gen_boot_sample | R Documentation |
A helper function to generate a multiplier bootstrap sample
gen_boot_sample(epsilon_mat, obs_ic, center = TRUE, param_est = 0, rate = "n")
epsilon_mat |
The matrix of Normal observations with independent observations from a normal with an identity Covariance matrix. |
obs_ic |
The empirical estimate of the influence curve to be used in the multiplier bootstrap. |
center |
Boolean. If true, the bootstrapped data will be centered at zero. Otherwise, it will be centered at param_est. |
param_est |
The estimated parameters which will be the mean of the multiplier bootstrap sample. |
rate |
Normalizing constant. Should either be |
n |
Number of desired observations from your bootstrapped sample. |
A sample of size n
generated using a multiplier bootstrap
with a variance given by t(obs_ic
)
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