bci: Bootstrap Confidence Intervals (Bias-Corrected & Accelerated)

Description Usage Arguments Value

View source: R/utilities.R

Description

This function implements the procedure described by DiCiccio and Efron (1996) to calculate the bias-corrected and accelerated confidence intervals using only the bootstrap or monte carlo samples. This function is fast, and gives more accurate intervals than simply taking the quantiles of the bootstrap samples.

Usage

1
bci(samps, conf.level = 0.95)

Arguments

samps

a vector of the bootstrap or monte carlo samples for a single parameter.

conf.level

the confidence level. defaults to 0.95

Value

a vector of two numeric values containing the interval endpoints


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.