In ddarmon/confdist: confdist, a package for creating confidence functions

exp.conf <- function (x, method, plot = TRUE) {

  xbar <- mean(x)
  theta.hat <- 1/xbar
  n <- length(x)

  if (method == "Pivot"){

    exp.dist.func <- function(lambda) pchisq((2*lambda*xbar*n), df = (2*n))

    exp.dens.func <- function(lambda) (2*xbar*n)*dchisq((2*lambda*xbar*n), df = (2*n))

    exp.conf.curv.func <- function(lambda) abs(2*(pchisq((2*lambda*xbar*n), df = (2*n)))-1)

    exp.quantile.func <- function(p) qchisq(p, df = (2*n))/(2*xbar*n)



    x.list <- list(pconf = exp.dist.func, dconf = exp.dens.func, cconf = exp.conf.curv.func, qconf = exp.quantile.func)

    if (plot){
      crit.left <- qchisq(0.0005, df = 2*n)/(2*xbar*n)
      crit.right <- qchisq(0.9995, df = 2*n)/(2*xbar*n)
      exp.dist <- curve(exp.dist.func, from = crit.left, to = crit.right)
      exp.dens <- curve(exp.dens.func, from = crit.left, to = crit.right)
      exp.cc <- curve(exp.conf.curv.func, from = crit.left, to = crit.right)
      }
  }

  if (method == "Wilks"){

    log.like.exp <- function(theta) (n*log(theta)-theta*n*xbar)

    exp.pconf <- function(theta) {
      pnorm(q=sign(theta -  theta.hat)*sqrt(2*(log.like.exp(theta.hat)-log.like.exp(theta))))
    }
    exp.dconf <- function(theta) {
sign(theta - theta.hat)*(-n/theta+n*xbar)*(1/sqrt(2*(log.like.exp(theta.hat)-log.like.exp(theta))))*dnorm(sign(theta - theta.hat)*sqrt(2*(log.like.exp(theta.hat)-log.like.exp(theta))))
}

    exp.cconf <- function(theta) {abs(2*(pnorm(q=sign(theta - theta.hat)*sqrt(2*(log.like.exp(theta.hat)-log.like.exp(theta)))))-1)
}


     x.list <- list(pconf = exp.pconf, dconf = exp.dconf, cconf = exp.cconf)



    if (plot){
      crit.left <- qchisq(0.0005, df = 2*n)/(2*xbar*n)
      crit.right <- qchisq(0.9995, df = 2*n)/(2*xbar*n)
      if (crit.left < 0 ){
        exp.dist <- curve(exp.pconf, from = 0, to = crit.right)
        exp.dens <- curve(exp.dconf, from = 0, to = crit.right)
        exp.cc <- curve(exp.cconf, from = 0, to = crit.right)
      }else{
      exp.dist <- curve(exp.pconf, from = crit.left, to = crit.right)
      exp.dens <- curve(exp.dconf, from = crit.left, to = crit.right)
      exp.cc <- curve(exp.cconf, from = crit.left, to = crit.right)
      }
      }
  }
}

r.exp.samp.1 <- rexp(n=10)
r.exp.samp.2 <- rexp(n=100)
r.exp.samp.3 <- rexp(n=1000)

exp.conf(x = r.exp.samp.1, method = "Pivot")

exp.conf(x = r.exp.samp.1, method = "Wilks")

exp.conf(x = r.exp.samp.2, method = "Pivot")

exp.conf(x = r.exp.samp.2, method = "Wilks")

exp.conf(x = r.exp.samp.3, method = "Pivot")

exp.conf(x = r.exp.samp.3, method = "Wilks")

ddarmon/confdist documentation built on Aug. 8, 2020, 4:44 p.m.