BCa.CI: Bias-corrected and accelerated confidence intervals.

Description Usage Arguments Value Author(s) References See Also

Description

This function BCa.CI constructs bias-corrected and accelerated confidence intervals.

Usage

1
BCa.CI(est.b, est, B, ahat, a1, a2)

Arguments

est.b

a matrix of bootstrap sample estimates for multiple variables. Each column represents one variable.

est

the original sample estimate.

B

number of bootstrap replications.

ahat

estimated acceleration constant.

a1

a scaler or a numeric vector of percentage(s) for the lower limit of the confidence intervals.

a2

a scaler or a numeric vector of percentage(s) for the upper limit of the confidence intervals.

Value

a list with components of a size the same as that of a1. Each component records estimated confidence intervals with a confidence level specified by each element in a1. The first column in each component reports the lower limits of the estimated confidence intervals, whereas the second reports the upper limits.

Author(s)

Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>

References

Efron, B., & Tibshirani, R. J. (1994). An introduction to the bootstrap. Chapman and Hall/CRC.

See Also

Perc.CI


autocorr documentation built on May 2, 2019, 6:12 p.m.