PdofCSGt.bootstrap5 {PCS}R Documentation

Parametric bootstrap for computing G-best and d-best PCS

Description

Parametric bootstrap for computing G-best and d-best PCS. This function is called by the wrapper PCS.boot.par.

Usage

PdofCSGt.bootstrap5(theta, T, D, G, B, SDE, dist = c("normal", "t"), df = 14, trunc = 6, est.names = c("O"))

Arguments

theta theta Vector of statistics (or parameters) from which it is desired to select the top t of them
T T Vector of the number of statistics (or parameters) desired to be selected
D D Vector of d-best selection parameters
G G Vector of G-best selection parameters
B B Bootstrap sample size
SDE SDE Standard error of the statistics theta (row-wise)
dist dist Distributional assumption used for estimating PCS
df df Common degrees of freedom for one of the t-statistics in theta; the parameter is only used if dist="t"
trunc trunc Number of standard errors below the minimum selected population to disregard in the estimation of PCS; it is a truncation parameter to decrease run time
est.names est.names Kind of shrinkage estimator employed. Default estimator is "O" for the Olkin estimator. Other estimators will be considered for future releases.

Value

An array, the non-empty part of which is a matrix whose rows are the entries of G or D and whose columns are the entries of T. If both G and D are entered, then a list is returned, where the $G element is the G-best matrix, the $d element is the d-best matrix.

Author(s)

Jason Wilson, <jason.wilson@biola.edu>

References

Cui, X. and Wilson, J. 2007. On How to Calculate the Probability of Correct Selection for Large k Populations. University of California, Riverside Statistics Department Technical Report 297. http://www.bubbs.biola.edu/~jason.wilson/Article2_tech_techreport.pdf

See Also

PCS.boot.par


[Package PCS version 1.0 Index]