ssNormPars {bootComb}

Compute the sum of squares between the theoretical and observed quantiles of a normal / Gaussian distribution.

Description

This is a helper function that compute the sum of squares between two theoretical and observed quantiles of a normal distribution (typically the lower and upper bounds of a confidence interval). This function is for internal use to find the best-fit normal distribution for a given confidence interval.

Usage

ssNormPars(muSigPars, qLow, qUpp, alpha = 0.05)

Arguments

muSigPars

The mean and standard deviation parameters of the theoretical normal distribution.

qLow

The observed lower quantile.

qUpp

The observed upper quantile.

alpha

The confidence level; i.e. the desired coverage is 1-alpha. Defaults to 0.05.

Value

A single number, the sum of squares.

See Also

identifyNormPars, optim, qnorm