Hi,

you may have a small error in your formula that is computing the CI of the CV according to Vangel:
From your code:
lower.tile.vangel <- cv/sqrt(((u1 + 1)/(v + 1) - 1 )*(cv^2) + u1/v)

I think, instead it needs to be u1 + 2, i.e.:
lower.tile.vangel <- cv/sqrt(((u1 + 2)/(v + 1) - 1 )*(cv^2) + u1/v)

The same happens in the upper limit.

Best regards,
Roman

The code for the McKay interval is:

else if ("mckay" %in% method && correction == FALSE) {
v <- length(x) - 1
t1 <- stats::qchisq(1 - alpha/2, v)/v
t2 <- stats::qchisq(alpha/2, v)/v
u1 <- v * t1
u2 <- v * t2
est.mckay <- cv
lower.tile.mckay <- cv/sqrt((u1/(v + 1) - 1) * (cv^2) +
u1/v)
upper.tile.mckay <- cv/sqrt((u2/(v + 1) - 1) * (cv^2) +
u2/v)
}
else if ("mckay" %in% method && correction == TRUE) {
v <- length(x) - 1
t1 <- stats::qchisq(1 - alpha/2, v)/v
t2 <- stats::qchisq(alpha/2, v)/v
u1 <- v * t1
u2 <- v * t2
est.mckay <- cv_corr
lower.tile.mckay <- cv_corr/sqrt((u1/(v + 1) - 1) * (cv_corr^2) +
u1/v)
upper.tile.mckay <- cv_corr/sqrt((u2/(v + 1) - 1) * (cv_corr^2) +
u2/v)
}
Note that we have (v + 1) instead of (v) as it is in the vignette.
Which is correct?

Thanks!

Edit: Your package has been very helpful, thank you very much.

HI, I am having trouble installing and using your cvcqv in R.
When I install the package it seems to be OK, but when I try to load the cvcqv library I get an error saying there is no package called 'ellipse'. I have tried installing the ellipse package but this fails - the install of ellipse says there is no package called ellipse!
I have also tried the install with specified paths, but I still ge the same error.
Do you have any ideas? Ellipse is not listed as a dependency for this package.
Thanks,
Geoff

install.packages("cvcqv")
Installing package into ‘\icnas2.cc.ic.ac.uk/baldwin/R/win-library/3.6’
(as ‘lib’ is unspecified)
trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.6/cvcqv_1.0.0.zip'
Content type 'application/zip' length 351307 bytes (343 KB)
downloaded 343 KB

package ‘cvcqv’ successfully unpacked and MD5 sums checked

The downloaded binary packages are in
C:\Users\baldwin\AppData\Local\Temp\RtmpGoMdcj\downloaded_packages

library(cvcqv)
Error: package or namespace load failed for ‘cvcqv’ in loadNamespace(j <- i[[1L]], c(lib.loc, .libPaths()), versionCheck = vI[[j]]):
there is no package called ‘ellipse’

cv_versatile(

• x, 
  

• na.rm = TRUE, 
  

• digits = 3, 
  

• method = "kelley", 
  

• correction = TRUE, 
  

• alpha = 0.05
  

• )
  Error in cv_versatile(x, na.rm = TRUE, digits = 3, method = "kelley", :
  could not find function "cv_versatile"

Dear Author,
I just noticed the package was removed from CRAN.
Do you have any plans on restoring it?

https://cran.r-project.org/web/packages/cvcqv/index.html

Check Details

Version: 1.0.0
Check: LazyData
Result: NOTE
'LazyData' is specified without a 'data' directory

The package failed CRAN checks and was archived.

Would you be willing to fix the check issues and re-upload to CRAN?