deltaCI: Compute Confidence Interval using Delta Method

In pbox: Exploring Multivariate Spaces with Probability Boxes

Compute Confidence Interval using Delta Method

Description

Internal method to compute the probability using delta method which approximates the variance of a function of random variables (in this case, the ratio) based on the variance of the original estimates.

'deltaCI' general method. Internal method to compute the probability using delta method which approximates the variance of a function of random variables (in this case, the ratio) based on the variance of the original estimates.

Usage

deltaCI(cond)

## S4 method for signature 'ANY'
deltaCI(cond)

Arguments

cond	list with the result of the perturbed probability for 'mj' and 'co' and correspondent CI.

Value

The Confidence Interval for the conditional probability.

Numeric vector representing the computed probability and confidence intervals using the perturbed copula and delta method.

Examples

  cond <- list(
  c(P = 0.3597117, `2.5%` = 0.3074215, `97.5%` = 0.4075315),
  c(P = 0.5682882, `2.5%` = 0.4560553, `97.5%` = 0.6823438))
  deltaCI(cond)

pbox documentation built on May 29, 2024, 7:37 a.m.