boot.ci {tbd}

Estimate the confidence interval of SACE using bootstrap.

Description

Give quantiles of bootstrap samples SACE.

Usage

boot.ci(object, nboot = 1000, seed = 100:(100 + nboot - 1), alpha = 0.05,
  max.step = 1000, singular.ok = FALSE, print.progress = TRUE)

Arguments

object

an object of class sace.

nboot

a positive integer. The number of bootstrap samples desired.

seed

an integer vector with length nboot. Seed to generate samples.

alpha

confidence level.

max.step

see documentation of sace.

singular.ok

see documentation of sace.

print.progress

logical. Need progress be printed?

Value

a list with 4 elements:

nskip

number of failures during bootstrap.

sace.boot.record

a vector with length nboot-skip. SACE estimates of all bootstrap samples.

boot.sd

scaler. Standard deviation of SACE estimates of all bootstrap samples.

ci

a vector with length 2. Estimated confidence interval.

Author(s)

Zhixuan Shao <[e-mail]>