Package: ciuupi
Type: Package
Title: Confidence Intervals Utilizing Uncertain Prior Information
Version: 1.1.0
Authors@R: c( person("Rheanna", "Mainzer",
    email = "rheanna.mainzer@unimelb.edu.au", role = c("aut", "cre")),
    person("Paul", "Kabaila", email = "P.Kabaila@latrobe.edu.au", role = "aut"))
Description: 
  Computes a confidence interval for a specified linear combination of the 
  regression parameters in a linear regression model with iid normal errors
  with known variance when there is uncertain prior information that a distinct
  specified linear combination of the regression parameters takes a given 
  value.  This confidence interval, found by numerical constrained 
  optimization, has the required minimum coverage and utilizes this uncertain 
  prior information through desirable expected length properties.
  This confidence interval has the following three practical applications. 
  Firstly, if the error variance has been accurately estimated from previous 
  data then it may be treated as being effectively known. Secondly, for 
  sufficiently large (dimension of the response vector) minus (dimension of 
  regression parameter vector), greater than or equal to 30 (say),
  if we replace the assumed known value of the error variance by its usual 
  estimator in the formula for the confidence interval then the resulting 
  interval has, to a very good approximation, the same coverage probability 
  and expected length properties as when the error variance is known. Thirdly,
  some more complicated models can be approximated by the linear regression 
  model with error variance known when certain unknown parameters are replaced 
  by estimates. This confidence interval is described in Kabaila, P. and 
  Mainzer, R. (2017) <arXiv:1708.09543>, and is a member of the family of 
  confidence intervals proposed by Kabaila, P. and Giri, K. (2009) 
  <doi:10.1016/j.jspi.2009.03.018>.
License: GPL-2
Encoding: UTF-8
LazyData: true
Imports: nloptr, statmod, functional, pracma, stats
RoxygenNote: 6.1.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2019-01-15 03:19:01 UTC; rmainzer
Author: Rheanna Mainzer [aut, cre],
  Paul Kabaila [aut]
Maintainer: Rheanna Mainzer <rheanna.mainzer@unimelb.edu.au>
Repository: CRAN
Date/Publication: 2019-01-15 05:20:03 UTC
