Bootstrap | R Documentation |
Resampling with replacement to approximate the sampling distribution of a statistic and quantify uncertainty.
Bootstrap(x, Stat, n = 500, Conf = 0.95, ReturnSD = FALSE, ...)
x |
a numeric vector. The sample of interest |
Stat |
the function (to calculate the statistic) to be applied to the bootstrapped samples. For example mean, max, or median. |
n |
the number of boostrapped samples (default 500). i.e. the size of the derived sampling distribution. |
Conf |
the confidence level of the intervals (default 0.95). Must be between 0 and 1. |
ReturnSD |
Logical argument with a default of FALSE. If true the bootstrapped sampling distribution is returned. |
... |
further arguments for the Stat function. For example if you use the GEVAM function you might want to add RP = 50 to derive a sampling distribution for the 50-year quantile. |
The bootstrapping procedure resamples from a sample length(x) * n times with replacement. After splitting into n samples of size length(x), the statistic of interest is calculated on each.
If ReturnSD is FALSE a data.frame is returned with one row and three columns; central, lower, and upper. If ReturnSD is TRUE, the sampling distribution is returned.
Anthony Hammond
#Extract an AMAX sample and quantify uncertainty for the Gumbel estimated 50-year flow.
AM.203018 <- GetAM(203018)
Bootstrap(AM.203018$Flow, Stat = GumbelAM, RP = 50)
#Quantify uncertainty for the sample standard deviation at the 90 percent confidence level
Bootstrap(AM.203018$Flow, Stat = sd, Conf = 0.90)
#Return the sampling distribution of the mean and plot an associated histogram
SampDist <- Bootstrap(AM.203018$Flow, Stat = mean, ReturnSD = TRUE)
hist(SampDist)
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