bootci {liftLRD} | R Documentation |
bootstrap confidence interval calculation
Description
This function uses the Hurst exponent estimates from different lifting trajectories to form a bootstrap confidence interval
Usage
bootci(x, level = 0.05)
Arguments
x |
a vector of estimates for the Hurst exponent. |
level |
the significance level for which to compute the bootstrap confidence interval. |
Value
A vector of length 2, indicating the lower and upper confidence interval values.
Author(s)
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
See Also
Examples
x<-rnorm(100,0.7,0.24) # vector representing Hurst estimates from NLT
bootci(x)
[Package liftLRD version 1.0-9 Index]