Q.boot.ci {FAmle} | R Documentation |
This function can be used to derive parametric bootstrap confidence intervals for the p
-th quantile of the fitted distribution (see mle
).
Q.boot.ci(p,boot,alpha=.1)
p |
Vector of probabilities. |
boot |
An object obtained using |
alpha |
|
This functions returns two types of bootstrap confidence intervals for the p
-th quantile - one is based on the "percentile" method, while the other corresponds to the basis bootstrap interval or "reflexion" (see References).
See References for other means of deriving bootstrap intervals.
Davison, A.C., and Hinkley, D.V. (1997) Bootstrap methods and their application. Cambridge University Press.
data(yarns)
x <- yarns$x
fit.x <- mle(x,'gamma',c(.1,.1))
Q.conf.int(p=c(.5,.9,.95,.99),model=fit.x,alpha=.01,ln=FALSE)
# should be run again with B = 1000, for example...
boot.x <- boot.mle(model=fit.x,B=50)
Q.boot.ci(p=c(.5,.9,.95,.99),boot=boot.x,alpha=.01)