R/tmci.R

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

tmci <-
function(x, alpha = 0.05, tp = 0.25)
{
#gets se for the tp trimmed mean and the corresponding robust  100 (1-alpha)% CI
#defaults are alpha = .05
	n <- length(x)
	up <- 1 - alpha/2
	tmn <- mean(x, trim = tp)
	ln <- floor(n * tp)
	un <- n - ln
	d <- sort(x)
	if(ln > 0) {
		d[1:ln] <- d[(ln + 1)]
			d[(un + 1):n] <- d[un]
	}
	den <- ((un - ln)/n)^2
	swv <- var(d)/den	
	#got the scaled Winsorized variance
	rdf <- un - ln - 1
	rval <- qt(up, rdf) * sqrt(swv/n)
	tmlo <- tmn - rval
	tmhi <- tmn + rval
	list(int = c(tmlo, tmhi), tp = tp)
}