R/interval_estimate2.R

In OneTwoSamples: Deal with One and Two (Normal) Samples

interval_estimate2<-function(x, y, 
   sigma=c(-1,-1),var.equal=FALSE, alpha=0.05){ 
   n1<-length(x); n2<-length(y)
   xb<-mean(x); yb<-mean(y)
   if (all(sigma>=0)){
      tmp<-qnorm(1-alpha/2)*sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
      df<-n1+n2
   }
   else{
      if (var.equal ==  TRUE){
         Sw<-((n1-1)*var(x)+(n2-1)*var(y))/(n1+n2-2)
         tmp<-sqrt(Sw*(1/n1+1/n2))*qt(1-alpha/2,n1+n2-2)
         df<-n1+n2-2
      }
      else{
         S1<-var(x); S2<-var(y)
         nu<-(S1/n1+S2/n2)^2/(S1^2/n1^2/(n1-1)+S2^2/n2^2/(n2-1))
         tmp<-qt(1-alpha/2, nu)*sqrt(S1/n1+S2/n2)
         df<-nu
      }
   }
   data.frame(mean=xb-yb, df=df, a=xb-yb-tmp, b=xb-yb+tmp)
}