lmConfidence             package:fractal             R Documentation

_C_o_n_f_i_d_e_n_c_e _i_n_t_e_r_v_a_l_s _f_o_r _u_n_k_n_o_w_n _m_e_a_n

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       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'.

_V_a_l_u_e:

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

_R_e_f_e_r_e_n_c_e_s:

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

_S_e_e _A_l_s_o:

     'lmSimulate'.

_E_x_a_m_p_l_e_s:

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

