[R] 632 estimator using boot package

Angelo Canty canty at math.mcmaster.ca
Mon Mar 5 19:21:43 CET 2012


Sorry, the final sentence should say sim="parametric"

Angelo Canty wrote:
> 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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>> and provide commented, minimal, self-contained, reproducible code.
>>   
>
>


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