[R] bootstrap: boot package

[Prof Brian D Ripley]

On Fri, 25 Jan 2002, Rob Gould wrote:

> 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)}

Following the example in Venables & Ripley for the median:

data.boot <- boot(data, function(x, i) mean(x[i]), R=R)
boot.ci(data.boot, more options)

Pretty simple, I think, Frank?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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