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Confidence Interval for the Median

Source: R/medianCI.R
medianCI.Rd

Calculate the confidence interval for the median.

Usage

medianCI(
  x,
  conf.level = 0.95,
  sides = c("two.sided", "left", "right"),
  method = c("exact", "boot"),
  na.rm = FALSE,
  ...
)

Arguments

x

a (non-empty) numeric vector of data values.

conf.level

confidence level of the interval

sides

a character string specifying the side of the confidence interval, must be one of "two.sided" (default), "left" or "right". You can specify just the initial letter. "left" would be analogue to a hypothesis of "greater" in a t.test.

method

defining the type of interval that should be calculated (one out of "exact", "boot"). Default is "exact". See Details.

na.rm

logical. Should missing values be removed? Defaults to FALSE.

...

the dots are passed on to boot::boot.ci(). In particular, the type of bootstrap confidence interval can be defined via this. The defaults are R=999 and type="perc".

Value

A named numeric vector with elements:

est

point estimate

lci

lower confidence interval bound

uci

upper confidence interval bound

Details

The "exact" method is the way SAS is said to calculate the confidence interval. This is also implemented in signTest(). The boot confidence interval type is calculated by means of boot::boot.ci() with default type "perc".
Use sapply(), resp.apply(), to get the confidence intervals from a data.frame or from a matrix.

See also

wilcox.test(), median(), DescToolsX::hodgesLehmann

Other ci.location: meanCI(), meanCIn(), meanDiffCI(), quantileCI(), sumCI()

Examples


set.seed(448)
x <- c(rnorm(100), NA)

medianCI(x, na.rm=TRUE)
#>      median         lci         uci 
#> -0.01987842 -0.34886600  0.22967354 
#> attr(,"conf.level")
#> [1] 0.9647998
medianCI(x, conf.level=0.99, na.rm=TRUE)
#>      median         lci         uci 
#> -0.01987842 -0.40208643  0.32829356 
#> attr(,"conf.level")
#> [1] 0.9933629

medianCI(x, na.rm=TRUE, method="exact")
#>      median         lci         uci 
#> -0.01987842 -0.34886600  0.22967354 
#> attr(,"conf.level")
#> [1] 0.9647998
medianCI(x, na.rm=TRUE, method="boot")
#>      median         lci         uci 
#> -0.01987842 -0.33366924  0.17706651 
 
x <- x[!is.na(x)]
medianCI(x, method="boot")
#>      median         lci         uci 
#> -0.01987842 -0.33366924  0.18475037 

# ... the same as
medianCI(x, method="boot", type="bca")
#>      median         lci         uci 
#> -0.01987842 -0.31847248  0.17043184 

medianCI(x, method="boot", type="basic")
#>      median         lci         uci 
#> -0.01987842 -0.24325515  0.28676766 
medianCI(x, method="boot", type="perc")
#>      median         lci         uci 
#> -0.01987842 -0.31847248  0.22967354 
medianCI(x, method="boot", type="norm", R=499)
#>      median         lci         uci 
#> -0.01987842 -0.26235685  0.24711660 
# not supported:
medianCI(x, method="boot", type="stud")
#> Warning: bootstrap type 'stud' is not supported
#>      median         lci         uci 
#> -0.01987842          NA          NA 

medianCI(x, method="boot", sides="right")
#>      median         lci         uci 
#> -0.01987842        -Inf  0.13130127