confint.izip: Confidence Intervals for iZIP Model Parameters

Description Usage Arguments Value Examples

View source: R/inference.R

Description

Computes confidence intervals for one or more parameters in a fitted model.

Usage

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## S3 method for class 'izip'
confint(object, parm, level = 0.95, ...)

## S3 method for class 'tsizip'
confint(object, parm, level = 0.95, ...)

Arguments

object

an object class 'izip' or 'tsizip', obtained from a call to glm.izip or tsglm.izip.

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names (comparing to those provided by coef()) . If missing, all parameters are considered.

level

the confidence level required.

...

other arguments passed to or from other methods (currently unused).

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by default 2.5% and 97.5%).

Examples

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data(bioChemists)
M_bioChem <- glm.izip(art ~ ., data = bioChemists)
confint(M_bioChem)
# 90% CI for 'ment' only
confint(M_bioChem, parm = "ment", level = 0.9)

data(arson)
M_arson <- tsglm.izip(arson ~ 1, past_mean_lags = 1, past_obs_lags = c(1, 2))
confint(M_arson)

thomas-fung/izipr documentation built on Dec. 23, 2021, 9:57 a.m.