To get a confidence interval on lambda, you need to have measures of variability in the elements of the transition matrix. If you have that, you can use a parametric bootstrap to get approximate confidence intervals. I have done this, and it seems to work. Alternatively, you could calculate a Bayesian posterior density for lambda using the Bayesian melding methods developed by Adrian Raftery et al., and calculate an HPD interval from that. I've done that too. It's slightly more difficult, however.
Simon. Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological and Chemical Sciences The University of Queensland St. Lucia Queensland 4072 Australia T: +61 7 3365 2506 email: S.Blomberg1_at_uq.edu.au Policies: 1. I will NOT analyse your data for you. 2. Your deadline is your problem. The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. - John Tukey. -----Original Message----- From: [EMAIL PROTECTED] on behalf of Anouk Simard Sent: Wed 29/08/2007 1:17 AM To: r-help@stat.math.ethz.ch Subject: [R] Interpreting the eigen value of a population matrix (2nd try) Thanks for telling me that you could not get my message, I hope this work better... so my question was: I built a population matrix to which I applied the fonction eigen in order to find the main parameters about my population. I know that the first eigen value correspond to lambda or exponential growth rate of my population. My problem is that I want to have the 95% confidence interval of the specific lambda (1.056 in the case). Is there a way to do that? Are the other eigen value shown in the output could help me doing it. I would very appreciate any help. Thanks for your time $values [1] 1.0561867+0.0000000i 0.0749653+0.5249157i 0.0749653-0.5249157i [4] 0.4498348+0.0795373i 0.4498348-0.0795373i -0.3357868+0.0000000i $vectors [1,] -0.72849129+0i -0.11058308+0.3293511i -0.11058308-0.3293511i 0.00244042+0.03012017i 0.00244042-0.03012017i [2,] -0.41384232+0i 0.35124594+0.1765638i 0.35124594-0.1765638i 0.01004458+0.03839895i 0.01004458-0.03839895i [3,] -0.27427879+0i 0.29630718-0.4260863i 0.29630718+0.4260863i 0.02540181+0.05526223i 0.02540181-0.05526223i [4,] -0.34274458+0i -0.62502691+0.0000000i -0.62502691+0.0000000i 0.55688585-0.17705587i 0.55688585+0.17705587i [5,] -0.31754610+0i 0.19351247+0.1625154i 0.19351247-0.1625154i -0.73460380+0.00000000i -0.73460380+0.00000000i [6,] -0.06705781+0i -0.00340804-0.0295753i -0.00340804+0.0295753i 0.30711075+0.13557984i 0.30711075-0.13557984i ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
