lmConfidence {fractal} | R Documentation |
Estimates confidence intervals for an unknown process mean of a time seeries well modeled by a stochastic fractal process.
lmConfidence(x, model, conf.level=0.95, parm.known=FALSE, n.rep=100000)
x |
a vector containing a uniformly-sampled real-valued time series or an
object of class wavTransform . |
model |
an object of class "lmModel" . Use the lmModel function
to create this input. |
conf.level |
confidence interval probability on the interval (0,1). Default: 0.95 . |
n.rep |
number of repititions in a Monte Carlo study. Default: 100000 . |
parm.known |
a logical value. Default: FALSE . |
an two-element vector defining the low and high limits of the estimated confidence interval.
D. Percival and A. Walden (2000), Wavelet Methods for Time Series Analysis, Cambridge University Press, Chapter 7.
model <- lmModel("ppl",alpha=-0.9) lmConfidence(lmSimulate(model), model)