exactquantileci function

Exact Quantile Confidence Interval

Calculates exact quanitle confidence intervals by inverting the generalization of the sign test.

exactquantileci(xvec, tau = 0.5, alpha = 0.05, md = 0)

Arguments

• xvec: vector of observations
• tau: quantile to be estimated. If this is a vector, separate intervals and tests for each value will be calculated.
• alpha: 1-confidence level.
• md: null value of quantile

Returns

A list with components cis, an array with two columns, representing lower and upper bounds, and a vector pvals, of p-values.