BootCoefQuartVar: R6 Bootstrap Resampling for Coefficient of Quartile Variation

In cvcqv: Coefficient of Variation (CV) with Confidence Intervals (CI)

Description

The R6 class BootCoefQuartVar produces the bootstrap resampling for the coefficient of quartile variation (cqv) of the given numeric vectors. It uses boot from the package boot. Also, it produces the bootstrap confidence intervals for the cqv based on the boot.ci from the package boot.

Arguments

x	An R object. Currently there are methods for numeric vectors
na.rm	a logical value indicating whether NA values should be stripped before the computation proceeds.
alpha	The allowed type I error probability
R	integer indicating the number of bootstrap replicates.

References

Canty, A., & Ripley, B, 2017, boot: Bootstrap R (S-Plus) Functions. R package version 1.3-20.

Davison, AC., & Hinkley, DV., 1997, Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge. ISBN 0-521-57391-2

Altunkaynak, B., Gamgam, H., 2018, Bootstrap confidence intervals for the coefficient of quartile variation, Simulation and Computation, 1-9, DOI: http://doi.org/10.1080/03610918.2018.1435800

Examples

x <- c(
    0.2, 0.5, 1.1, 1.4, 1.8, 2.3, 2.5, 2.7, 3.5, 4.4,
    4.6, 5.4, 5.4, 5.7, 5.8, 5.9, 6.0, 6.6, 7.1, 7.9
)
cqv_x <- BootCoefQuartVar$new(x)
cqv_x$boot_cqv()
cqv_x$boot_basic_ci()
cqv_x$boot_norm_ci()
cqv_x$boot_perc_ci()
cqv_x$boot_bca_ci()
R6::is.R6(cqv_x)

cvcqv documentation built on Aug. 6, 2019, 5:10 p.m.