CInp {BSagri} | R Documentation |
Construct local confidence intervals for each parameter from the empirical joint distribution of a parameter vector of length P.
CInp(x, ...) ## Default S3 method: CInp(x, conf.level = 0.95, alternative = "two.sided", ...) ## S3 method for class 'CCRatio': CInp(x, ...) ## S3 method for class 'CCDiff': CInp(x, ...) ## S3 method for class 'bugs': CInp(x, conf.level = 0.95, alternative = "two.sided", whichp = NULL, ...)
x |
an N-times-P matrix, or an object of class CCRatio , CCDiff , bugs , as can be obtained by calling the functions CCRatio , CCDiff , or openbugs in package R2WinBUGS |
conf.level |
a single numeric value between 0.5 and 1, specifying the local confidence level for each of the P parameters |
alternative |
a single character string, one of "two.sided" , "less" , "greater" , for two-sided, upper and lower limits |
whichp |
a single character string, naming an element of the sims.list if x is a bugs object, ignored otherwise |
... |
currently not used |
Construct simple confidence intervals based on order statistics applied to the marginal empirical distributions in x
.
An object of class "CInp", a list with elements
conf.int |
a P-times-2 matrix containing the lower and upper confidence limits |
estimate |
a numeric vector of length P, containing the medians of the P marginal empirical distributions |
x |
the input object |
k |
the number of values outside each confidence interval, i.e. conf.level*N |
N |
the number of values used to construct each confidence interval |
conf.level |
a single numeric value, the nominal confidence level, as input |
alternative |
a single character string, as input |
The function internally used is quantile
with its default settings.
See SCSnp
for simultaneous sets.
# Assume a 100 times 4 matrix of 4 mutually independent # normal variables: X<-cbind(rnorm(100), rnorm(100), rnorm(100), rnorm(100)) lcits<-CInp(x=X, conf.level=0.95, alternative="two.sided") lcits ci1<-lcits$conf.int[1,] length( which(X[,1]>=ci1[1] & X[,1]<=ci1[2] ) ) ci2<-lcits$conf.int[2,] length( which(X[,2]>=ci2[1] & X[,2]<=ci2[2] ) )