basicBootstrapCI

open fun basicBootstrapCI(level: Double = defaultCILevel): Interval

The "basic" method, but with no bias correction. This is the so-called centered percentile method (2θ − Bu , 2θ − Bl ) where θ is the bootstrap estimator and Bu is the 1 - alpha/2 percentile and Bl is the lower (alpha/2) percentile, where level = 1-alpha of the bootstrap replicates.

Return

the confidence interval

Parameters

level

the confidence level, must be between 0 and 1