binom.optim {binom}R Documentation

Optimal binomial confidence intervals

Description

Uses optimization to minimize the integrated mean squared error between the calculated coverage and the desired confidence level for a given binomial confidence interval.

Usage

binom.optim(n, conf.level = 0.95, method = binom.lrt,
            k = n%/%2 + 1, p0 = 0, transform = TRUE,
            plot = FALSE, tol = .Machine$double.eps^0.5,
            start = NULL, ...)

Arguments

n The number of independent trials in the binomial experiment.
conf.level The level of confidence to be used in the confidence interval.
method The method used to estimate the confidence interval.
k See Details.
p0 The minimum probability of success to allow in the optimization. See Details.
transform logical; If TRUE the optimizer will do an unconstrained optimization on the signficance probability in the logit space.
plot logical; If TRUE the results are sent to binom.plot.
tol The minimum significance level to allow in the optimization. See Details.
start A starting value on the optimal confidence level.
... Additional arguments to pass to optim.

Details

This function minimizes the squared error between the expected coverage probability and the desired confidence level.

alpha[opt]=argmin[alpha] integral[C(p,n)-(1-alpha)]^2dp

The optimizer will adjust confidence intervals for all x = 0 to n depending on the value of k provided. If k is one, only the confidence levels for x = 0 and n are adjusted. If k = [n/2] then all confidence intervals are adjusted. This assumes the confidence intervals are the same length for x = x[k] and x[n - k + 1], which is the case for all methods provided in this package except binom.cloglog.

Value

A list with the following elements:

par Final confidence levels. The length of this vector is k.
value The final minimized value from optim.
counts The number of function and gradient calls from optim.
convergence Convergence code from optim.
message Any message returned by the L-BFGS-B or BFGS optimizer.
confint A data.frame returned from a call to method using the optimized confidence levels.

normal-bracket77bracket-normal

Author(s)

Sundar Dorai-Raj (sdorairaj@gmail.com)

See Also

binom.confint, binom.plot, binom.coverage, optim

Examples

binom.optim(10, k = 1) ## determine optimal significance for x = 0, 10 only
binom.optim(3, method = binom.wilson) ## determine optimal significance for all x

[Package binom version 1.0-4 Index]