Description Usage Arguments Value Author(s) References Examples
Given a large sample of N values from an M dimensional joint empirical distribution, the rank based method of Besag et al. (1995) is used to compute a rectangular M-dimensional 'confidence' set that includes N*conf.level values of the sample.
1 |
x |
an N x M matrix containg N sampled values of the M dimensional distribution of interest |
conf.level |
the simultaneous confidence level, a single numeric value between 0 and 1, defaults to 0.95 for simultaneous 95 percent sets |
alternative |
a single character string related to hypotheses testing, |
... |
currently ignored |
an Mx2 (alternative="two.sided"
) matrix containing the lower and upper confidence limist for the M dimensions,
in case of alternative="less"
, alternative="greater"
the lower and upper bounds are replaced by -Inf
and Inf
, respectively.
Frank Schaarschmidt
Besag J, Green P, Higdon D, Mengersen K (1995). Bayesian Computation and Stochastic Systems. Statistical Science 10, 3-66. Mandel M, Betensky RA. Simultaneous confidence intervals based on the percentile bootstrap approach. Computational Statistics and Data Analysis 2008; 52(4): 2158-2165.
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