MLEp.bsci: Bootstrap confidence interval for the MLE of psi

In PEkit: Partition Exchangeability Toolkit

Description

A bootstrapped confidence interval for the Maximum Likelihood Estimate for ψ.

Usage

MLEp.bsci(x, level = 0.95, rounds = 1000, frac = 0.8)

Arguments

x	A data vector.
level	Level of confidence interval as number between 0 and 1.
rounds	Number of bootstrap rounds. Default is 1000.
frac	Percentage of data x used for each bootstrap round. 0.8 by default with accepted values between 0 and 1.

Value

The MLE of ψ as well as lower and upper bounds of the bootstrap confidence interval.

Examples

## Find a 95% -confidence interval for the MLE of psi given a sample from the
## Poisson-Dirichlet distribution:
x<-rPD(n=10000, psi=100)
MLEp.bsci(x, 0.95, 100, 0.8)

PEkit documentation built on Nov. 22, 2021, 9:08 a.m.