Description
FAB Confidence Intervals.
Description
Frequentist assisted by Bayes (FAB) confidence interval construction. See 'Adaptive multigroup confidence intervals with constant coverage' by Yu and Hoff <DOI:10.1093/biomet/asy009> and 'Exact adaptive confidence intervals for linear regression coefficients' by Hoff and Yu <DOI:10.1214/18-EJS1517>.