MLEce (version 2.1.0)

confCI: Getting confidence intervals for efficient closed-form estimators

Description

Getting confidence intervals for efficient closed-form estimators

Usage

confCI(object, bootsize = 1000, level = 0.95)

Value

a numeric a list is given, containing assigned distribution, confidence intervals and alpha which is equal to one minus the significance level.

Arguments

object

an object of class "MLEce" made by the function MLEce.

bootsize

a numeric value for the steps in the bootstrap method; default value is 1,000.

level

a numeric value between 0 and 1 for controlling the significance level of confidence interval; default value is 0.95.

Details

The confidence interval is obtained by bootstrap method for the estimated parameters in the assigned distribution.

Examples

data(flood)
est_BiGam <- MLEce(flood, "BiGam")
confCI(est_BiGam)
datt = rBiWei(n=50, c(4,3,3,4,0.6))
est_BiWei <-MLEce(datt, "BiWei")
confCI(est_BiWei)
data_Diri <- LaplacesDemon::rdirichlet(n=60, c(3,1,2,4))
est_Diri <- MLEce(data_Diri, "Dirichlet")
confCI(est_Diri)