rc_gof.class {ReturnCurves} | R Documentation |
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
rc_gof.class(retcurve, blocksize, nboot, alpha, gof)
retcurve
An S4 object of class rc_est.class
.
blocksize
Size of the blocks for the block bootstrap procedure. If 1
(default), then a standard bootstrap approach is applied.
nboot
Number of bootstrap samples to be taken. Default is 250
samples.
nangles
Number of angles \(m\) in the interval \((0, \pi/2)\) (Murphy-Barltrop et al. 2023). Default is 150
angles.
alpha
Significance level to compute the \((1-\alpha)\)% confidence intervals. Default is 0.05
.
gof
A list containing the median of the empirical probability and the lower and upper bound of the confidence interval.