ADTSA (version 1.0.1)

P_CI: Percentile and Bias-corrected and accelerated intervals

Description

The first function P_CI creats percentile intervals. The second function B_CI builds Bias-corrected and accelerated intervals.

Usage

P_CI(e.b,a1,a2)
B_CI(e.b,e,B,ahat,a1,a2)

Value

a matrix of the obtained confidence intervals for (partial) autocorrelations.

Arguments

e.b

a matrix of bootstrap sample estimates for multiple variables. Each column represents one variable.

a1

the percentages for the lower limits of confidence intervals.

a2

the percentages for the upper limits of confidence intervals.

e

the original sample estimates.

B

number of replications.

ahat

estimated acceleration constant.

Author

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Examples

set.seed(123) 
e <- rnorm(1, mean = 5, sd = 1) 
e.b <- matrix(rnorm(1000, mean = 5, sd = 1), ncol = 10) # Bootstrap data

B <- 100 # Number of bootstrap samples
ahat <- 0.4 # Bias correction parameter
a1 <- 0.025 # Low confidence level
a2 <- 0.975 # High level of confidence

P_CI(e.b,a1,a2)
B_CI(e.b, e, B, ahat, a1, a2)