boostrap_ci_avlr {avar} | R Documentation |
Compute bootstrap confidence intervals for the AVLR estimator
Description
Compute bootstrap confidence intervals for the AVLR estimator
Usage
boostrap_ci_avlr(model, B, n, qn, wn, rw, dr, alpha)
Arguments
model |
A ts.model object that was estimated with the avlr function.
|
B |
A double for the number of bootsrap replicates to compute the confidence intervals.
|
n |
A double with the sample size.
|
qn |
A vec specifying on which scales the parameters of a Quantization Noise (QN) was computed.
|
wn |
A vec specifying on which scales the parameters of a White Noise (WN) was computed.
|
rw |
A vec specifying on which scales the parameters of a Random Wakk (RW) was computed.
|
dr |
A vec specifying on which scales the parameters of a Drift (DR) was computed.
|
alpha |
A double defining the level of the confidence interval (1 - 'alpha').
|
Value
A list
that contains:
[Package
avar version 0.1.3
Index]