Re: [R] Coverage Probability

2016-05-10 Thread Ben Bolker
Muhammad Kashif uaf.edu.pk> writes: > > Dears > Can anyone help me to solve the issue. > > By using" boot" and "boot.ci" package in R we can construct bootstrap confidence intervals. How we > calculate the coverage probability of these intervals. Calculating coverage probability for any

[R] Coverage Probability

2016-05-10 Thread Muhammad Kashif
Dears Can anyone help me to solve the issue. By using" boot" and "boot.ci" package in R we can construct bootstrap confidence intervals. How we calculate the coverage probability of these intervals. [[alternative HTML version deleted]] __

Re: [R] Coverage probability for a Poisson parameter

2015-02-14 Thread JS Huang
Hi, In your function cover, lambda1 and lambda2 are used but not in the argument of the function. I suppose that you need to have lambda1 and lambda2 in the argument of the function cover, like function(lambda1, lambda2, n, significance.level). Give it a try. cover - function(lambda, n,

Re: [R] Coverage probability for a Poisson parameter

2015-02-14 Thread JS Huang
Hi, Given the function cover, it's very likely that you will get 0 for both s1 and s1 with small value of lambda1 and lambda2. In that case the sum s will be 0. With s being 0, you will have issue with the expression in pi - s2/s and root - ((s2/s)*(1-s2/s)+k/(4*s))^(1/2). You need to take

Re: [R] Coverage probability for a Poisson parameter

2015-02-14 Thread JS Huang
Hi, Some suggestion about the arguments of the function defined below. Since theta is calculated with the value of lambda1 and lambda2, there is no need to include theta in the argument. Or, your function can be defined as function(lambda1, lambda2, significance.level) cover -

Re: [R] Coverage probability for a Poisson parameter

2015-02-06 Thread JS Huang
Hi, After some thought, I found the treatment of sample mean equal 0 was not appropriate. I modified the function likelihood.ratio.test.Poisson. resulting.matrix now has 0.0512 as the average of type I error. function(lambda, sample.size, significance.level) { reject - 0 sample.mean -

Re: [R] Coverage probability for a Poisson parameter

2015-01-30 Thread JS Huang
Hi, Roughly reading the code, I find this statement phat - x / m is probably incorrect since this will give you the set of 100 observed x values /100. I redefine the function cover with three inputs: lambda for the parameter of the poisson distribution, sample.size and

Re: [R] Coverage probability for a Poisson parameter

2015-01-30 Thread JS Huang
Hi, My first question is what is your n when you say fixed n. I assume the lambda is the mean of the poisson distribution that you want to take sample from. Another question is about the sample size. It does not make too much sense to make a sample of size 1. Let's assume that you want

[R] Coverage Probability

2012-03-19 Thread hubinho
Hello. I'm allready this far. I have a function which is calculating the lower (l) and upper (u) limit for a confidence interval for the odds ratio. For example for 5 simulated 2x2 tables the upper and lower limits are: u [1] 2.496141 7.436524 8.209161 4.313587 3.318612 l [1] -0.9718608

Re: [R] Coverage Probability

2012-03-19 Thread Jorge I Velez
Hi hubinho, You are almost there. Try this slightly modification of your function: # theta, u and l are vectors of the same length foo - function(theta, u, l) mean(theta = l theta = u, na.rm = TRUE) foo(theta, u, l) HTH, Jorge.- On Mon, Mar 19, 2012 at 12:55 PM, hubinho wrote: Hello.

Re: [R] Coverage Probability

2012-03-19 Thread hubinho
Thank you very much. This was, was i needed. Unfortunately I have one futher problem with this Code. I don't only need the coverage probability for one but for a range of different odds ratios. (for example [1;30]). I tried it with a loop but I get an error. I think again, that I'm almost there

Re: [R] Coverage Probability

2012-03-19 Thread Jorge I Velez
Hi hubinho, You need to initialize the for() loop and then store the u and l values properly: # parameters n1 - 10 n2 - 10 y - 100 alpha - 1 z-1.96 # creating B 2x2 tables B - 50 u - l - vector('numeric', B) for (i in 1:B){ theta - i x1 - exp(alpha +theta)/ (1+ exp(alpha +theta))

Re: [R] Coverage Probability

2012-03-19 Thread hubinho
Thank you very much again. But in this case I get the coverage probability as an average over all values for the odds ratio. I need a coverage probability for every value for the odds ratio. So the coverage probability for odds ratio = 1, than for odds ratio = 2 and so on. Sorry to bother you

Re: [R] Coverage Probability

2012-03-19 Thread Jorge I Velez
Hi hubinho, This starts to look as homework to me so this will be my last try in helping you. The general strategy would be along the lines of (1) write a function that does what you want for a value of theta and (2) sapply() that function to the vector of theta values you would like to

[R] Coverage probability for the normal distribution in plot.spec.coherency function.

2012-02-28 Thread Pascal Oettli
Hello to the members of the list, I am using the 'spectrum' function from 'stats' package, to calculate the squared coherency between two time series. The function 'plot.spec.coherency' provides information for the coverage probability for the normal distribution. It seems that the