bootstrap: Bootstrap Lambert W x F estimates

In LambertW: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data

Bootstrap Lambert W x F estimates

Description

Analyzes the Lambert W x F for a given dataset based on bootstrapping. Depends on the boot package and returns a "boot" object.

Usage

bootstrap(object, ...)

## S3 method for class 'LambertW_fit'
bootstrap(object, sample.size = length(object$data), R = 100, ...)

Arguments

object	an object of class "LambertW_fit"; usually output of IGMM or MLE_LambertW.
...	additional arguments passed to boot.
sample.size	sample size of the bootstrap. By default, equal to the original data length.
R	number of replicates for the bootstrap. See boot for details.

Value

An object of class "boot" representing the bootstrap analysis of \hat{\theta} (or \hat{\tau}) of an Lambert W x F estimator (LambertW_fit).

Examples

## Not run: 
yy <- rLambertW(n = 1000, theta = list(delta = c(0.1), beta = c(2, 1)), 
                distname = "normal")
mod.igmm <- IGMM(yy, type = "h")
boot.est <- bootstrap(mod.igmm, R = 100) 
# use summary and plot from 'boot' pkg
plot(boot.est, 3)
summary(boot.est)

## End(Not run)

LambertW documentation built on May 29, 2024, 4:30 a.m.