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poptrend (version 0.2.0)

hessBootstrap: Compute bootstrap confidence intervals based on sampling from the variance-covariance matrix.

Description

Draws bootstrap samples using the estimated variance matrix of the fitted gam model.

Usage

hessBootstrap(trend, nBoot = 500)

Value

A trend object with the bootstrapped trend estimates appended.

Arguments

trend

An object of class trend.

nBoot

The number of bootstrap samples to draw.

Author

Jonas Knape

Details

This function is used by ptrend and would typically not be called directly. Bootstrap samples are drawn using the estimated coefficients and covariance matrix vcov.gam of the fitted gam model. The default values of vcov.gam which gives the Bayesian posterior covariance matrix.

Bootstrapped samples computed in this way do not account for any uncertainty in the selection of degrees of freedom.