rc_unc.class: An S4 class to represent the Uncertainty of the Return Curve...

In ReturnCurves: Estimation of Return Curves

An S4 class to represent the Uncertainty of the Return Curve estimates

Description

An S4 class to represent the Uncertainty of the Return Curve estimates

Usage

rc_unc.class(retcurve, blocksize, nboot, nangles, alpha, unc)

Slots

retcurve

An S4 object of class rc_est.class.

blocksize

Size of the blocks for the block bootstrap procedure. If 1 (default), then a standard bootstrap approach is applied.

nboot

Number of bootstrap samples to be taken. Default is 250 samples.

nangles

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Number of angles \mjeqnmm in the interval \mjeqn(0, \pi/2) \insertCiteMurphyBarltropetal2023ReturnCurves. Default is 150 angles.

alpha

Significance level to compute the \mjeqn(1-\alpha)% confidence intervals. Default is 0.05.

unc

A list containing the median and mean estimates of the Return Curve, and the lower and upper bound of the confidence interval.

ReturnCurves documentation built on April 4, 2025, 5:36 a.m.