mceCLT {MCE} | R Documentation |
For some simulation-based estimates, the MCE estimate can be based on the central limit theorem and can be calculated as the standard deviation of the R estimates from a simulation divided by sqrt(R). This method only applies to simulation-based estimates that are generated as a mean of replication results.
mceCLT(data, type = "", truth = NULL)
data |
vector. replication reults |
type |
character. type of simulation result of interest including "mean", "SE", "PB" and "RE" for mean, standard error, percent bias and relative efficiency |
truth |
numeric. if type="PB" the true value. |
CLT-based estimate of MCE
This methods only applies to simulation-based estimates that are generated from a mean of replication results.
Elizabeth Koehler and Sebastien Haneuse
test <- matrix(rnorm(10000, mean=1)) mceCLT(test, type="PB", truth=1)