empirical_confint
Confidence intervals for sample statistics based on estimated empirical null distribution
Syntax
[xup,xlo] = empirical_confint(alpha,X,ptails,ksmooth)
Arguments
See also Common variable names and data structures.
input
alpha significance level (scalar) X matrix of sample statistics ptails Pareto tails lower and upper probabilities (default: no Pareto tails) ksmooth use kernel smoothing to estimate cdf (default: no smoothing)
output
xup matrix of upper confidence bounds xlo matrix of lower confidence bounds
Description
Return upper and lower confidence bounds [xup,xlo] at significance level alpha based on the empirical distributions in X (derived e.g. from a bootstrap). The first dimension of X must index samples. NaN s are ignored. See empirical_cdfi for details of other parameters.
See also
empirical_cdf | empirical_cdfi | empirical_pval | empirical_cval mvgc_demo_confint