# 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)) }