rc_unc.class {ReturnCurves}R Documentation

An S4 class to represent the Uncertainty of the Return Curve estimates

Description

An S4 class to represent the Uncertainty of the Return Curve estimates

Usage

rc_unc.class(retcurve, blocksize, nboot, nangles, alpha, unc)

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.

unc

A list containing the median and mean estimates of the Return Curve, and the lower and upper bound of the confidence interval.


[Package ReturnCurves version 1.0 Index]