R/confidence_intervals.R

In SvenKlaassen/GGMtest: Hypothesis Testing for Gaussian Graphical Models

#' Create the confidence intervals for a GGMtest object.
#'
#' Only usable for s=1.
#'
#' @param object GGMtest Object
#' @param ... Other arguments passed on to methods. Not currently used.
#'
#' @return Returns a dataframe with confidence intervals for each edge.
#' @seealso \code{\link{GGMtest}}
#'
#' @export

confint.GGMtest <- function(object,...){
  checkmate::checkClass(object, "GGMtest")
  checkmate::check_choice(object$additional_parameters$s,1)
  CI <- data.frame(object$estimates - object$additional_parameters$sigma_est*object$quantile[1]/sqrt(object$additional_parameters$n),
          object$estimates + object$additional_parameters$sigma_est*object$quantile[1]/sqrt(object$additional_parameters$n))
  colnames(CI) <- c(sprintf(" %s%%",object$additional_parameters$alpha/2*100),sprintf(" %s%%",(1-object$additional_parameters$alpha/2)*100))
  rownames(CI) <- apply(object$edge_list, 1, function(x) sprintf("(%i,%i)", x[1], x[2]))
  return(CI)
}