bootstrap {math} R Documentation

Non-Parametric Bootstrapping

Description


See Efron and Tibshirani (1993) for details on this function.

Usage

bootstrap(x, nboot,
    theta = NULL,
    func = NULL,
    ... = NULL);

Arguments

x

a vector or a dataframe that containing the data. To bootstrap more complex data structures (e.g. bivariate data) see the last example below.

nboot

The number of bootstrap samples desired. [as integer]

theta

function to be bootstrapped. Takes x as an argument, and may take additional arguments (see below and last example).

func

(optional) argument specifying the functional the distribution of thetahat that is desired. If func is specified, the jackknife after-bootstrap estimate of its standard error is also returned. See example below.

args

any additional arguments to be passed to theta. [as list]

env

[as Environment]

Details

Efron, B. and Tibshirani, R. (1986). The bootstrap method for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science, Vol 1., No. 1, pp 1-35. Efron, B. (1992) Jackknife-after-bootstrap standard errors And influence functions. J. Roy. Stat. Soc. B, vol 54, pages 83-127 Efron, B. And Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman And Hall, New York, London.

Authors

sciBASIC.NET

Value

list with the following components:

1. thetastar the nboot bootstrap values Of theta 2. func.thetastar the functional func Of the bootstrap distribution Of thetastar, If func was specified 3. jack.boot.val the jackknife-after-bootstrap values For func, If func was specified 4. jack.boot.se the jackknife-after-bootstrap standard Error estimate Of func, If func was specified 5. call the deparsed call and this function will returns the bootstrap data collection if the `theta` function is not specificed.

the list data also has some specificied data fields: list(thetastar, func.thetastar, jack.boot.val, jack.boot.se, call).

clr value class

Examples

[Package math version 5.0.1.2389 Index]