bootstrap_analysis ()

int
bootstrap_analysis (MODEL *pmod,
                    int p,
                    int B,
                    double alpha,
                    const DATASET *dset,
                    gretlopt opt,
                    PRN *prn);

Calculates a bootstrap confidence interval or p-value for a given coefficient in a given model, estimated via OLS. If the first lag of the dependent variable is present as a regressor it is handled correctly but more complex lag autoregressive schemes are not (yet) handled.

bootstrap_ci_matrix ()

gretl_matrix *
bootstrap_ci_matrix (const MODEL *pmod,
                     const DATASET *dset,
                     int p,
                     int B,
                     double alpha,
                     int method,
                     int studentize,
                     int *err);

bootstrap_pvalue ()

double
bootstrap_pvalue (const MODEL *pmod,
                  const DATASET *dset,
                  int p,
                  int B,
                  int method,
                  int *err);

bootstrap_test_restriction ()

int
bootstrap_test_restriction (MODEL *pmod,
                            gretl_matrix *R,
                            gretl_matrix *q,
                            double test,
                            int g,
                            const DATASET *dset,
                            gretlopt opt,
                            int method,
                            PRN *prn);

Calculates a bootstrap p-value for the restriction on the coefficients of pmod represented by the matrices R and q . If lags of the dependent variable are present as regressors they should be handled correctly so long as the lagged terms were generated in the standard gretl manner.

bootstrap_ok ()

int
bootstrap_ok (int ci);

bootstrap_save_data ()

int
bootstrap_save_data (const char *fname);

enum BootMethod