[R] bootstrap: boot package
Rob Gould (local)
rgould at stat.ucla.edu
Fri Jan 25 19:48:13 CET 2002
I'm teaching a class and using R for the first time. We're talking
about the bootstrap, and I've been trying to get R to replicate some
simple bootstrap programs with no success. I'd like to be able to use
the boot.ci function to produce confidence intervals (non-parametric)
for some simple statistics, and this requires first creating a "boot"
object. The boot object, in turn, requires a statistic that takes two
inputs: the data and the second a vector of indices, frequencies, or
weights which "define" the bootstrap. My question, I guess, is which
option do I choose to "define" an ordinary sample-with-replacement? And
where does this vector come from? Suppose I want to bootstrap a
confidence interval for the mean. Do i have to write my own "mean"
function to provide for this defining vector of indices?
Just to clarify, I want to use the boot command to replicate this:
bstraps <- c()
for (i in 1:R){
bstraps <- c(mean(sample(data,replace=T,n=length(data))), bstraps)}
thanks,
Rob
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