boostrap_ci_avlr: Compute bootstrap confidence intervals for the AVLR estimator
In avar: Allan Variance

boostrap_ci_avlr

R Documentation

Compute bootstrap confidence intervals for the AVLR estimator

Compute bootstrap confidence intervals for the AVLR estimator

boostrap_ci_avlr(model, B, n, qn, wn, rw, dr, alpha)

`model`	A `ts.model` object that was estimated with the avlr function.
`B`	A `double` for the number of bootsrap replicates to compute the confidence intervals.
`n`	A `double` with the sample size.
`qn`	A `vec` specifying on which scales the parameters of a Quantization Noise (QN) was computed.
`wn`	A `vec` specifying on which scales the parameters of a White Noise (WN) was computed.
`rw`	A `vec` specifying on which scales the parameters of a Random Wakk (RW) was computed.
`dr`	A `vec` specifying on which scales the parameters of a Drift (DR) was computed.
`alpha`	A `double` defining the level of the confidence interval (1 - 'alpha').