bootstrapTCI

fun bootstrapTCI(level: Double = defaultCILevel): Interval

This is the bootstrap-t or sometimes called percentile-t confidence interval. It is formed by capturing a t-type statistic which standardizes the individual bootstrap estimates. This confidence interval is only available if the parameter (numBootstrapTSamples) in the generateSamples() function is greater than 1; otherwise, the returned interval is (-infinity, +infinity).

Return

the confidence interval

Parameters

level

the confidence level, must be between 0 and 1