ci_quantile_diff {confintr}

R Documentation

Confidence Interval for the Population Quantile Difference of two Samples

Description

This function calculates bootstrap confidence intervals for the population value of q quantile(x) - q quantile(y).

Usage

ci_quantile_diff(
  x,
  y,
  q = 0.5,
  probs = c(0.025, 0.975),
  type = "bootstrap",
  boot_type = c("bca", "perc", "norm", "basic"),
  R = 9999,
  seed = NULL,
  ...
)

Arguments

x	A numeric vector.
y	A numeric vector.
q	A single probability value determining the quantile. Set to 0.5 for the median (default).
probs	Error probabilites. The default c(0.025, 0.975) gives a symmetric 95% confidence interval.
type	Type of confidence interval. Currently, "bootstrap" is the only option.
boot_type	Type of bootstrap confidence interval ("bca", "perc", "norm", "basic").
R	The number of bootstrap resamples.
seed	An integer random seed.
...	Further arguments passed to boot::boot.

Details

Bootstrap confidence intervals are calculated by the package "boot". The default bootstrap type is "bca" (bias-corrected & accelerated) as it enjoys the property of being second order accurate and is transformation respecting (see Efron, p. 188). The sampling is done within sample.

Value

A list with class cint containing these components:

• parameter: The parameter in question.

• interval: The confidence interval for the parameter.

• estimate: The estimate for the parameter.

• probs: A vector of error probabilities.

• type: The type of the interval.

• info: An additional description text for the interval.

References

1. Efron, B. and Tibshirani R. J. (1994). An Introduction to the Bootstrap. Chapman & Hall/CRC.

2. Canty, A and Ripley B. (2019). boot: Bootstrap R (S-Plus) Functions.

See Also

ci_median_diff.

Examples

x <- 10:30
y <- 1:30
ci_quantile_diff(x, y, R = 999)

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