bsnb {degreenet}R Documentation

Calculate Bootstrap Estimates and Confidence Intervals for the Negative Binomial Distribution

Description

Uses the parametric bootstrap to estimate the bias and confidence interval of the MLE of the Negative Binomial Distribution.

Usage

bsnb(x, cutoff=1, m=200, np=2, alpha=0.95, hellinger=FALSE)
bootstrapnb(x,cutoff=1,cutabove=1000,
                          m=200,alpha=0.95,guess=c(5, 0.2),
                          file="none")

Arguments

x A vector of counts (one per observation).
cutoff Calculate estimates conditional on exceeding this value.
m Number of bootstrap samples to draw.
np Number of parameters in the model (1 by default).
alpha Type I error for the confidence interval.
hellinger Minimize Hellinger distance of the parametric model from the data instead of maximizing the likelihood.
cutabove Calculate estimates conditional on not exceeding this value.
guess Guess at the parameter value.
file Name of the file to store the results. By default do not save the results.

Value

dist matrix of sample CDFs, one per row.
obsmle The Negative Binomial MLE of the PDF exponent.
bsmles Vector of bootstrap MLE.
quantiles Quantiles of the bootstrap MLEs.
pvalue p-value of the Anderson-Darling statistics relative to the bootstrap MLEs.
obsmands Observed Anderson-Darling Statistic.
meanmles Mean of the bootstrap MLEs.
guess Initial estimate at the MLE.
mle.meth Method to use to compute the MLE.

Note

See the working papers on http://www.csss.washington.edu/Papers for details

References

Jones, J. H. and Handcock, M. S. "An assessment of preferential attachment as a mechanism for human sexual network formation," Proceedings of the Royal Society, B, 2003, 270, 1123-1128.

See Also

anbmle, simnb, llnb

Examples

# Now, simulate a Negative Binomial distribution over 100
# observations with expected count 1 and probability of another
# of 0.2

set.seed(1)
s4 <- simnb(n=100, v=c(5,0.2))
table(s4)

#
# Calculate the MLE and an asymptotic confidence
# interval for the parameter.
#

s4est <- anbmle(s4)
s4est

#
# Use the bootstrap to compute a confidence interval rather than using the 
# asymptotic confidence interval for the parameter.
#

bsnb(s4, m=20)

[Package degreenet version 1.0 Index]