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]