poisson.blaker.limits {BlakerCI}R Documentation

Blaker's Poisson confidence limits

Description

Fast and accurate calculation of Blaker's Poisson confidence limits.

Usage

poisson.blaker.limits(x, level = 0.95, tol = 1e-10, ...)

Arguments

x

number of events.

level

confidence level.

tol

numerical tolerance.

...

additional arguments to be passed to poisson.blaker.lower.limit; in fact, just maxiter (see BlakerCI-internal).

Details

Note that the Blaker's (1 - alpha) confidence interval is the convex hull of the set C of those points where the acceptability function (Blaker (2000)) exceeds level alpha. When C is not connected, the algorithm is, analogously to binom.blaker.limits (see its details), immune from leaving out short intervals and making thus the confidence intervals over-liberal.

Value

Length 2 vector – the lower and upper confidence limits.

Note

Package exactci by M. P. Fay includes another algorithm that calculates Blaker's Poisson confidence limits (see user-level function poisson.exact and internal function exactpoissonCI).

Lecoutre & Poitevineau (2014) designed another algorithm for the calculation of the Blaker's confidence limits. It is closely analogous to that of poisson.blaker.limits.

Author(s)

Jan Klaschka klaschka@cs.cas.cz

References

Blaker, H. (2000) Confidence curves and improved exact confidence intervals for discrete distributions. Canadian Journal of Statistics 28: 783-798.
(Corrigenda: Canadian Journal of Statistics 29: 681.)

Lecoutre, B. & Poitevineau J. (2014). New results for computing Blaker's exact confidence interval limits for usual one-parameter discrete distributions. Communications in Statistics - Simulation and Computation, http://dx.doi.org/10.1080/03610918.2014.911900.

See Also

exactci:poisson.exact One of the options yields Blaker's limits.

Examples

poisson.blaker.limits(3) # [1] 0.8176914 8.5597971


[Package BlakerCI version 1.0-6 Index]