"confreg.s" <- function(sm,s,nr,alpha=0.05){
# sm is the sample mean vector
# s: sample covariance matrix
# nr: number of observations
# written by Ruey S. Tsay for Bus 41912 class.
 nc=dim(s)[1]
 cm=matrix(sm,1,nc)
 simucr=matrix(0,nc,2)
 dg2=nr-nc
 cr=qf((1-alpha),nc,dg2)
 cr1=sqrt(nc*(nr-1)*cr/(nr-nc))
 se=sqrt(diag(s))/sqrt(nr)
 for (i in 1:nc){
 simucr[i,1]=cm[i]-cr1*se[i]
 simucr[i,2]=cm[i]+cr1*se[i]
}
 print("C.R. based on T^2")
 print(simucr)

 indvcr=matrix(0,nc,2)
 q=1-(alpha/2)
 cr=qt(q,(nr-1))
 for (i in 1:nc){
 indvcr[i,1]=cm[i]-cr*se[i]
 indvcr[i,2]=cm[i]+cr*se[i]
}
 print("CR based on individual t")
 print(indvcr)

 bonfcr=matrix(0,nc,2)
 q=1-(alpha/(2*nc))
 cr=qt(q,(nr-1))
 for (i in 1:nc){
 bonfcr[i,1]=cm[i]-cr*se[i]
 bonfcr[i,2]=cm[i]+cr*se[i]
}
 print("CR based on Bonferroni")
 print(bonfcr)

 asymcr=matrix(0,nc,2)
 cr=sqrt(qchisq((1-alpha),nc))
 for (i in 1:nc) {
 asymcr[i,1]=cm[i]-cr*se[i]
 asymcr[i,2]=cm[i]+cr*se[i]
}
 print("Asymp. simu. CR")
 print(asymcr)

}