FScomputeEnvelope {Rfwdmv}R Documentation

Compute a Confidence Envelope

Description

Computes a confidence envelope for the Random Starts forward plot.

Usage

FScomputeEnvelope(n, p, m, probs = c(0.01, 0.5, 0.99), tolerance = 0.001)

Arguments

n an integer value giving the number of observations in the data.
p an integer value giving the dimension of the data.
m an integer giving the size of the smallest subset in the forward search.
probs a numeric vector containing the probabilities used to compute the quantiles.
tolerance a positive numeric value giving the convergence tolerance.

Value

a numeric matrix whose columns contain the quantiles of the given order statisics. The row names contain the subset sizes and the columns names contain the quantiles specified in probs.

See Also

fwdmvRandomStart, plot.fwdmvRandomStart.

Examples

X <- matrix(rnorm(1200), nrow = 200, ncol = 6)
temp <- fwdmvRandomStart(X)

# the envelope is computed by FScomputeEnvelope #
plot(temp, envelope = FALSE)
envelope <- FScomputeEnvelope(200, 6, 12)
domain <- as.numeric(row.names(envelope))
correction <- 200*6*(domain-2)/((200-1)*(domain-6-1))
envelope <- sqrt(sweep(envelope, 1, correction, "*"))
matlines(domain, envelope, lty = 2, col = 1)

[Package Rfwdmv version 0.72-2 Index]