Comments (2)
By default, tsk uses a confidence level of 95%. Hamilton et al's paper uses a confidence level of exactly two standard deviations, which is 2*pnorm(2)-1
= 95.44997%. It seems like this was a common approximation back in the dark ages of computing.
Compare:
> data(hamilton)
> p <- 2*pnorm(2)-1
> tsk(hamilton$dr1c)
[...]
$conf.int
[1] 39.18761 44.43632
[...]
> tsk(hamilton$dr1c, conf.level=p)
[...]
$conf.int
[1] 39.13734 44.49340
[...]
The "tests" directory contains all of Hamilton's data, and it matches within rounding, as long as you use a confidence level of 95.44997%.
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@brsr , thank you very much! I was so confused in the past two days but didn't really checked the paper itself.
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