com.confint: Computes a confidence interval for parameter estimates of the COM-Poisson Distribution
Description
Computes a pivotal bootstrap confidence interval for maximum likelihood parameter
estimates.
Usage
com.confint(data, level=0.95, B=1000, n=1000)
Arguments
data
the matrix of data to fit
level
the level of the confidence interval
B
number of repetitions of the bootstrap
n
number of data points in each bootstrap sample
Value
A matrix containing the confidence intervals for each parameter
Details
Uses a standard pivotal confidence interval from a bootstrap sample.
References
Wasserman, L. (2005). "All of Statistics: A Concise Course in Statistical Inference," Springer Texts in Statistics.