hessBootstrap: Compute bootstrap confidence intervals based on sampling from...

In poptrend: Estimate Smooth and Linear Trends from Population Count Survey Data

Compute bootstrap confidence intervals based on sampling from the variance-covariance matrix.

Description

Draws bootstrap samples using the estimated variance matrix of the fitted gam model.

Usage

hessBootstrap(trend, nBoot = 500)

Arguments

trend	An object of class trend.
nBoot	The number of bootstrap samples to draw.

Details

This function is used by ptrend and would typically not be called directly. Bootstrap samples are drawn using the estimated coefficients and covariance matrix vcov.gam of the fitted gam model. The default values of vcov.gam which gives the Bayesian posterior covariance matrix.

Bootstrapped samples computed in this way do not account for any uncertainty in the selection of degrees of freedom.

Value

A trend object with the bootstrapped trend estimates appended.

Author(s)

Jonas Knape

poptrend documentation built on Nov. 22, 2023, 5:08 p.m.