hdpb: Compute a bootstrap 1-'alpha' confidence for the...
In mkanai/WRShd: An Experimental Refactor of the Harrell-Davis Estimate Functions from R. R. Wilcox' Robust Statistics Package "WRS"

Compute a bootstrap 1-alpha confidence for the Harrell-Davis estimate of the qth quantile

1 2	hdpb(x, q = 0.5, alpha = 0.05, nboot = 2000, SEED = TRUE, nv = 0, cores = 1)

`x`	a numeric `vector`
`q`	a desired quantile
`alpha`	a significance level
`nboot`	a number of bootstraps
`SEED`	a logical indicating whether the seed should be set
`nv`	a null-value when computing a p-value
`cores`	a number of cores used for computation

the a bootstrap 1-alpha confidence for the Harrell-Davis estimate of the qth quantile

mkanai/WRShd documentation built on July 20, 2020, 10:04 p.m.

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