Various bootstrap confidence intervals
ci = ciboot(x,'T',method,C,B)
Compute a bootstrap confidence interval for T(X) with level C. Default for C is 0.90. Number of resamples is B, with default that is different for different methods. The method is
Normal approximation (std is bootstrap).
Simple bootstrap principle (bad, don't use).
Studentized, std is computed via jackknife (If T is 'mean' this done the fast way via the routine TEST1B).
Studentized, std is 30 samples' bootstrap.
Efron's percentile method.
Efron's percentile method with bias correction (BC).
Default method is 5. Often T(X) is a number but it may also be a vector or a even a matrix. Every row of the result ci is of the form
and the corresponding element of T(X) is found by noting that t = T(X); t = t(:); is used in the routine.
X = rand(13,2), C = cov(X), ci = ciboot(X,'cov') | ![]() | ![]() |