Confidence Regions and Multiple Tests by Resampling

Last updated: March, 16th 2009 - Back to index

Description

A family of resampling-based confidence regions and multiple testing procedures was properly defined and theoretically studied in the following papers:

 
The present software allows to compute these confidence regions and to perform these multiple testing procedures.
This code is not meant to be fast, but mainly to allow reproducibility of the results presented in the above papers.

Matlab code - version 1.0

The code requires the Statistics toolbox. The archive contains several matlab files, whose purposes are described in the file README_abr09, among which:
abr09_figures.m generates the figures of the paper, and
abr09_main.m is a more flexible script that can be used for performing similar experiments.

Confidence Regions and Multiple Tests by Resampling - version 1.0


The Confidence Regions and Multiple Tests by Resampling package is provided free for non-commercial use under the terms of the GNU General Public License. If you have any questions or comments regarding this package, or if you want to report any bugs, please send an e-mail to sylvain.arlotREMOVETHIS@ens.fr. The current version 1.0 has been released on March, 16th 2009. Check this web page regularly for newer versions.

THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.