stochcorr (version 0.0.1)

circ.bootstrap: Bootstrap for circdiff

Description

stoch.bootstrap returns the Bootstrap confidence interval for estimated parameters from circdiff.

Usage

circ.bootstrap(est, theta, boot_iter=500, p=0.05, seed = NULL)

Value

Returns a matrix of the bootstrap (1-p)% confidence interval for the parameters. The first row is the lower bound and the second row is the upper bound.

Arguments

est

object of class cbm or vmp

theta

data of the discretely observed diffusion

boot_iter

number of bootstrap iteration (Default is 500)

p

1-p% confidence interval (Default is 0.05)

seed

(optional) seed value

Details

This function returns a (1-p)% confidence interval for estimated parameters from circdiff using parametric bootstrap. See section 4 of Majumdar and Laha (2024) doi:10.48550/arXiv.2412.06343.

See Also

circdiff()

Examples

# \donttest{
library(stochcorr)


data(wind)

if(requireNamespace("ggplot2")){
library(ggplot2)
ggplot2::ggplot(wind, aes(x = Date, y = Dir)) +
  geom_line() +
  labs(title = "Sotavento Wind Farm",
       x = "Date",
       y = "Wind Direction") +
  scale_x_datetime(date_labels = "%d-%b", date_breaks = "2 day") +
  theme_test() +
  theme(
    text = element_text(size = 15),
    axis.text.x = element_text(angle = 90, hjust = 1)
  )
}

a<-circdiff(wind$Dir,10/1440,"vmp")
a

b<-circdiff(wind$Dir,10/1440,"cbm")
b



estimates_vmp<-circ.bootstrap(a,wind$Dir, seed = 100)
estimates_vmp

estimates_cbm<-circ.bootstrap(b,wind$Dir, seed = 100)
estimates_cbm# }