Computes simple percentile confidence interval(s) from a vector (or row-major
matrix) of bootstrap statistics.
-- Function File: CI = bootint (Y)
-- Function File: CI = bootint (Y, PROB)
'CI = bootint (Y)' computes 95% percentile confidence intervals from
the vector, or rows* of the matrix, Y, where Y contains bootstrap
statistics, such as those generated using the `bootstrp` function.
Depending on the application, bootstrap confidence intervals with better
coverage and accuracy can be computed using the various dedicated
bootstrap functions from the statistics-resampling package.
* The matrix should have dimensions P * NBOOT, where P corresponds to
the number of parameter estimates and NBOOT corresponds to the number
of bootstrap samples.
'CI = bootint (Y, PROB)' returns confidence intervals, where PROB is
numeric and sets the lower and upper bounds of the confidence interval(s).
The value(s) of PROB must be between 0 and 1. PROB can either be:
<> scalar: To set the central mass of normal confidence intervals
to 100*PROB%
<> vector: A pair of probabilities defining the lower and upper
percentiles of the confidence interval(s) as 100*(PROB(1))%
and 100*(PROB(2))% respectively.
The default value of PROB is the vector: [0.025, 0.975], for an
equal-tailed 95% percentile confidence interval.
bootint (version 2024.04.24)
Author: Andrew Charles Penn
https://www.researchgate.net/profile/Andrew_Penn/
Copyright 2019 Andrew Charles Penn
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Package: statistics-resampling