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confint.moult <- function(object, parm, level = 0.95, ..., B = 1000, add.plot = TRUE) {
cf <- object$coefficients
ses <- object$standard.errors
pnames <- names(object$coefficients)
ff <- object$formula
B <- B
n <- object$n
np <- length(cf)
dur.est <- numeric(B)
start.est <- numeric(B)
sd.est <- numeric(B)
half.est <- numeric(B)
end.est <- numeric(B)
ests <- matrix(NA, nrow = B, ncol = np)
for (i in 1:B) {
samp.ind <- sample(1:n, replace = TRUE)
boot.samp <- object$X[samp.ind,]
boot.out <- moult(ff, data = boot.samp)
est <- boot.out$coefficients
ests[i, ] <- unlist(est)
half.est[i] <- est$mean + 0.5 * est$duration
end.est[i] <- est$mean + est$duration
}
all <- cbind(half.est, end.est)
all.df <- cbind(ests, all)
colnames(all.df) <- c(pnames, "half.est", "end.est")
if (add.plot == TRUE) {
pairs(all.df, ... = ...)
}
## Covariance Matrix
varcov <- var(all.df, na.rm = TRUE)
### Standard Errors
ses <- sqrt(diag(varcov))
## Bootstrap Percentile Intervals
alpha <- 1 - level
ci.boot <- apply(all.df, 2, quantile, probs = c(alpha / 2, 1 - alpha / 2))
return(list(bootstrap.distribution = all.df, bootstrap.percentile.ci = ci.boot,
bootstrap.vcov = varcov,
bootstrap.SE = ses))
}
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