22 lines
No EOL
720 B
R
22 lines
No EOL
720 B
R
# Confidence interval for QEE estimates
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#
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# Author: Francois Pelletier
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#
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# LGPL-3.0
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###############################################################################
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#' Confidence interval for QEE estimates
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#'
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#' Uses covariance.GEE
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#' @param param Vector of parameters of the distribution function
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#' @param covariance Covariance matrix
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#' @param alpha confidence level
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#' @return 3 line matrix with lower bound, estimate and upper bound
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#' @export confidence.interval.QEE
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#' @author François Pelletier
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confidence.interval.QEE <- function(param,covariance,n,alpha=0.05)
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{
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cbind(LOWER=param - sqrt(diag(covariance))*qt(alpha,n,lower=F),
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ESTIMATE=param,
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UPPER=param + sqrt(diag(covariance))*qt(alpha,n,lower=F))
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} |