allpdiff_hdpbci: Confidence interval of the median of all pairwise differences

View source: R/stats.R

allpdiff_hdpbciR Documentation

Confidence interval of the median of all pairwise differences

Description

Compute a confidence interval for the quantile (default to median) of the distribution of D=X-Y (all pairwise differences), where X and Y are two independent random variables. The Harrell-Davis estimator is used. If the distribution of X and Y are identical, then in particular the median of the distribution of D=X-Y is approximately zero.

Usage

allpdiff_hdpbci(x, y, alpha = 0.05, q = 0.5, nboot = 600)

Arguments

x, y

Two vectors of continuous variables.

alpha

Alpha level - default = 0.05, which means that a 95 interval is computed.

q

Quantile between 0 and 1 - default - 0.5, which means that the median of the distribution is estimated.

nboot

Number of bootstrap samples - default = 600.

Value

A list with variables: q estimate, ci, n

Note

Adaptation of cbmhd from Rallfun-v33.txt. See https://github.com/nicebread/WRS/

See Also

hd hdpbci cid allpdiff


GRousselet/rogme documentation built on Nov. 12, 2022, 4:38 a.m.