rc_gof.class {ReturnCurves} | R Documentation |
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Description
An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
Usage
rc_gof.class(retcurve, blocksize, nboot, alpha, gof)
Slots
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.
[Package ReturnCurves version 1.0 Index]