[R] bootstrap: boot package

[Andrew Criswell]

Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:

>What, `I want to use the boot command to replicate this'?  I don't
>think either of you cover it or `the boot.ci function to produce confidence
>intervals'.  In my experience it is well worth using the code writen by
>experts, for bootstrapping as well as in general.
>
>It is `surprisingly easy' to re-invent the wheel in R.

As a learning device and with the luxury of time, reinventing the wheel is
great with R. I've been working through Clifford Lunneborg's "Data Analysis
by Resampling", expressing his ideas and sometimes the code from the text
written in Resampling Stats, SC and S-Plus, in R.

In reinventing the wheel, I've learned much about resampling techniques and
R. Much less would have been learned had I relied upon the functions written
by others. Not a bad investment of time but the importance and press of time
to others might differ.

ANDREW

Andrew Criswell
Professor of Finance
Graduate School, Bangkok University

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