confint.gsaot_indices {gsaot} | R Documentation |
Compute confidence intervals for sensitivity indices
Description
Computes confidence intervals for a gsaot_indices
object using
bootstrap results.
Usage
## S3 method for class 'gsaot_indices'
confint(object, parm = NULL, level = 0.95, type = "norm", ...)
Arguments
object |
An object of class |
parm |
A specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered. |
level |
(default is 0.95) Confidence level for the interval. |
type |
(default is |
... |
Additional arguments (currently unused). |
Value
A data frame with the following columns:
-
input
: Name of the input variable. -
component
: The index component for Wasserstein-Bures. -
index
: Estimated indices -
original
: Original estimates. -
bias
: Bootstrap bias estimate. -
low.ci
: Lower bound of the confidence interval. -
high.ci
: Upper bound of the confidence interval.
Examples
N <- 1000
mx <- c(1, 1, 1)
Sigmax <- matrix(data = c(1, 0.5, 0.5, 0.5, 1, 0.5, 0.5, 0.5, 1), nrow = 3)
x1 <- rnorm(N)
x2 <- rnorm(N)
x3 <- rnorm(N)
x <- cbind(x1, x2, x3)
x <- mx + x %*% chol(Sigmax)
A <- matrix(data = c(4, -2, 1, 2, 5, -1), nrow = 2, byrow = TRUE)
y <- t(A %*% t(x))
x <- data.frame(x)
y <- y
res <- ot_indices_wb(x, y, 10, boot = TRUE, R = 100)
confint(res, parm = c(1,3), level = 0.9)