DescTools (version 0.99.6)

VarCI: Confidence Interval for the Variance

Description

Calculates the confidence interval for the variance either the classical way or with the bootstrap approach.

Usage

VarCI(x, type = c("classic", "norm", "basic", "stud", "perc", "bca"), 
      conf.level = 0.95, na.rm = FALSE, R = 999)

Arguments

x

a (non-empty) numeric vector of data values.

type

A vector of character strings representing the type of intervals required. The value should be any subset of the values "norm", "basic", "stud", "perc", "bca". See

conf.level

confidence level of the interval.

na.rm

logical. Should missing values be removed? Defaults to FALSE.

R

The number of bootstrap replicates. Usually this will be a single positive integer. For importance resampling, some resamples may use one set of weights and others use a different set of weights. In this case R would be a vector of integers where each com

Value

• a numeric vector with 3 elements:
• var
  variance
• lwr.ci
  lower bound of the confidence interval
• upr.ci
  upper bound of the confidence interval

References

http://wiki.stat.ucla.edu/socr/index.php/AP_Statistics_Curriculum_2007_Estim_Var

See Also

MeanCI, MedianCI

Examples

VarCI(d.pizza$price, na.rm=TRUE)
VarCI(d.pizza$price, conf.level=0.99, na.rm=TRUE)

round(VarCI(d.pizza[,1:4], na.rm=TRUE), 3)


x <- c(14.816,14.863,14.814,14.998,14.965,14.824,14.884,14.838,14.916,
       15.021,14.874,14.856,14.860,14.772,14.980,14.919)
VarCI(x, conf.level=0.9)

# and for the standard deviation
sqrt(VarCI(x, conf.level=0.9))

# some bootstrap intervals
VarCI(x, type="norm")
VarCI(x, type="perc")
VarCI(x, type="bca")