# Confidence Region Radius 1.0

OS : Windows / Linux / Mac OS / BSD / Solaris

Script Licensing : Freeware

Created : Sep 14, 2007

Downloads : 2

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## R = CRR(S) computes the radius of the mean-centered ...

R = CRR(S) computes the radius of the mean-centered interval, circle, or sphere with 95% probability given S, which is either a vector of standard deviations or a covariance matrix from a multivariate normal distribution. If S is a real, symmetric, positive semidefinite matrix, CRR(S) is equivalent to CRR(SQRT(EIG(S))). Scalar S is treated as a standard deviation.

R = CRR(S, P) computes the confidence Region Radius by Tom Davis with probability P instead of the default, which is 0. 95.

R = CRR(S, P, TOL) uses a quadrature tolerance of TOL instead of the default, which is 1e-15. Larger values of TOL may result in fewer function evaluations and faster computation, but less accurate results. Use [] as a placeholder to obtain the default value of P.

R = CRR(S, P, TOL, M) performs a bootstrap validation with M normally distributed random samples of size 1e6. Use [] as a placeholder to obtain the default value of TOL.

R = CRR(S, P, TOL, [M N]) performs a bootstrap validation with M normally distributed random samples of size N.

R = CRR(S, P) computes the confidence Region Radius by Tom Davis with probability P instead of the default, which is 0. 95.

R = CRR(S, P, TOL) uses a quadrature tolerance of TOL instead of the default, which is 1e-15. Larger values of TOL may result in fewer function evaluations and faster computation, but less accurate results. Use [] as a placeholder to obtain the default value of P.

R = CRR(S, P, TOL, M) performs a bootstrap validation with M normally distributed random samples of size 1e6. Use [] as a placeholder to obtain the default value of TOL.

R = CRR(S, P, TOL, [M N]) performs a bootstrap validation with M normally distributed random samples of size N.

**• MATLAB Release: R13**

**Demands:****Confidence Region Radius 1.0 scripting tags:**crrsptolm, confidence, obtain, region radius, confidence region, performs, confidence region radius, statistics probability, bootstrap, validation, default, placeholder.

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