R/mestci.R

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

mestci <-
function(x,alpha=.05,nboot=399,bend=1.28,os=FALSE){
#
#   Compute a bootstrap, .95 confidence interval for the
#   M-estimator of location based on Huber's Psi.
#   The default percentage bend is bend=1.28
#   The default number of bootstrap samples is nboot=399
#
#   By default, the fully iterated M-estimator is used. To use the
#   one-step M-estimator instead, set os=T
#
os<-as.logical(os)
if(length(x) <=19)
print("The number of observations is less than 20.")
print("This function might fail due to division by zero,")
print("which in turn causes an error in function hpsi")
print("having to do with a missing value.")
set.seed(1) # set seed of random number generator so that
#             results can be duplicated.
print("Taking bootstrap samples. Please wait.")
data<-matrix(sample(x,size=length(x)*nboot,replace=T),nrow=nboot)
if(!os)bvec<-apply(data,1,mest,bend)
if(os)bvec<-apply(data,1,onestep,bend)
bvec<-sort(bvec)
low<-round((alpha/2)*nboot)
up<-nboot-low
low<-low+1
list(ci=c(bvec[low],bvec[up]))
}