calculate_CI_I_pp {prevtoinc} | R Documentation |
Calculate confidence intervals for Grenander estimator of Ipp based on asymptotics
Description
Asymptotic or bootstrap approximation of confidence intervals for estimates of Ipp with gren method Can use output of calculate_I_* functions as input. The asymptotic method uses the asymptotic normality of the estimator of I.pp to calculate the confidence interval and the method "bs" uses a parametric bootstrap approximation based on the "naive" estimator.
Usage
calculate_CI_I_pp(data, method = "asymptotic", alpha = 0.05,
n_bs = 10000)
Arguments
data |
data frame which contains at least the following columns
|
method |
either "asymptotic" for asymptotic confidence interval or "bs" for bootstrap-based confidence interval |
alpha |
confidence level |
n_bs |
number of bootstrap replications if method is "bs" |
Value
tibble with columns CI.lower.Ipp and CI.upper.Ipp
Examples
example.dist <- create_dist_vec(function(x) dpois(x-1, 7), max.dist = 70)
example.dist.los <- create_dist_vec(function(x) dpois(x-1, lambda = 12),
max.dist = 70)
data.pps.fast <- simulate_pps_fast(n.sample=5000,
P=0.05,
dist.X.loi = example.dist,
dist.X.los = example.dist.los)
gren_est <- calculate_I_smooth(data = data.pps.fast, method = "gren")
gren_est
calculate_CI_I_pp(gren_est, method = "asymptotic", alpha = 0.05)