confint.distfreereg: Calculate Confidence Intervals with a 'distfreereg' Object

In distfreereg: Distribution-Free Goodness-of-Fit Testing for Regression

Calculate Confidence Intervals with a distfreereg Object

Description

This is a confint method for objects of class distfreereg. It calculates confidence intervals for the estimated parameters of a model in a distfreereg object.

Usage

	## S3 method for class 'distfreereg'
confint(object, parm, level = 0.95, ..., digits = 3)

Arguments

object	Object of class distfreereg.
parm	Numeric or character vector; specifies which parameters are to be given confidence intervals. If missing, all parameters are considered.
level	Numeric vector of length one; specifies the confidence level.
...	Additional parameters passed to other methods. Currently ignored.
digits	Numeric vector of length one; used to format percentage labels. Silently converted to an integer.

Details

This is a slight reworking of confint.default. The primary difference is that when object$test_mean is a function, the return value from vcov.distfreereg is included in the output, since its calculation can be computationally expensive and this prevents users from needing to call vcov separately for its output.

Value

If object$test_mean is not a function, then the output is a named numeric matrix each row of which gives the endpoints of the requested confidence interval of its corresponding parameter. If object$test_mean is a function, then the output is a named list with the previously defined matrix as its first element and the output of vcov(object) as its second.

Note

If object was created by calling distfreereg.default directly, there is no estimated parameter vector, and therefore confint.distfreereg does not apply.

Author(s)

Jesse Miller

See Also

distfreereg, vcov.distfreereg

distfreereg documentation built on April 4, 2025, 12:30 a.m.