obj
(object) of class 'VCA' or, alternatively, a list of 'VCA' objects, where all other argument can be
specified as vectors, where the i-th vector element applies to the i-th element of 'obj' (see examples)
alpha
(numeric) value specifying the significance level for 100*(1-alpha)
% confidence intervals.
total.claim
(numeric) value specifying the claim-value for the Chi-Squared test for the total variance (SD or CV, see claim.type
).
error.claim
(numeric) value specifying the claim-value for the Chi-Squared test for the error variance (SD or CV, see claim.type
).
claim.type
(character) one of "VC", "SD", "CV" specifying how claim-values have to be interpreted:
"VC" (Default) = claim-value(s) specified in terms of variance(s),
"SD" = claim-values specified in terms of standard deviations (SD),
"CV" = claim-values specified in terms of coefficient(s) of variation (CV)
and are specified as percentages.
If set to "SD" or "CV", claim-values will be converted to variances before applying the Chi-Squared test (see examples).
VarVC
(logical) TRUE = if element "Matrices" exists (see anovaVCA
), the covariance
matrix of the estimated VCs will be computed (see vcovVC
, which is used in CIs for
intermediate VCs if 'method.ci="sas"'.
Note, this might take very long for larger datasets, since there are many matrix operations involved.
FALSE (Default) = computing covariance matrix of VCs is omitted, as well as CIs for intermediate VCs.
excludeNeg
(logical) TRUE = confidence intervals of negative variance estimates will not be reported.
FALSE = confidence intervals for all VCs will be reported including those with negative VCs.
See the details section for a thorough explanation.
constrainCI
(logical) TRUE = CI-limits for all variance components are constrained to be >= 0.
FALSE = unconstrained CIs with potentially negative CI-limits will be reported.
which will preserve the original width of CIs.
See the details section for a thorough explanation.
ci.method
(character) string or abbreviation specifying which approach to use for computing confidence intervals of variance components (VC).
"sas" (default) uses Chi-Squared based CIs for total and error and normal approximation for all other VCs (Wald-limits, option "NOBOUND"
in SAS PROC MIXED); "satterthwaite" will approximate DFs for each VC using the Satterthwaite approach (see SattDF
for models
fitted by ANOVA) and all Cis are based on the Chi-Squared distribution. This approach is conservative but avoids negative values for the lower bounds.
quiet
(logical) TRUE = will suppress any warning, which will be issued otherwise