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riskRegression (version 2020.02.05)

confBandCox: Compute quantiles of a gaussian process

Description

Compute quantiles of a gaussian process

Usage

confBandCox(iid, se, n.sim, conf.level)

Arguments

iid

The iid decomposition of the estimator over time.

se

The variance of the estimate over time.

n.sim

The number of simulations used to compute the quantiles.

conf.level

Level of confidence.