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 1.0.1 Index]