ssPoisPars

The rate parameter of the theoretical Poisson distribution.

poisPar

qLow

qUpp

The confidence level; i.e. the desired coverage is 1-alpha. Defaults to 0.05.

alpha

This is a helper function that compute the sum of squares between two theoretical and observed quantiles of a normal distribution (typically the lower and upper bounds of a confidence interval).
This function is for internal use to find the best-fit normal distribution for a given confidence interval.

Propagate uncertainty from several estimates when combining these estimates via a function.
This is done by using the parametric bootstrap to simulate values from the distribution of each estimate to build up an empirical distribution of the combined parameter.
Finally either the percentile method is used or the highest density interval is chosen to derive a confidence interval for the combined parameter with the desired coverage.
Gaussian copulas are used for when parameters are assumed to be dependent / correlated.
References: Davison and Hinkley (1997,ISBN:0-521-57471-4) for the parametric bootstrap and percentile method, Gelman et al. (2014,ISBN:978-1-4398-4095-5) for the highest density interval, Stockdale et al. (2020)<doi:10.1016/j.jhep.2020.04.008> for an example of combining conditional prevalences.

ssPoisPars: Compute the sum of squares between the theoretical and observed quantiles of a Poisson distribution.

Description

Usage

Arguments

Value

See Also