zero.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-'confl')*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

zero.ci function

<dl> <dt>x</dt>
<dd>a vector of data.</dd> <dt>confl</dt>
<dd>confidence level.</dd> </dl>

Arguments

Get Confidence Interval Around Zero — zero.ci

<dl>

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

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

 </dl>

zero.ci: Get Confidence Interval Around Zero

Description

Usage

Value

Arguments

Examples