march.mc.bailey {march}

Bailey Confidence Intervals for a Markov chain.

Description

Compute the confidence intervals using Bailey's formula on a march.Mc object. See Bailey BJR (1980) Large sample simultaneous confidence intervals for the multinomial probabilities based ontransformation of the cell frequencies, Technometrics 22:583–589, for details.

Usage

march.mc.bailey(object, alpha)

Arguments

object

the march.Model object on which compute the confidence intervals.

alpha

the significance level.

Value

A list of half-length confidence intervals for each probability distribution of the Markov chain.

Author(s)

Berchtold André

Examples

# Compute the independence model for the pewee data.
Indep <- march.indep.construct(pewee)
# Display the model
print(Indep)
# Compute the half-length 95% confidence interval for each element of the distribution.
march.indep.bailey(Indep,alpha=0.05)

# Compute a second-order MTDg model for the pewee data.
MTD2g <- march.mtd.construct(pewee,2,mtdg=TRUE)
# Display the model
print(MTD2g)
# Compute the half-length 95% confidence interval for all parameters
# of the MTD2g model.
march.mtd.bailey(MTD2g,alpha=0.05)