Confidence Intervals Method for an Object of Class bootstatespace — confint.bootstatespace • bootStateSpace

Confidence Intervals Method for an Object of Class bootstatespace

Usage

# S3 method for class 'bootstatespace'
confint(object, parm = NULL, level = 0.95, type = "pc", ...)

Arguments

object: Object of Class bootstatespace.
parm: a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
level: the confidence level required.
type: Charater string. Confidence interval type, that is, type = "pc" for percentile; type = "bc" for bias corrected.
...: additional arguments.

Value

Returns a matrix of confidence intervals.

Author

Ivan Jacob Agaloos Pesigan

Examples

if (FALSE) { # \dontrun{
# prepare parameters
## number of individuals
n <- 5
## time points
time <- 50
## dynamic structure
p <- 3
mu0 <- rep(x = 0, times = p)
sigma0 <- 0.001 * diag(p)
sigma0_l <- t(chol(sigma0))
alpha <- rep(x = 0, times = p)
beta <- 0.50 * diag(p)
psi <- 0.001 * diag(p)
psi_l <- t(chol(psi))

path <- tempdir()

pb <- PBSSMVARFixed(
  R = 10L, # use at least 1000 in actual research
  path = path,
  prefix = "var",
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  alpha = alpha,
  beta = beta,
  psi_l = psi_l,
  type = 0,
  ncores = 1, # consider using multiple cores
  seed = 42
)
confint(pb)
confint(pb, type = "bc")
} # }