null.ci

Function to get two sided confidence interval around zero as the true value. Confidence interval is adjusted so that it covers the true zero (1-'level')*100 times. Symmetry is not assumed.

Maximum entropy density based dependent data bootstrap.
An algorithm is provided to create a population of time series (ensemble)
without assuming stationarity. The reference paper (Vinod, H.D., 2004 <DOI: 10.1016/j.jempfin.2003.06.002>) explains
how the algorithm satisfies the ergodic theorem and the central limit theorem.

Fred Viole

meboot

Maximum Entropy Bootstrap for Time Series

null.ci function

<dl> <dt>x</dt>
<dd>a vector of data.</dd> <dt>level</dt>
<dd>confidence level.</dd> <dt>null.value</dt>
<dd>a specified value of the null, e.g., 0.</dd> <dt>type</dt>
<dd>type of quantile, a number between 1 and 9. See <code><a href="/link/quantile?package=meboot&version=1.4-9.4" data-mini-rdoc="meboot::quantile">quantile</a></code>.</dd> <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd> </dl>

Arguments

Get Confidence Interval Around Specified NullZero Total — null.ci

<dl>

 <dt>x</dt>
<dd>a vector of data.</dd>

 <dt>level</dt>
<dd>confidence level.</dd>

 <dt>null.value</dt>
<dd>a specified value of the null, e.g., 0.</dd>

 <dt>type</dt>
<dd>type of quantile, a number between 1 and 9. See <code><a href='https://rdrr.io/r/stats/quantile.html'>quantile</a></code>.</dd>

 <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

 </dl>

null.ci: Get Confidence Interval Around Specified NullZero Total

Description

Usage

Value

Arguments

Examples