MLEp.bsci: Bootstrap confidence interval for the MLE of psi
In AmiryousefiLab/PEkit: Partition Exchangeability Toolkit

View source: R/Parameter_estimation_and_hypothesis_testing.R

MLEp.bsci

R Documentation

Bootstrap confidence interval for the MLE of `\psi`

Description

A bootstrapped confidence interval for the Maximum Likelihood Estimate for \psi.

Usage

MLEp.bsci(x, level = 0.95, rounds = 1000, frac = 0.8)

Arguments

`x`	A data vector.
`level`	Level of confidence interval as number between 0 and 1.
`rounds`	Number of bootstrap rounds. Default is 1000.
`frac`	Percentage of data `x` used for each bootstrap round. 0.8 by default with accepted values between 0 and 1.

Value

The MLE of \psi as well as lower and upper bounds of the bootstrap confidence interval.

Examples

## Find a 95% -confidence interval for the MLE of psi given a sample from the
## Poisson-Dirichlet distribution:
x<-rPD(n=10000, psi=100)
MLEp.bsci(x, 0.95)

AmiryousefiLab/PEkit documentation built on May 14, 2023, 3:20 a.m.