reduced form of matrix X^TX.
• beta_hat: Vector of parameter estimates.
• which_parm: Vector indicating which parameters to include.
• level: The confidence level required.
• n_grid: Either NULL or an integer vector of length 1 or the number of TRUE/indices in which_parm. Specifies the number of grid points in each dimension of a grid with endpoints defined by len. If NULL or 0L, will instead sample k points uniformly on a sphere.
• k: If n_grid is NULL or 0L, the number of points to sample uniformly from a sphere.

Returns

One row tibble with estimate and confidence limits.

Examples

1+1