Description Usage Arguments Value
Depending on method
this calculates pointwise confidence intervalls for
a smoothed periodgram that belongs to a time series defined by model
and
param
. If (method = "quantiles")
it computes the α/2
and 1-α/2 quantiles from the Values of the simulated smoothed periodograms and
returns those. If (method = "norm")
it uses the asymptotic normality
of the smoothed periodograms by estimating mean
and
standard deviation
for each frequency and computing the α/2
and 1-α/2 quantiles from a normal distribution with the estimated
parameters.
1 2 | computeCIs(object, alpha = 0.05, method = c("quantiles", "norm"),
levels = object@sPG@levels[[1]])
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object |
the QPBoot object that will be plotted |
alpha |
the significiant level of the confidence intervalls, defaults to |
method |
either "quantile" or "norm", determines how the confidence intervalls are calculated. see description for details |
levels |
numeric vector containing values between 0 and 1 for which the smoothedPG. Will be estimated. These are the quantiles levels that are used for the validation |
Returns a list
with four elements
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