[R] bootstrap: boot package

[Mark Myatt]

Rob Gould <rgould at stat.ucla.edu> writes:
>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)}

The bootstrap is surprisingly easy to do in R. I have a brief and simple
section in my R notes (www.myatt.demon.co.uk) that I use as a teaching
example. Selvin:

        Selvin, S, ‘Modern Applied Biostatistical Methods Using S-Plus’,
        Oxford University Press, New York, 1998

Covers this quite well.

Mark


--
Mark Myatt


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