confdist is an R package for performing inference using confidence functions.

Catalog of Functions

t.conf() for a single mean and the difference of two means (paired and unpaired).
prop.conf() for a single binomial proportion.
var.conf() for a single variance.
exp.conf() for an exponential rate.

Installation

To install confdist, run

install.packages('devtools') # Only if you haven't installed devtools already

devtools::install_github(ddarmon/confdist)

Usage

The functions in confdist are modeled after base R functions like t.test(), prop.test(), etc.

library(confdist)

# Construct confidence functions for a population mean.

conf <- t.conf(x = c(-2, -1, 0, 1, 2))

conf$pconf(0) # Right-sided P-value for mu = 0

1 - conf$pconf(0) # Left-sided P-value for mu = 0

1 - conf$cconf(0) # Two-sided P-value for mu = 0

conf$qconf(c(0.025, 0.975)) # 95% confidence interval for mu

References

Tore Schweder and Nils Lid Hjort. Confidence, Likelihood, Probability. Cambridge University Press, 2016.
Kesar Singh, Minge Xie, and William E. Strawderman. "Confidence distribution (CD) -- distribution estimator of a parameter." Complex Datasets and Inverse Problems. Institute of Mathematical Statistics, 2007. 132-150. Reprint
Min‐ge Xie and Kesar Singh. "Confidence distribution, the frequentist distribution estimator of a parameter: A review." International Statistical Review 81.1 (2013): 3-39. Reprint