% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/methods.R
\name{confint.SCREENING}
\alias{confint.SCREENING}
\title{Bootstrap confidence intervals for the peer performance ratios}
\usage{
\method{confint}{SCREENING}(
  object,
  parm = c("pipos", "pizero", "pineg"),
  level = 0.95,
  ...,
  nBoot = 499L,
  gammaPos = 0.4,
  gammaNeg = 0.6
)
}
\arguments{
\item{object}{A \code{SCREENING} object (within-group or cross-group; not
\code{screen_beta}).}

\item{parm}{Which ratio to bound: \code{"pipos"} (default), \code{"pizero"},
or \code{"pineg"}.}

\item{level}{Confidence level. Default: \code{0.95}.}

\item{...}{Unused.}

\item{nBoot}{Number of bootstrap resamples. Default: \code{499}.}

\item{gammaPos, gammaNeg}{One-sided thresholds used to recompute the ratios
(should match those of the original screening). Defaults: \code{0.4},
\code{0.6}.}
}
\value{
A matrix with one row per fund and two columns (lower and upper
bounds); the point estimate is attached as attribute \code{"estimate"}.
}
\description{
Computes confidence intervals for one of the peer performance
ratios (\eqn{\hat\pi^+}, \eqn{\hat\pi^0}, or \eqn{\hat\pi^-}) of a
\code{SCREENING} object, by a nonparametric peer (pairwise) bootstrap: for
each focal fund its peers are resampled with replacement and the ratio is
recomputed from the stored pairwise p-values and test statistics. The
interval therefore reflects the peer-composition and aggregation uncertainty,
holding the individual pairwise test statistics fixed.
}
\examples{
\donttest{
data("hfdata")
set.seed(1234)
sc <- alphaScreening(hfdata[, 1:15], control = list(nCore = 1))
confint(sc, parm = "pipos")
}
}
\seealso{
\code{\link{alphaScreening}}.
}
\author{
David Ardia and Kris Boudt.
}
\keyword{htest}
