PEkit (version 1.0.0.1000)

MLEp.bsci: Bootstrap confidence interval for the MLE of \(\psi\)

Description

A bootstrapped confidence interval for the Maximum Likelihood Estimate for \(\psi\).

Usage

MLEp.bsci(x, level = 0.95, rounds = 1000, frac = 0.8)

Arguments

x

A data vector.

level

Level of confidence interval as number between 0 and 1.

rounds

Number of bootstrap rounds. Default is 1000.

frac

Percentage of data x used for each bootstrap round. 0.8 by default with accepted values between 0 and 1.

Value

The MLE of \(\psi\) as well as lower and upper bounds of the bootstrap confidence interval.

Examples

# NOT RUN {
## Find a 95% -confidence interval for the MLE of psi given a sample from the
## Poisson-Dirichlet distribution:
x<-rPD(n=10000, psi=100)
MLEp.bsci(x, 0.95, 100, 0.8)

# }