confint.sevt | R Documentation |
Confint method for class sevt
.
## S3 method for class 'sevt' confint( object, parm, level = 0.95, method = c("wald", "waldcc", "wilson", "goodman", "quesenberry-hurst"), ignore = object$name_unobserved, ... )
object |
an object of class |
parm |
a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered. |
level |
the confidence level required. |
method |
a character string specifing which method to use: wald", "waldcc", "goodman", "quesenberry-hurst" or "wilson". |
ignore |
vector of stages which will be ignored,
by default the name of the unobserved stages stored in
|
... |
additional argument(s) for compatibility
with |
Compute confidence intervals for staged event trees. Currently five methods are available:
wald
, waldcc
: Wald method and with continuity correction.
wilson
, quesenberry-hurst
and goodman
.
A matrix with columns giving lower and upper confidence
limits for each parameter. These will be labelled as
(1-level)/2
and 1 - (1-level)/2
in %
(by default 2.5% and 97.5%).
The function is partially inspired by code in the
MultinomCI
function from the DescTools package,
implemented by Andri Signorelli and Pablo J. Villacorta Iglesias.
Goodman, L. A. (1965) On Simultaneous Confidence Intervals for Multinomial Proportions Technometrics, 7, 247-254.
Wald, A. Tests of statistical hypotheses concerning several parameters when the number of observations is large, Trans. Am. Math. Soc. 54 (1943) 426-482.
Wilson, E. B. Probable inference, the law of succession and statistical inference, J.Am. Stat. Assoc. 22 (1927) 209-212.
Quesenberry, C., & Hurst, D. (1964). Large Sample Simultaneous Confidence Intervals for Multinomial Proportions. Technometrics, 6(2), 191-195
m1 <- stages_bj(full(PhDArticles), distance = "kullback", thr = 0.01) confint(m1, "Prestige", level = 0.90) confint(m1, "Married", method = "goodman") confint(m1, c("Married", "Kids"))
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