confidence intervals via sign test

signtest.r

binomfun <- function(c,n){
  sum(choose(n,n/2+seq(-c,c))/(2^n))
}

signCI <- function(x,level){
  n <- length(x)
  sx <- sort(x)
  alpha_c = sapply(1:(n/2), binomfun, n=n)
  k <- which.max(alpha_c-(level)>0)
  lower <- sx[k]
  upper <- sx[n-k+1]
  return(c(lower,upper))
}


set.seed(1)
x <- rweibull(50,2,1)
#png("sign_ci.png")
curve(pweibull(x,2,1, lower.tail = FALSE), 0, 4)
points(x,numeric(50))
levs <- c(0.1,0.25,0.5,0.6,0.7,0.8,0.9,0.95,0.99)
for(i in 1:length(levs)){
  ci <- signCI(x,level=levs[i])
  arrows(ci[1],levs[i],ci[2],levs[i],
         col = "royalblue",
         code=3,length = .05,
         angle=90)  
}
#dev.off()