Mid-distribution Functions — confint.midquantile • Qtools

Compute mid-quantiles confidence intervals

Usage

# S3 method for class 'midquantile'
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object: an object of class midquantile.
parm: not used (included for consistency with confint.default).
level: nominal coverage level of the confidence interval.
...: not used.

References

Ma Y., Genton M., and Parzen E. Asymptotic properties of sample quantiles of discrete distributions. Annals of the Institute of Statistical Mathematics 2011;63(2):227-243

Parzen E. Quantile probability and statistical data modeling. Statistical Science 2004;19(4):652-62.

Author

Marco Geraci

Examples


x <- rpois(100, lambda = 3)
mq <- midquantile(x)
confint(mq, level = 0.95)
#>     midquantile    lower    upper
#> 25%    1.717949 1.379191 2.056707
#> 50%    2.780000 2.453863 3.106137
#> 75%    3.906977 3.577138 4.236815

# print standard errors
attributes(confint(mq, level = 0.95))$stderr
#> [1] 0.1707264 0.1643654 0.1662311