exactquantileci {MultNonParam}

Exact Quantile Confidence Interval

Description

Calculates exact quanitle confidence intervals by inverting the generalization of the sign test.

Usage

exactquantileci(xvec, tau = 0.5, alpha = 0.05, md = 0)

Arguments

xvec

vector of observations

tau

quantile to be estimated. If this is a vector, separate intervals and tests for each value will be calculated.

alpha

1-confidence level.

md

null value of quantile

Value

A list with components cis, an array with two columns, representing lower and upper bounds, and a vector pvals, of p-values.