This function automates the calculation of coverage rates for exploring the robustness of confidence interval methods.
Usage
CIsim(
n,
samples = 100,
rdist = rnorm,
args = list(),
plot = if (samples <= 200) "draw" else "none",
estimand = 0,
conf.level = 0.95,
method = t.test,
method.args = list(),
interval = function(x) {
do.call(method, c(list(x, conf.level = conf.level),
method.args))$conf.int
},
estimate = function(x) {
do.call(method, c(list(x, conf.level = conf.level),
method.args))$estimate
},
verbose = TRUE
)Arguments
- n
size of each sample
- samples
number of samples to simulate
- rdist
function used to draw random samples
- args
arguments required by
rdist- plot
one of
"print","return","horizontal", or"none"describing whether a plot should be printed, returned, printed with horizontal intervals, or not generated at all.- estimand
true value of the parameter being estimated
- conf.level
confidence level for intervals
- method
function used to compute intervals. Standard functions that produce an object of class
htestcan be used here.- method.args
arguments required by
method- interval
a function that computes a confidence interval from data. Function should return a vector of length 2.
- estimate
a function that computes an estimate from data
- verbose
print summary to screen?
Value
A data frame with variables
lower,
upper,
estimate,
cover ('Yes' or 'No'),
and
sample
is returned invisibly. See the examples for a way to use this to display the intervals
graphically.
Examples
# 1000 95% intervals using t.test; population is N(0,1)
CIsim(n = 10, samples = 1000)
#> Interval coverage:
#> cover
#> n Low Yes High
#> 10 0.023 0.948 0.029
# this time population is Exp(1); fewer samples, so we get a plot
CIsim(n = 10, samples = 100, rdist = rexp, estimand = 1)
#> Interval coverage:
#> cover
#> n Low Yes High
#> 10 0.05 0.95 0.00
# Binomial treats 1 like success, 0 like failure
CIsim(n = 30, samples = 100, rdist = rbinom, args = list(size = 1, prob = .7),
estimand = .7, method = binom.test, method.args = list(ci = "Plus4"))
#> Interval coverage:
#> cover
#> n Low Yes High
#> 30 0.05 0.93 0.02
