[R] Bootstrap library(boot) "boot.ci" function
David Winsemius
dwinsemius at comcast.net
Sat Jan 17 22:41:55 CET 2015
Moderator’s note; There were two messages from this person in the moderation queue and since they appeared identical in the moderation panel, I accepted accepted one and rejected the other. I’m now wondering (and have no way of checking) whether the OP sent a second non-HTML version and I rejected the wrong one, so I’m posting a version with the code parsed as I imagine it should have appeared:
> On Jan 17, 2015, at 12:27 PM, varin sacha <varinsacha at yahoo.fr> wrote:
>
> Hi dear R-experts,
> I want to compare the bootstrap percentile interval, the Z interval, the T interval, etc.So I use a function (I have modified a few things) I have found on stats.stackexchange.
simfun <- function(n=20) {x <- rnorm(n)
m.x <- mean(x)
s.x <- sd(x)
z <- m.x/(1/sqrt(n))
t <- m.x/(s.x/sqrt(n))
b <- replicate(1000, mean(sample(x, replace=TRUE)))
c( t=abs(t) > qt(0.975,n-1),
z=abs(z) > qnorm(0.975),
z2 = abs(t) > qnorm(0.975),
b= (0 < quantile(b, 0.025)) | (0 > quantile(b, 0.975)))
}
out <- replicate(1000, simfun())
rowMeans(out)
t z z2 b.2.5% 0.045 0.052 0.061 0.070
> I still have the bootstrap percentile interval. Now, starting from this function here above, I would like to calculate all the other intervals (t-studentized, BCa, etc.) using the boot package and the boot.ci function (type="all"). How can I do ?
> Thanks for your help.
> Best,
> SV
>
> [[alternative HTML version deleted]]
>
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David Winsemius, MD
Alameda, CA, USA
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