| Title: | Interval Estimation by Likelihoodist (LI) Compared to Frequentist (CI) |
| Version: | 0.1.0 |
| Description: | Parameter estimation via likelihood interval (LI) compared to traditional method (CI). This is the expanded version for 'LBI'- and 'wnl'-package, formulated by Kyun-Seop Bae <k@acr.kr>. |
| License: | MIT + file LICENSE |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.3.3 |
| Suggests: | knitr, rmarkdown |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2025-10-22 05:29:10 UTC; KANEYAMA |
| Author: | Kim Minkyu [aut, cre] |
| Maintainer: | Kim Minkyu <mkim@acr.kr> |
| Repository: | CRAN |
| Date/Publication: | 2025-10-25 12:40:07 UTC |
varE: Calculate Variance Estimate
Description
This function computes the interval estimation for a single group variance by both LI and CI method.
Usage
varE(data, conf.level = 0.95, df = 1.2, lower = 1e-08, upper = 1e+06, k)
Arguments
data |
A numeric vector functioning as a sample data. |
conf.level |
A confidence level for CI method. |
df |
A degree of freedom for LI method in terms of the denominator degree of freedom of F-test, as (n-df) of LRT, where n is the sample size of input data. For a variance estimation, it is suggested to be 1.2. |
lower |
A lower bound of "uniroot" for lower limit (LL) calculation. 1e-08 is a default. |
upper |
A upper bound of "uniroot" for upper limit (UL) calculation. 1e+06 is a default. |
k |
A cutoff value for LI method. Unless specified, F-test is used. |
Value
Point Estimate (PE), lower limit/bound (LL/LB), upper limit/bound (UL/UB), width, sample size, cutoff value k and maximum log-likelihood function value are calculated.
Examples
x <- rnorm(20, 0, 1)
varE(x)
y <- rnorm(40, 0, 1)
varE(y)
varEplot: Plot of Variance Estimate by Likelihood Method
Description
This function plots a graph of interval estimation for a single group variance by LI method, either in the log-likelihood function or the normalized log-likelihood value.
Usage
varEplot(
data,
logLRT = FALSE,
conf.level = 0.95,
df = 1.2,
low.scale = 3,
up.scale = 5,
k
)
Arguments
data |
A numeric vector functioning as a sample data. |
logLRT |
A function type to be plotted. A default value "FALSE" refers to the log-likelihood function plot, while "TRUE" refers to the normalized log-likelihood ratio plot, or maxLL-LL. |
conf.level |
A confidence level for CI method. |
df |
A degree of freedom for LI method in terms of the denominator degree of freedom of F-test, as (n-df) of LRT, where n is the sample size of input data. For a variance estimation, it is suggested to be 1.2. |
low.scale |
A scaling factor for plotting the minimum value of x-axis, or a parameter value. The plot starts from "PE/low.scale". 3 is a default. |
up.scale |
A scaling factor for plotting the maximum value of x-axis, or a parameter value. The plot starts from "PE*up.scale". 5 is a default. |
k |
A cutoff value for LI method. Unless specified, F-test is used. |
Value
Plotted graph, either in the log-likelihood function or the normalized log-likelihood value.
Examples
x <- rnorm(20, 0, 1)
varEplot(x, FALSE)
varEplot(x, TRUE)
y <- rnorm(40, 0, 1)
varEplot(y, FALSE)
varEplot(y, TRUE)
varR: Calculate Variance Ratio Estimate
Description
This function computes the interval estimation for a two group variance ratio by both LI and CI method.
Usage
varR(
num.data,
denom.data,
conf.level = 0.95,
df = 2.4,
lower = 1e-08,
upper = 1e+06,
k
)
Arguments
num.data |
A numeric vector functioning as a sample data, in a numerator position. |
denom.data |
A numeric vector functioning as a sample data, in a denominator position. |
conf.level |
A confidence level for CI method. |
df |
A degree of freedom for LI method in terms of the denominator degree of freedom of F-test, as (n-df) of LRT, where n is the sum of sample sizes of input datum. For a variance ratio estimation, it is suggested to be 2.4. |
lower |
A lower bound of "uniroot" for lower limit (LL) calculation. 1e-08 is a default. |
upper |
A upper bound of "uniroot" for upper limit (UL) calculation. 1e+06 is a default. |
k |
A cutoff value for LI method. Unless specified, F-test is used. |
Value
Point Estimate (PE), lower limit/bound (LL/LB), upper limit/bound (UL/UB), width, sample size, cutoff value k and maximum log-likelihood function value are calculated.
Examples
x <- rnorm(20, 0, 1)
y <- rnorm(40, 0, 1)
varR(x, y)
varRplot: Plot of Variance Ratio Estimate by Likelihood Method
Description
This function plots a graph of interval estimation for a two group variance ratio by LI method, either in the log-likelihood function or the normalized log-likelihood value.
Usage
varRplot(
num.data,
denom.data,
logLRT = FALSE,
conf.level = 0.95,
df = 2.4,
low.scale = 5,
up.scale = 5,
k
)
Arguments
num.data |
A numeric vector functioning as a sample data, in a numerator position. |
denom.data |
A numeric vector functioning as a sample data, in a denominator position. |
logLRT |
A function type to be plotted. A default value "FALSE" refers to the log-likelihood function plot, while "TRUE" refers to the normalized log-likelihood ratio plot, or maxLL-LL. |
conf.level |
A confidence level for CI method. |
df |
A degree of freedom for LI method in terms of the denominator degree of freedom of F-test, as (n-df) of LRT, where n is the sum of sample sizes of input datum. For a variance ratio estimation, it is suggested to be 2.4. |
low.scale |
A scaling factor for plotting the minimum value of x-axis, or a parameter value. The plot starts from "PE/low.scale". 5 is a default. |
up.scale |
A scaling factor for plotting the maximum value of x-axis, or a parameter value. The plot starts from "PE*up.scale". 5 is a default. |
k |
A cutoff value for LI method. Unless specified, F-test is used. |
Value
Plotted graph, either in the log-likelihood function or the normalized log-likelihood value
Examples
x <- rnorm(20, 0, 1)
y <- rnorm(40, 0, 1)
varRplot(x, y, FALSE)
varRplot(x, y, TRUE)