Nothing
boot.mle <-
function(model,B=200,seed=NULL,start=NULL,method='Nelder-Mead')
{
if(!is.null(seed)) set.seed(seed)
if(is.null(start)) start <- model$par.hat
param <- array(NaN,c(B,model$k))
gof <- array(NaN,c(B,2),dimnames=list(NULL,c('ad','rho')))
t1 <- Sys.time()
for(i in 1:B)
{
fit <- NULL
x <- distr(x=model$n,model=model,type='r')
try(fit <- mle(x,model$dist,start,method=method),silent=TRUE)
if(!is.null(fit))
{
param[i,] <- fit$par.hat
gof[i,] <- c(fit$ad,fit$rho)
}
}
tot.time <- Sys.time() - t1
colnames(param) <- paste(names(formals(paste('r',model$dist,sep='')))[2:(1+model$k)],'.star',sep='')
p.value <- c(ad=sum(gof[,'ad']>=model$ad,na.rm=TRUE),rho=sum(gof[,'rho']<=model$rho,na.rm=TRUE))/(B+1)
failure.rate <- mean(is.na(param[,1]))
out <- list(model=model,B=B,seed=seed,par.star=param,gof=gof,
p.value=p.value,failure.rate=failure.rate,total.time=tot.time)
return(out)
}
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