R: Confidence Interval for the Variance

VarCI {DescTools} | R Documentation

## Confidence Interval for the Variance

### Description

Calculates the confidence interval for the variance either the classical way or with the bootstrap approach.

### Usage

    VarCI(x, method = c("classic", "norm", "basic", "stud", "perc", "bca"),
          conf.level = 0.95, sides = c("two.sided", "left", "right"),
          na.rm = FALSE, R = 999)

### Arguments

`x` | a (non-empty) numeric vector of data values.
`method` | vector of character strings representing the type of intervals required. The value should be any subset of the values `"classic"`, `"norm"`, `"basic"`, `"stud"`, `"perc"`, `"bca"`. See `boot.ci`.
`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`.
`na.rm` | logical. Should missing values be removed? Defaults to FALSE.
`R` | number of bootstrap replicates. Usually this will be a single positive integer. For importance resampling, some resamples may use one set of weights and others use a different set of weights. In this case R would be a vector of integers where each component gives the number of resamples from each of the rows of weights. See `boot`.

### Value

a numeric vector with 3 elements:

`var` | variance
`lwr.ci` | lower bound of the confidence interval
`upr.ci` | upper bound of the confidence interval

### Author(s)

Andri Signorell <andri@signorell.net>

### See Also

`MeanCI`, `MedianCI`

### Examples

    VarCI(d.pizza$price, na.rm=TRUE)
    VarCI(d.pizza$price, conf.level=0.99, na.rm=TRUE)

    x <- c(14.816, 14.863, 14.814, 14.998, 14.965, 14.824, 14.884, 14.838, 14.916,
           15.021, 14.874, 14.856, 14.860, 14.772, 14.980, 14.919)
    VarCI(x, conf.level=0.9)

    # and for the standard deviation
    sqrt(VarCI(x, conf.level=0.9))

    # some bootstrap intervals
    VarCI(x, method="norm")
    VarCI(x, method="perc")
    VarCI(x, method="bca")

[Package DescTools version 0.99.24 Index]