This is a supplementary code to "Confidence Intervals for Selected Parameters", by Yoav Benjamini, Yotam Hechtlinger and Philip B. Stark.
The following scripts are included in the repository:
- plot_2d_abs.R - visualize the acceptance regions for the selection of the absolute maximum in 2D and generate figure 2.
- 2d_abs_upper_bound.R - calculate the upper bound for the selection of the absolute maximum in 2D and generate figure 3.
- intervals_comparisons.py - evaluate the coverage of several methods and generates figures 4 and 5.
- dependency_simulations.py - perform dependency simulations and generate figure 11.
- calculate_intervals.py - compute the different intervals for the selection of k out of m.