percentileBootstrapCI

fun percentileBootstrapCI(numBootstrapSamples: Int = 399, level: Double = 0.95, stream: RNStreamIfc = KSLRandom.nextRNStream()): Map<String, Interval>

Returns a map containing the percentile bootstrap confidence intervals for the parameters associated with the estimation result.

The key to the map is the name of the parameter as specified by the estimator associated with the estimation result and the value is an interval representing the percentile bootstrap confidence interval.

Return

a map with key = parameter name and value being the interval

Parameters

numBootstrapSamples

the number of bootstrap samples

level

the desired confidence interval level for each parameter

stream

the stream for the bootstrap sampling