circ.bootstrap {stochcorr} | R Documentation |
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)
Arguments
est |
object of class |
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.
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.
See Also
Examples
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
[Package stochcorr version 0.0.1 Index]