[R] Bootstrap Confidence Intervals
_Fede_
r_stat_solutions at hotmail.es
Wed Jan 2 22:07:21 CET 2008
Sorry for the previous message. I have been reading the help page about boot
library and I have already understood what the arguments made reference
(original data and vector of indices). Now everything is ok.Thanks for your
help.
But I have another doubt. How I can make a histogram of the bootstrap
samples? How can I access them when I use boot function?
Thank you in advance.
_Fede_
Chuck Cleland wrote:
>
> _Fede_ wrote:
>> Hi again.
>>
>> Watching this example that appears in the help page
>>
>> ratio <- function(d, w) sum(d$x * w)/sum(d$u * w)
>> city.boot <- boot(city, ratio, R = 999, stype = "w",sim = "ordinary")
>> boot.ci(city.boot, conf = c(0.90,0.95),type =
>> c("norm","basic","perc","bca"))
>>
>> I have tried to do the following (calling boot() to create an object to
>> pass
>> to boot.ci):
>>
>> x <- rnorm(20)
>> kurtosis <- function(x) (mean((x-mean(x))^4))/(sd(x)^4)
>> x.boot <- boot(x, kurtosis, R = 999, sim = "ordinary")
>> boot.ci(x.boot, conf = 0.95,type = c("norm","basic","perc","bca"))
>>
>> But I don't know why this don't work. The editor window shows the
>> following
>> error message:
>>
>> Error in statistic(data, original, ...) : unused argument(s) (1:20)
>>
>> I suppose that something is wrong with my data but I don't know what is.
>>
>> Thanks in advance and wishing everybody a happy new year.
>
> Check the statistic argument to boot() very carefully. When sim =
> "ordinary" the statistic function must have at least two arguments. Try
> something like this:
>
> library(boot)
>
> kurtosis <- function(x) (mean((x-mean(x))^4))/(sd(x)^4)
>
> x <- rnorm(20)
>
> x.boot <- boot(x,
> statistic = function(d, ind){kurtosis(d[ind])},
> R = 999,
> sim = "ordinary")
>
> boot.ci(x.boot, conf = 0.95, type = c("norm","basic","perc","bca"))
>
> BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
> Based on 999 bootstrap replicates
>
> CALL :
> boot.ci(boot.out = x.boot, conf = 0.95, type = c("norm", "basic",
> "perc", "bca"))
>
> Intervals :
> Level Normal Basic
> 95% ( 1.060, 2.430 ) ( 0.899, 2.233 )
>
> Level Percentile BCa
> 95% ( 1.394, 2.728 ) ( 1.373, 2.690 )
> Calculations and Intervals on Original Scale
>
> Also, note that the e1071 package contains a kurtosis function.
>
>> Regards
>>
>> _Fede_
>>
>> Prof Brian Ripley wrote:
>>> You need to call boot() to create an object to pass to boot.ci().
>>>
>>> There are lots of examples in the help pages and in the book that
>>> package
>>> 'boot' supports. From the help:
>>>
>>> Usage:
>>>
>>> boot.ci(boot.out, conf = 0.95, type = "all",
>>> index = 1:min(2,length(boot.out$t0)), var.t0 = NULL,
>>> var.t = NULL, t0 = NULL, t = NULL, L = NULL, h =
>>> function(t)
>>> t,
>>> hdot = function(t) rep(1,length(t)), hinv = function(t) t,
>>> ...)
>>>
>>> Arguments:
>>>
>>> boot.out: An object of class '"boot"' containing the output of a
>>> bootstrap calculation.
>>>
>>> and try class(z) .
>>>
>>>
>>> On Sun, 30 Dec 2007, _Fede_ wrote:
>>>
>>>>
>>>> Hi all.
>>>>
>>>> This is my first post in this forum. Finally I find a forum in the web
>>>> about
>>>> R, although is not in my language.
>>>>
>>>> Now I'm working with Bootstrap CI. I'd like to know how I can calculate
>>>> a
>>>> Bootstrap CI for any statistic, in particular, for Kurtosis Coeficient.
>>>> I
>>>> have done the following code lines:
>>>>
>>>>> library(boot)
>>>>> x=rnorm(20)
>>>>> kurtosis=function(x) (mean((x-mean(x))^4))/(sd(x)^4)
>>>>> z <- numeric(10000)
>>>>> for(i in 1:10000)
>>>>> z[i]=kurtosis(sample(x, replace=TRUE))
>>>>> boot.ci(z, conf = 0.95,type = c("norm","basic","perc","bca"))
>>>> But the output shows the next error:
>>>>
>>>> Error en if (ncol(boot.out$t) < max(index)) { :
>>>> argumento tiene longitud cero
>>>>
>>>> I don't know what is wrong.
>>>>
>>>> I hope that somebody can help me. Sorry for my english.
>>>>
>>>> All have a nice new year.
>>>>
>>>> _Fede_
>>>>
>>> --
>>> 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 272866 (PA)
>>> Oxford OX1 3TG, UK Fax: +44 1865 272595
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>
> --
> Chuck Cleland, Ph.D.
> NDRI, Inc.
> 71 West 23rd Street, 8th floor
> New York, NY 10010
> tel: (212) 845-4495 (Tu, Th)
> tel: (732) 512-0171 (M, W, F)
> fax: (917) 438-0894
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
--
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