R/hdci.R

In musto101/wilcox_R: What the package does (short line)

hdci <-
function(x,q=.5,alpha=.05,nboot=100,SEED=TRUE,pr=TRUE){
#
#   Compute a 1-alpha confidence for qth quantile using the
#   Harrell-Davis estimator in conjunction with the
#   bootstrap estimate of the standard error.
#
#   The default quantile is .5.
#   The default value for alpha is .05.
#
if(alpha!=.05)stop("Use the function qcipb. Generally works well even when alpha is not equal to .05")
x=elimna(x)
if(pr){
if(sum(duplicated(x)>0))print("Duplicate values detected; use hdpb")
}
se<-hdseb(x,q,nboot,SEED=SEED)
crit<-.5064/(length(x)^(.25))+1.96
if(q<=.2 || q>=.8){
if(length(x) <=20)crit<-(-6.23)/length(x)+5.01
}
if(q<=.1 || q>=.9){
if(length(x) <=40)crit<-36.2/length(x)+1.31
}
if(length(x)<=10){
print("The number of observations is less than 11.")
print("Accurate critical values have not been determined for this case.")
}
low<-hd(x,q)-crit*se
hi<-hd(x,q)+crit*se
list(ci=c(low,hi),crit=crit,se=se)
}