interval: Bootstrap confidence intervals

View source: R/interval.R

intervalR Documentation

Bootstrap confidence intervals

Description

Some alternative confidence intervals are implemented. PR TEST.

Usage

interval(x, method = "perc", conf.level = 0.95)

Arguments

x

Double vector. Bootstrap sample.

method

Character. See details.

conf.level

Double i n(0,1). Confidence level.

Details

The implemented methods are perc, the standard using the quantile function R to find the percentile; bca, see coxed::bca (his method fails if the input is a vector of constant values), and 'student' based on the normal approximation.

Value

A vector of length 2 in which the first element is the lower bound and the second element is the upper bound.

Examples

library(coxed)
x = rnorm(100000)
interval(x, method = "perc")
interval(x, method = "bca")
interval(x, method = "student")
interval(x, method = "Not implemented")

# Example Efron & Tibshirani p 154
x = c(52, 104, 146, 10, 51, 30, 40, 27, 46)
interval(x, method = "bca", conf.level = 0.9)

thoree/kinBoot documentation built on Nov. 22, 2022, 6:31 p.m.