Determines and returns an array of dimension
(j,k1,k2) the real part of the returned value is the
standard deviation estimated from the real parts of the bootstrap
replications and the imaginary part of the returned value is the standard
deviation estimated from the imaginary part of the bootstrap replications.
The estimate is determined from those bootstrap replicates of the estimator
closest.pos is used to determine
what closest to means.
1 2 3 4 5 6 7
a vector of frequencies for which to get the result
the first vector of levels for which to get the result
the second vector of levels for which to get the result
Requires that the
LagEstimator is available at all Fourier
frequencies from (0,pi]. If this is not the case the missing
values are imputed by taking one that is available and has a frequency
that is closest to the missing Fourier frequency;
closest.pos is used
to determine which one this is.
If there are no bootstrap replicates available (i. e.,
B == 0) an
error is returned.
Note the “standard deviation” estimated here is not the square root of the complex-valued variance. It's real part is the square root of the variance of the real part of the estimator and the imaginary part is the square root of the imaginary part of the variance of the estimator.
Returns the estimate described above.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.