bootci {liftLRD}

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

liftHurst

Examples

x<-rnorm(100,0.7,0.24)	# vector representing Hurst estimates from NLT

bootci(x)