Code - Generic and consistent confidence and credible regions

Implementation of Generic and consistent confidence and credible regions. Christian Bartels (2015) figshare. dx.doi.org/10.6084/m9.figshare.1528163 A generic, consistent, efficient and exact method is proposed for set selection. The method is generic in that its definition and implementation uses only the likelihood function.

The method is consistent in that the same criterion is used to select confidence and credible sets making the two kinds of sets consistent even though the two sets may differ since they answer different questions. The method is exact in that no approximations are used except numerical integration which can be made as exact as needed by investing computational resources. The method is comparatively efficient and requires computational resources comparable to what is needed for a Bayesian analysis and may be more efficient than bootstrap of maximum likelihood estimates as it avoids repeated minimizations of randomly perturbed data.