ci_kurtosis: Confidence Interval for the Kurtosis

View source: R/ci_kurtosis.R

ci_kurtosisR Documentation

Confidence Interval for the Kurtosis

Description

This function calculates bootstrap confidence intervals for the population kurtosis, see Details. Note that we use the version of the kurtosis that equals 3 for a theoretical normal distribution.

Usage

ci_kurtosis(
  x,
  probs = c(0.025, 0.975),
  type = "bootstrap",
  boot_type = c("bca", "perc", "norm", "basic"),
  R = 9999,
  seed = NULL,
  ...
)

Arguments

x

A numeric vector.

probs

Error probabilites. The default c(0.025, 0.975) gives a symmetric 95% confidence interval.

type

Type of confidence interval. Currently not used as the only type is "bootstrap".

boot_type

Type of bootstrap confidence interval c("bca", "perc", "norm", "basic").

R

The number of bootstrap resamples.

seed

An integer random seed.

...

Further arguments passed to boot::boot.

Details

Bootstrap confidence intervals are calculated by the package "boot", see references. The default bootstrap type is "bca" (bias-corrected accelerated) as it enjoys the property of being second order accurate as well as transformation respecting (see Efron, p. 188).

Value

A list with class cint containing these components:

  • parameter: The parameter in question.

  • interval: The confidence interval for the parameter.

  • estimate: The estimate for the parameter.

  • probs: A vector of error probabilities.

  • type: The type of the interval.

  • info: An additional description text for the interval.

References

  1. Efron, B. and Tibshirani R. J. (1994). An Introduction to the Bootstrap. Chapman & Hall/CRC.

  2. Canty, A and Ripley B. (2019). boot: Bootstrap R (S-Plus) Functions.

See Also

moments, ci_skewness.

Examples

set.seed(1)
x <- rnorm(100)
ci_kurtosis(x, R = 999)

confintr documentation built on Sept. 29, 2022, 5:13 p.m.