confintF | R Documentation |
Confidence Interval for the Non-Central F and Chisquare Distribution
confintF(f, df1, df2, testlevel = 0.05)
f |
observed F value(s) |
df1 |
degrees of freedom for the numerator of the F distribution |
df2 |
degrees of freedom for the denominator of the F distribution |
testlevel |
level of the (two-sided) test that determines the confidence interval, 1 - confidence level |
The confidence interval is calculated by solving the two implicit
equations qf(f, df1, df2, x) = testlevel/2
and
... = 1 - testlevel/2
.
For f>100
, the usual f +- standard error
interval is
used as a rather crude approximation.
A confidence interval for the non-centrality of the Chisquare
distribution is obtained by setting df2
to Inf
(the default) and f=x2/df1
if x2
is the observed
Chisquare value.
vector of lower and upper limit of the confidence interval,
or, if any of the arguments has length >1
, matrix containing
the intervals as rows.
Werner A. Stahel
qf
confintF(5, 3, 200)
## [1] 2.107 31.95
confintF(1:5, 5, 20) ## lower limit is 0 for the first 3 f values
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