| Type: | Package |
| Title: | Nonparametric Confidence Intervals for Quantiles |
| Version: | 0.9.0 |
| Maintainer: | Li Yan <li.yan@roswellpark.org> |
| Description: | Based on Alan D. Hutson (1999) <doi:10.1080/02664769922458>, "Calculating nonparametric confidence intervals for quantiles using fractional order statistics", Journal of Applied Statistics, 26:3, 343-353. |
| License: | GPL-3 |
| Encoding: | UTF-8 |
| LazyData: | true |
| Suggests: | dplyr, kableExtra, knitr, rmarkdown, testthat (≥ 2.1.0) |
| Depends: | R (≥ 2.10) |
| RoxygenNote: | 6.1.1 |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2019-09-05 15:04:30 UTC; liyan |
| Author: | Nicholas Hutson [aut], Alan Hutson [aut], Li Yan [aut, cre] |
| Repository: | CRAN |
| Date/Publication: | 2019-09-05 15:20:02 UTC |
Calculate lower and upper CI of a given quantile using exact method, based on beta distribution
Description
Calculate lower and upper CI of a given quantile using exact method, based on beta distribution
Usage
exactBeta(n, q, alpha)
Arguments
n |
sample size |
q |
quantile |
alpha |
desired significance level |
Value
a list of the lower and upper confidence limit of the quantiles.Values are between [0,1]
u1 |
lower confidence limit of the quantile |
u2 |
upper confidence limit of the quantile |
Examples
QuantileNPCI:::exactBeta(25, 0.5, 0.05)
The flood rate of Feature River and Blackstone River.
Description
A dataset containing the flood rate data, as presented in Hutson 1999 paper. Original source: Pericchi and Rodreiguez-Iturbe (1995)
Usage
flood
Format
A data frame with 96 rows and 3 variables:
- loc
River name
- year
year of the record
- discharge
flood discharge rate
quantCI
Description
Calculate nonparametric confidence intervals for quantiles using fractional order statistics,
Usage
quantCI(x, q, alpha, method)
Arguments
x |
vector of data |
q |
the quantile |
alpha |
the significance level |
method |
the method used for calculate the confidence interval. Options are "exact" or "approximate". |
Value
returns a list of 5 values:
u1 |
the lower confidence limit of the quantile |
u2 |
the upper confidence limit of the quantile |
lower.ci |
the estimated x value at u1 |
qx |
the estimate x value of at the quantile q |
upper.ci |
the estimated x value at u2 |
Author(s)
Nicholas Hutson
Examples
x <- c(3.5,2.4,2.1,1.3,1.2,2.2,2.6,4.2)
quantCI(x, q=0.5, alpha=0.05, method = "exact")