[R] 632 estimator using boot package

Angelo Canty canty at math.mcmaster.ca
Mon Mar 5 19:19:41 CET 2012


There is an example of calculating the 0.632 prediction error estimator 
in Chapter 6 of Davison & Hinkley (Practical 6.5)

I'm not sure what you mean by leave-one-out bootstrapping. If you 
actually mean the jackknife then look at the empinf function. If you 
mean subsampling, this can be implemented using type="parametric" and 
supplying your own function which takes the data and returns a bootstrap 
sample.

Angelo Canty

Jin Minming wrote:
> Dear All,
>
> Anyone has some idea how to implement 632 estimator and leave-one out bootstraping method by using boot package.  I know the bootstrap package has this function, but it sounds not very flexible for my project. 
>
> Thanks,
>
> Jim
>
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>   


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