exactquantileci

Calculates exact quanitle confidence intervals by inverting the generalization of the sign test.

A collection of multivariate nonparametric methods, selected in part to support an MS level course in nonparametric statistical methods. Methods include adjustments for multiple comparisons, implementation of multivariate Mann-Whitney-Wilcoxon testing, inversion of these tests to produce a confidence region, some permutation tests for linear models, and some algorithms for calculating exact probabilities associated with one- and two- stage testing involving Mann-Whitney-Wilcoxon statistics. Supported by grant NSF DMS 1712839. See Kolassa and Seifu (2013) <doi:10.1016/j.acra.2013.03.006>.

John E Kolassa

MultNonParam

Multivariate Nonparametric Methods

John E. Kolassa

Stephane Jankowski

exactquantileci function

<dl><dt>xvec</dt>
<dd>vector of observations</dd>
<dt>tau</dt>
<dd>quantile to be estimated. If this is a vector, separate intervals and tests for each value will be calculated.</dd>
<dt>alpha</dt>
<dd>1-confidence level.</dd>
<dt>md</dt>
<dd>null value of quantile</dd></dl>

Arguments

Exact Quantile Confidence Interval — exactquantileci

<dl>

<dt>xvec</dt>
<dd>vector of observations</dd>


<dt>tau</dt>
<dd>quantile to be estimated. If this is a vector, separate intervals and tests for each value will be calculated.</dd>


<dt>alpha</dt>
<dd>1-confidence level.</dd>


<dt>md</dt>
<dd>null value of quantile</dd>

</dl>

exactquantileci: Exact Quantile Confidence Interval

Description

Usage

Value

Arguments