[R] Bootstrap Confidence Intervals
_Fede_
r_stat_solutions at hotmail.es
Thu Jan 3 09:48:29 CET 2008
That is what I wanted. Thank you very much Chuck.
_Fede_
Chuck Cleland wrote:
>
> _Fede_ wrote:
>> 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.
>
> To see the structure of x.boot use str(x.boot). Also, the help page
> for boot() describes the following:
>
> t A matrix with R rows each of which is a bootstrap replicate of
> statistic.
>
> So you want something like this:
>
> hist(x.boot$t)
>
>> _Fede_
>>
>> Chuck Cleland wrote:
>>> _Fede_ wrote:
>>>> Hi again.
>>>>
>>>> Watching this example that appears in the help page
>>>>
>>>> ratio <- function(d, w) sum(d$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.
>
> --
> 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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