Nothing
`Waldci` <-
function(cmat, estp, varp, varcor, alternative="two.sided", conf.level=0.95, dist="MVN")
{
k=ncol(cmat)
m=nrow(cmat)
if(any( c(length(estp), length(varp), length(varcor) )!=k ))
{ stop("lengths of estp, nadj, varp, varcor, and ncol(cmat) must be the same")}
estC <- cmat %*% estp
CorrMat<-corrMatgen(CM=cmat, varp=varcor)
varC <- (cmat^2) %*% (varp)
dist<-match.arg(dist, choices=c("MVN", "N"))
switch(dist,
"MVN"={
# Berechnung des MVNORM quantils
if(alternative=="two.sided")
{ quanti <- qmvnorm(p=conf.level, sigma=CorrMat, tail="both.tails")$quantile
stderr <- sqrt(varC)
lCI <- estC-quanti*stderr
uCI <- estC+quanti*stderr
}
else
{
if(alternative=="less")
{ quanti <- qmvnorm(p=conf.level, sigma=CorrMat, tail="lower.tail")$quantile
stderr <- sqrt(varC)
lCI <- rep(-Inf, m)
uCI <- estC+quanti*stderr
}
else
{
if(alternative=="greater")
{quanti <- qmvnorm(p=conf.level, sigma=CorrMat, tail="upper.tail")$quantile
stderr <- sqrt(varC)
lCI <- estC+quanti*stderr
uCI <- rep(Inf, m)
}
}
}
},
"N"={
if(alternative=="two.sided")
{ quanti <- qnorm(p=1-(1-conf.level)/2)
stderr <- sqrt(varC)
lCI <- estC-quanti*stderr
uCI <- estC+quanti*stderr
}
else
{
if(alternative=="less")
{ quanti <- qnorm(p=conf.level)
stderr <- sqrt(varC)
lCI <- rep(-Inf, m)
uCI <- estC+quanti*stderr
}
else
{
if(alternative=="greater")
{quanti <- qnorm(p=1-conf.level)
stderr <- sqrt(varC)
lCI <- estC+quanti*stderr
uCI <- rep(Inf, m)
}
}
}
})
conf.int<-cbind(lCI,uCI)
colnames(conf.int)<-c("lower","upper")
quantile<-quanti
attr(x=quantile, which="dist")<-dist
out<-list(conf.int=conf.int,
alternative=alternative,
conf.level=conf.level,
quantile=quantile,
corrmat=CorrMat,
dist=dist)
class(out)<-"sci"
return(out)
}
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