[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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