lmConfidence {fractal} | R Documentation

## Confidence intervals for unknown mean

### Description

Estimates confidence intervals for an unknown process mean of a time seeries well modeled by a stochastic fractal process.

### Usage

    lmConfidence(x, model, conf.level=0.95,
        parm.known=FALSE, n.rep=100000)

### Arguments

`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`.

### Value

an two-element vector defining the low and high limits of the estimated confidence interval.

### References

D. Percival and A. Walden (2000), Wavelet Methods for Time Series Analysis, Cambridge University Press, Chapter 7.

### See Also

`lmSimulate`.

### Examples

    model <- lmModel("ppl",alpha=-0.9)
    lmConfidence(lmSimulate(model), model)

[Package fractal version 1.0-1 Index]