shiftcr function

Nonparametric Confidence Region for a Vector Shift Parameter

Inversion of a one-sample bivariate rank test is used to produce a confidence region. The region is constructed by building a grid of potential parameter values, evaluating the test statistic on each grid point, collecting the p-values, and then drawing the appropriate countour of the p-values. The grid is centered at the bivariate median of the data set.

shiftcr(xm,  hpts = 50)

Arguments

• xm: A two-column matrix of bivariate data whose two location parameters are to be estimated.
• hpts: Controls the number of grid points, by constructing a grid of 2*hpts+1 on each side.

Returns

nothing