An implementation of a method for building simultaneous confidence intervals for the probabilities of a multinomial distribution given a set of observations, proposed by Sison and Glaz in their paper:
Sison, C.P and J. Glaz. Simultaneous confidence intervals and sample size determination for multinomial proportions. Journal of the American Statistical Association, 90:366-369 (1995).
The method is an R translation of the SAS code implemented by May and Johnson in their paper:
May, W.L. and W.D. Johnson. Constructing two-sided simultaneous confidence intervals for multinomial proportions for small counts in a large number of cells. Journal of Statistical Software 5(6) (2000).
Paper and code available at