bootci: bootstrap confidence interval calculation
In liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
bootci R Documentation
bootstrap confidence interval calculation
Description
This function uses the Hurst exponent estimates from different lifting trajectories to form a bootstrap confidence interval
Usage
bootci(x, level = 0.05)
Arguments
x
a vector of estimates for the Hurst exponent.
level
the significance level for which to compute the bootstrap confidence interval.
Value
A vector of length 2, indicating the lower and upper confidence interval values.
Author(s)
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
See Also
liftHurst
Examples
x<-rnorm(100,0.7,0.24) # vector representing Hurst estimates from NLT
bootci(x)
liftLRD documentation built on Sept. 17, 2023, 9:06 a.m.
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| bootci | R Documentation |
bootstrap confidence interval calculation
Description
This function uses the Hurst exponent estimates from different lifting trajectories to form a bootstrap confidence interval
Usage
bootci(x, level = 0.05)
Arguments
x |
a vector of estimates for the Hurst exponent. |
level |
the significance level for which to compute the bootstrap confidence interval. |
Value
A vector of length 2, indicating the lower and upper confidence interval values.
Author(s)
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
See Also
liftHurst
Examples
x<-rnorm(100,0.7,0.24) # vector representing Hurst estimates from NLT
bootci(x)
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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