22 lines
689 B
R
22 lines
689 B
R
|
# Confidence interval for QEE estimates
|
||
|
|
#
|
||
|
|
# Author: Francois Pelletier
|
||
|
|
#
|
||
|
|
# LGPL-3.0
|
||
|
|
###############################################################################
|
||
|
|
|
||
|
|
#' Confidence interval for QEE estimates
|
||
|
|
#'
|
||
|
|
#' Uses covariance.GEE
|
||
|
|
#' @param param Vector of parameters of the distribution function
|
||
|
|
#' @param covariance Covariance matrix
|
||
|
|
#' @param alpha confidence level
|
||
|
|
#' @return 3 line matrix with lower bound, estimate and upper bound
|
||
|
|
#'
|
||
|
|
#' @author François Pelletier
|
||
|
|
confidence.interval.QEE <- function(param,covariance,n,alpha=0.05)
|
||
|
|
{
|
||
|
|
cbind(LOWER=param - sqrt(diag(covariance))*qt(alpha,n,lower=F),
|
||
|
|
ESTIMATE=param,
|
||
|
|
UPPER=param + sqrt(diag(covariance))*qt(alpha,n,lower=F))
|
||
|
|
}
|