rc_gof.class: An S4 class to represent the Goodness-of-Fit of the Return...
In ReturnCurves: Estimation of Return Curves
rc_gof.class R Documentation
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Description
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Usage
rc_gof.class(retcurve, blocksize, nboot, alpha, gof)
Slots
retcurveAn S4 object of class rc_est.class.
blocksizeSize of the blocks for the block bootstrap procedure. If 1 (default), then a standard bootstrap approach is applied.
nbootNumber of bootstrap samples to be taken. Default is 250 samples.
nangles- \loadmathjax
Number of angles \mjeqnmm in the interval \mjeqn(0, \pi/2) \insertCiteMurphyBarltropetal2023ReturnCurves. Default is 150 angles.
alphaSignificance level to compute the \mjeqn(1-\alpha)% confidence intervals. Default is 0.05.
gofA list containing the median of the empirical probability and the lower and upper bound of the confidence interval.
ReturnCurves documentation built on April 4, 2025, 5:36 a.m.
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| rc_gof.class | R Documentation |
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Description
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Usage
rc_gof.class(retcurve, blocksize, nboot, alpha, gof)
Slots
retcurveAn S4 object of class
rc_est.class.blocksizeSize of the blocks for the block bootstrap procedure. If
1(default), then a standard bootstrap approach is applied.nbootNumber of bootstrap samples to be taken. Default is
250samples.nangles- \loadmathjax
Number of angles \mjeqnmm in the interval \mjeqn(0, \pi/2) \insertCiteMurphyBarltropetal2023ReturnCurves. Default is
150angles. alphaSignificance level to compute the \mjeqn(1-\alpha)% confidence intervals. Default is
0.05.gofA list containing the median of the empirical probability and the lower and upper bound of the confidence interval.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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