f {PoSIAdjRSquared} | R Documentation |
Function used internally by compute_ci_with_specified_interval for calculating valid confidence intervals post-selection.
z_interval |
The intervals of type "list" where the OLS estimator gets selected: can be obtained from function "solve_selection_event" |
etajTy |
The OLS estimator of the j'th selected coefficient in the selected model of type "matrix" and dimension 1x1 |
mu |
Integer for the mean of the truncated sampling distribution of the test statistic (updated iteratively in compute_ci_with_specified_interval) |
tn_sigma |
Integer for the variance of the truncated sampling distribution of the test statistic |
The cumulative distribution function of a truncated gaussian distribution evaluated in the observed test statistic
Pirenne, S. and Claeskens, G. (2024). Exact Post-Selection Inference for Adjusted R Squared.