GetMeanCI: Bootstrap pointwise confidence intervals for the mean...

Description Usage Arguments Value Examples

Description

Note that bootstrap pointwise confidence intervals do not work for sparsely observed data.

Usage

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GetMeanCI(Ly, Lt, level = 0.95, R = 999, optns = list())

Arguments

Ly

A list of n vectors containing the observed values for each individual. Missing values specified by NAs are supported for dense case (dataType='dense').

Lt

A list of n vectors containing the observation time points for each individual corresponding to each element in Ly. Each vector should be sorted in ascending order.

level

A number taking values in [0,1] determing the confidence level. Default: 0.95.

R

An integer holding the number of bootstrap replicates. Default: 999.

optns

A list of options; see FPCA for details.

Value

A list of two elements:

CI

A data frame holding three variables: CIgrid — the time grid where the CIs are evaluated; lower and upper — the lower and upper bounds of the CIs on CIgrid.

level

The confidence level of the CIs

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Examples

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n <- 30
tgrid <- seq(0,1,length.out=21)
phi1 <- function(t) sqrt(2)*sin(2*pi*t)
phi2 <- function(t) sqrt(2)*sin(4*pi*t)
Lt <- rep(list(tgrid), n)
Ly <- lapply(1:n, function(i){
 tgrid + rnorm(1,0,2) * phi1(tgrid) + rnorm(1,0,0.5) * phi2(tgrid) + rnorm(1,0,0.01)
 })
res <- GetMeanCI(Lt = Lt, Ly = Ly, level = 0.9)

fdapace documentation built on May 24, 2021, 9:06 a.m.