qlib

Testing function for variance ratio of two samples assuming normal distribution by LI method. O2 type likelihood function plot is also shown.

Currently used CI method has its limitation when the test statistics are asymmetrical (chi-square test, F-test) or the model functions are non-linear. It can be overcome by using the likelihood functions for the interval estimation. 'inteli' package now supports interval estimation for the mean, variance, variance ratio, binomial distribution, Poisson distribution, odds ratio, risk difference, relative risk and their likelihood function plots. Testing functions are also provided.

Kim Minkyu

inteli

Interval Estimation by Likelihood Method

Minkyu Kim

Kyun-Seop Bae

qlib function

<dl> <dt>event</dt>
<dd>number of events from observed data; a numeric vector</dd> <dt>total</dt>
<dd>total number of trials from observed data; a numeric vector</dd> <dt>test.val</dt>
<dd>a numeric vector of testing value for probability</dd> <dt>conf.level</dt>
<dd>confidence level for the interval estimation</dd> <dt>eps</dt>
<dd>machine epsilon value; default is 1e-08</dd> <dt>k</dt>
<dd>cutoff value for likelihood interval. If not specified, F-test is used.</dd></dl>

Arguments

Kyun-Seop Bae &lt;k@acr.kr&gt;, Minkyu Kim &lt;mkim@acr.kr&gt;

Author

Testing Function for Probability from Binomial Distribution — qlib

<dl>

 <dt>event</dt>
<dd>number of events from observed data; a numeric vector</dd>

 <dt>total</dt>
<dd>total number of trials from observed data; a numeric vector</dd>

 <dt>test.val</dt>
<dd>a numeric vector of testing value for probability</dd>

 <dt>conf.level</dt>
<dd>confidence level for the interval estimation</dd>

 <dt>eps</dt>
<dd>machine epsilon value; default is 1e-08</dd>

 <dt>k</dt>
<dd>cutoff value for likelihood interval. If not specified, F-test is used.</dd>

</dl>

qlib: Testing Function for Probability from Binomial Distribution

Description

Value

Arguments

Author

Examples