# ci_mad: Confidence Interval for the Median Absolute Deviation In confintr: Confidence Intervals

## Description

This function calculates bootstrap confidence intervals for the population median absolute deviation, see stats::mad for more information on this measure of scale.

## Usage

 1 2 3 4 5 6 7 8 9 10 ci_mad( x, probs = c(0.025, 0.975), constant = 1.4826, 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. constant Scaling factor applied. The default (1.4826) ensures that the MAD equals the standard deviation for a theoretical normal distribution. 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.

## Examples

 1 2 3 set.seed(1) x <- rnorm(100) ci_mad(x, R = 999)

confintr documentation built on Jan. 29, 2022, 1:08 a.m.