# bdsegal/exceedProb

Exceedance probability and associated confidence intervals for general linear models
R C++
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DESCRIPTION
NAMESPACE
NEWS.md

# exceedProb

This R package computes exceedance probabilities and associated confidence intervals. It currently only supports general linear models.

## Installation

``````install.packages("exceedProb")
``````

## Examples

``````library(exceedProb)

# Sample mean -----------------------------------------------------------------
n <- 100
x <- rnorm(n = n)

theta_hat <- mean(x)
sd_hat <- sd(x)

cutoff <- seq(from = theta_hat - 0.5, to = theta_hat + 0.5, by = 0.1)

exceedProb(cutoff = cutoff,
theta_hat = theta_hat,
sd_hat = sd_hat,
alpha = 0.05,
d = 1,
n = n,
m = n)

# Linear regression -----------------------------------------------------------
n <- 100
beta <- c(1, 2)
x <-runif(n = n, min = 0, max = 10)
y <- rnorm(n = n, mean = cbind(1, x) %*% beta, sd = 1)

j <- 2
fit <- lm(y ~ x)
theta_hat <- coef(fit)[j]
sd_hat <- sqrt(n * vcov(fit)[j, j])

cutoff <- seq(from = theta_hat - 0.5, to = theta_hat + 0.5, by = 0.1)

exceedProb(cutoff = cutoff,
theta_hat = theta_hat,
sd_hat = sd_hat,
alpha = 0.05,
d = length(beta),
n = n,
m = n)
``````

## References

Segal, B. D. (submitted). Towards replicability with confidence intervals for the exceedance probability.

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