[R] bootstrap resampling question

[Greg Snow]

Here are a couple of thoughts.

If you want to use the boot package then the statistic function you give it just receives the bootstrapped indexes, you could test the indexes for your condition of not more than 5 of each and if it fails return an NA instead of computing the statistic.  Then in your output just remove the NAs (you should increase the total number of samples tried so that you have a reasonable number after deletion).

If you want to do it by hand, just use the rep function to create 5 replicates of your data, then sample from that without replacement.  You can get up to 5 copies of each value (from the hand replication), but no more since it samples without replacement.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Bodnar Laszlo EB_HU
> Sent: Tuesday, March 01, 2011 3:31 AM
> To: 'r-help at r-project.org'
> Subject: [R] bootstrap resampling question
> 
> Hello there,
> 
> 
> 
> I have a problem concerning bootstrapping in R - especially focusing on
> the resampling part of it. I try to sum it up in a simplified way so
> that I would not confuse anybody.
> 
> 
> 
> I have a small database consisting of 20 observations (basically
> numbers from 1 to 20, I mean: 1, 2, 3, 4, 5, ... 18, 19, 20).
> 
> 
> 
> I would like to resample this database many times for the bootstrap
> process with the following two conditions. The resampled databases
> should also have 20 observations and you can select each of the
> previously mentioned 20 numbers with replacement. I guess it is obvious
> so far. Now the more difficult second condition is that one number can
> be selected only maximum 5 times. In order to make this clear I try to
> show you an example. So there can be resampled databases like the
> following ones:
> 
> 
> 
> (1st database)          1,2,1,2,1,2,1,2,1,2,3,3,3,3,3,4,4,4,4,4
> 
> (4 different numbers are chosen, each selected 5 times)
> 
> 
> 
> (2nd database)          1,8,8,6,8,8,8,2,3,4,5,6,6,6,6,7,19,1,1,1
> 
> (Two numbers - 8 and 6 - selected 5 times, number "1" selected four
> times, the others selected less than 4 times)
> 
> 
> 
> My very first guess that came to my mind whilst thinking about the
> problem was the sample function where there are settings like
> replace=TRUE and prob=... where you can create a probability vector
> i.e. how much should be the probability of selecting a number. So I
> tried to calculate probabilities first. I thought the problem can
> basically described as a k-combination with repetitions. Unfortunately
> the only thing I could calculate so far is the total number of all
> possible selections which amounts to 137 846 527 049.
> 
> 
> 
> Anybody knows how to implement my second "tricky" condition into one of
> the R functions? Are 'boot' and 'bootstrap' packages capable of
> managing this? I guess they are, I just couldn't figure it out yet...
> 
> 
> 
> Thanks very much! Best regards,
> 
> Laszlo Bodnar
> 
> 
> 
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