CIsim: Compute confidence intervals from (multiple) simulated data...

In ProjectMOSAIC/mosaic: Project MOSAIC Statistics and Mathematics Teaching Utilities

Compute confidence intervals from (multiple) simulated data sets

Description

This function automates the calculation of coverage rates for exploring the robustness of confidence interval methods.

Usage

CIsim(
  n,
  samples = 100,
  rdist = rnorm,
  args = list(),
  plot = if (samples <= 200) "draw" else "none",
  estimand = 0,
  conf.level = 0.95,
  method = t.test,
  method.args = list(),
  interval = function(x) {
     do.call(method, c(list(x, conf.level = conf.level),
    method.args))$conf.int
 },
  estimate = function(x) {
     do.call(method, c(list(x, conf.level = conf.level),
    method.args))$estimate
 },
  verbose = TRUE
)

Arguments

n	size of each sample
samples	number of samples to simulate
rdist	function used to draw random samples
args	arguments required by rdist
plot	one of "print", "return", "horizontal", or "none" describing whether a plot should be printed, returned, printed with horizontal intervals, or not generated at all.
estimand	true value of the parameter being estimated
conf.level	confidence level for intervals
method	function used to compute intervals. Standard functions that produce an object of class htest can be used here.
method.args	arguments required by method
interval	a function that computes a confidence interval from data. Function should return a vector of length 2.
estimate	a function that computes an estimate from data
verbose	print summary to screen?

Value

A data frame with variables lower, upper, estimate, cover ('Yes' or 'No'), and sample is returned invisibly. See the examples for a way to use this to display the intervals graphically.

Examples

# 1000 95% intervals using t.test; population is N(0,1)
CIsim(n = 10, samples = 1000)    
# this time population is Exp(1); fewer samples, so we get a plot 
CIsim(n = 10, samples = 100, rdist = rexp, estimand = 1) 
# Binomial treats 1 like success, 0 like failure
CIsim(n = 30, samples = 100, rdist = rbinom, args = list(size = 1, prob = .7), 
       estimand = .7, method = binom.test, method.args = list(ci = "Plus4"))  

ProjectMOSAIC/mosaic documentation built on Feb. 21, 2024, 2:11 a.m.