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)
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