The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

{confintr}

CRAN status R-CMD-check Codecov test coverage

Overview

{confintr} offers classic and/or bootstrap confidence intervals (CI) for the following parameters:

Both one- and two-sided intervals are supported.

Different types of bootstrap intervals are available via {boot}, see vignette.

Installation

# From CRAN
install.packages("confintr")

# Development version
devtools::install_github("mayer79/confintr")

Usage

library(confintr)
set.seed(1)

# Mean
ci_mean(1:100)

# Two-sided 95% t confidence interval for the population mean
# 
# Sample estimate: 50.5 
# Confidence interval:
#     2.5%    97.5% 
# 44.74349 56.25651 

# Mean using the Bootstrap
ci_mean(1:100, type = "bootstrap")

#   Two-sided 95% bootstrap confidence interval for the population mean
#   based on 9999 bootstrap replications and the student method
# 
# Sample estimate: 50.5 
# Confidence interval:
#     2.5%    97.5% 
# 44.72913 56.34685

# 95% value at risk
ci_quantile(rexp(1000), q = 0.95)

#   Two-sided 95% binomial confidence interval for the population 95%
#   quantile
# 
# Sample estimate: 2.954119 
# Confidence interval:
#     2.5%    97.5% 
# 2.745526 3.499928 

# Mean difference
ci_mean_diff(1:100, 2:101)

#   Two-sided 95% t confidence interval for the population value of mean(x)-mean(y)
#
# Sample estimate: -1 
# Confidence interval:
#      2.5%     97.5% 
# -9.090881  7.090881 

ci_mean_diff(1:100, 2:101, type = "bootstrap", seed = 1)

# Two-sided 95% bootstrap confidence interval for the population value of mean(x)-mean(y)
# based on 9999 bootstrap replications and the student method
#
# Sample estimate: -1 
# Confidence interval:
#      2.5%     97.5% 
# -9.057506  7.092050

# Further examples (without output)

# Correlation
ci_cor(iris[1:2], method = "spearman", type = "bootstrap")

# Proportions
ci_proportion(10, n = 100, type = "Wilson")
ci_proportion(10, n = 100, type = "Clopper-Pearson")

# R-squared
fit <- lm(Sepal.Length ~ ., data = iris)
ci_rsquared(fit, probs = c(0.05, 1))

# Kurtosis
ci_kurtosis(1:100)

# Mean difference
ci_mean_diff(10:30, 1:15)
ci_mean_diff(10:30, 1:15, type = "bootstrap")

# Median difference
ci_median_diff(10:30, 1:15)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.