Error propagation
Andrej-Nikolai Spiess <a.spiess <at> uke.uni-hamburg.de> writes:
Dear R-helpers, I??m in the context of writing a general function for error propagation in R. There are somehow a few questions I would like to ask (discuss), as my statistical knowledge is somewhat restricted. Below is the function I wrote, the questions are marked. Many thanks in advance.
Permutations: why do you want permutations and not
combinations? (i.e., order is unimportant for covariances)
Bartlett's test: seems like overkill. I would say (in the
R spirit) that people should use some common sense if they
are trying to use the delta method/Gaussian error propagation
It certainly makes sense to use the covariance, if you
have covariance information.
I haven't looked at the rest of this terribly carefully --
you could look at ?deltamethod, ?deltavar in the emdbook
package (available from CRAN) as a comparison ...
cheers
Ben Bolker