median_confint_hs: Two-sided confidence interval method for the median by the...

In hoehleatsu/quantileCI: Confidence Intervals for Quantiles

Description

Two-sided confidence interval method for the median by the method of Hettmansperger & Sheather (1991)

Usage

median_confint_hs(
  x,
  conf.level = 0.95,
  x_is_sorted = FALSE,
  interpolate = TRUE
)

Arguments

x	vector of observations
conf.level	A conf.level * 100% confidence interval is computed
x_is_sorted	Boolean (Default: FALSE) to safe sorting x, if it is already sorted. This is merely for speed reasons in situations where it is more efficient to only sort x once.
interpolate	Boolean (Default: TRUE) stating whether to interpolate the order statistics. If no interpolation is selected then this is just the standard exact procedure based on the order statistics. Note: This procedure is conservative (i.e. coverage is usualler larger than the nominal conf.level and hence the interval is actually in general too large).

Details

The interpolation procedure suggested by Hettmansperger and Sheather (1986) for the median is applied to the order statistic.

Value

A vector of length two containing the lower and upper limit of the confidence interval

References

Hettmansperger TP and Sheather SJ (1986), Confidence intervals based on interpolated order statistics, Statistics and Probability Letters, 4, p. 75-79.

Examples

set.seed(123)
x <- rnorm(25)
median_confint_hs(x=x, conf.level=0.95, interpolate=TRUE)

hoehleatsu/quantileCI documentation built on Aug. 29, 2021, 4:33 a.m.