confint.ctmedmc {cTMed} | R Documentation |
Monte Carlo Method Confidence Intervals
Description
Monte Carlo Method Confidence Intervals
Usage
## S3 method for class 'ctmedmc'
confint(object, parm = NULL, level = 0.95, ...)
Arguments
object |
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 |
the confidence level required. |
... |
additional arguments. |
Value
Returns a data frame of confidence intervals.
Author(s)
Ivan Jacob Agaloos Pesigan
Examples
set.seed(42)
phi <- matrix(
data = c(
-0.357, 0.771, -0.450,
0.0, -0.511, 0.729,
0, 0, -0.693
),
nrow = 3
)
colnames(phi) <- rownames(phi) <- c("x", "m", "y")
vcov_phi_vec <- matrix(
data = c(
0.00843, 0.00040, -0.00151,
-0.00600, -0.00033, 0.00110,
0.00324, 0.00020, -0.00061,
0.00040, 0.00374, 0.00016,
-0.00022, -0.00273, -0.00016,
0.00009, 0.00150, 0.00012,
-0.00151, 0.00016, 0.00389,
0.00103, -0.00007, -0.00283,
-0.00050, 0.00000, 0.00156,
-0.00600, -0.00022, 0.00103,
0.00644, 0.00031, -0.00119,
-0.00374, -0.00021, 0.00070,
-0.00033, -0.00273, -0.00007,
0.00031, 0.00287, 0.00013,
-0.00014, -0.00170, -0.00012,
0.00110, -0.00016, -0.00283,
-0.00119, 0.00013, 0.00297,
0.00063, -0.00004, -0.00177,
0.00324, 0.00009, -0.00050,
-0.00374, -0.00014, 0.00063,
0.00495, 0.00024, -0.00093,
0.00020, 0.00150, 0.00000,
-0.00021, -0.00170, -0.00004,
0.00024, 0.00214, 0.00012,
-0.00061, 0.00012, 0.00156,
0.00070, -0.00012, -0.00177,
-0.00093, 0.00012, 0.00223
),
nrow = 9
)
# Specific time interval ----------------------------------------------------
mc <- MCMed(
phi = phi,
vcov_phi_vec = vcov_phi_vec,
delta_t = 1,
from = "x",
to = "y",
med = "m",
R = 100L # use a large value for R in actual research
)
confint(mc, level = 0.95)
# Range of time intervals ---------------------------------------------------
mc <- MCMed(
phi = phi,
vcov_phi_vec = vcov_phi_vec,
delta_t = 1:5,
from = "x",
to = "y",
med = "m",
R = 100L # use a large value for R in actual research
)
confint(mc, level = 0.95)
[Package cTMed version 1.0.6 Index]