confBandCox: Compute quantiles of a gaussian process

Description Usage Arguments

View source: R/confBandCox.R

Description

Compute quantiles of a gaussian process

Usage

1
confBandCox(iid, se, n.sim, conf.level)

Arguments

iid

The iid decomposition of the estimator over time.

se

The variance of the estimate over time.

n.sim

The number of simulations used to compute the quantiles.

conf.level

Level of confidence.


riskRegression documentation built on April 19, 2018, 5:04 p.m.