Hi,
I have a question about the computation of confidence intervals in the zyp
package, in particular using the functions zyp.sen and confint.zyp, or
zyp.yuepilon.
(1) I'm a bit confused about the confidence intervals given by zyp.sen and
confint.zyp. When I request a certain confidence interval in the function, the
R output seems to deliver another confidence interval, e.g. when I set
level=0.95 in the function, then the output is for 0.025 and 0.975 (instead of
the expected 0.05 and 0.95). See example below. Which confint statement is the
right one?
(2) I checked the documentation but did not find a specification about which
confidence interval is used in the zyp.yuepilon function. It seems to be the
same as level=0.95 in confint.zyp (I'm not sure if this is 0.95 or 0.975 - see
above).
Maybe, I'm just not seeing the obvious explanation... Could anybody advise me?
Thanks in advance,
Katy
---
My example:
> x <- c(0, 1, 2, 3, 4, 5)
> y <- c(6, 4, 1, 8, 7, 8)
# zyp.sen and confint.zyp function
> slope <- zyp.sen(y~x)
> slope$coef
Intercept x
4.5000000 0.6666667
> ci_99 <- confint.zyp(slope, level=0.99)
> ci_99
0.005 0.995
Intercept -2.071288 10.07129
x -3.000000 3.00000
> ci_95 <- confint.zyp(slope, level=0.95)
> ci_95
0.025 0.975
Intercept -0.6196794 8.619679
x -2.5000000 2.333333
> ci_90 <- confint.zyp(slope, level=0.90)
> ci_90
0.05 0.95
Intercept 0.1230428 7.876957
x -2.0000000 2.000000
# zyp.yuepilon
# confidence interval corresponds to nominal 0.95 interval in confint.zyp
(output 0.025 0.975)
> xy_senslope <- zyp.yuepilon (y, conf.intervals=TRUE)
> xy_senslope
lbound trend trendp ubound tau sig
nruns autocor valid_frac
-2.50000000 0.66666667 4.00000000 2.33333333 0.80000001 0.08641075
1.00000000 -0.22400000 1.00000000
linear intercept
0.74285714 3.83333333
________________________________
Katy Unger-Shayesteh
GFZ German Research Centre For Geosciences
Section 5.4 Hydrology
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