R/rpdataboot.R

In bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process

rpdataboot <- function(x, b, method = c("nonp", "exp", "lnorm")) {
    stopifnot(is.numeric(x), is.numeric(b), is.character(method))

    method <- match.arg(method)

    x        <- as.matrix(x)
    dx       <- dim(x)
    xbad     <- !is.finite(x)
    is.na(x) <- xbad

    x.boot <- switch(method,
        nonp = apply(X      = array(x, dim = c(dx, b)),
                     MARGIN = c(2L, 3L),
                     FUN    = function(arg) {
                         ok.arg      <- !is.na(arg)
                         arg[ok.arg] <- sample(x       = arg[ok.arg],
                                               size    = sum(ok.arg),
                                               replace = TRUE)
                         return(arg)
                     }),
        exp = array(data = rexp(n    = prod(dx, b),
                                rate = rep(x     = 1.0 / colMeans(x, na.rm = TRUE),
                                           times = b,
                                           each  = dx[1L])),
                    dim  = c(dx, b)),
        lnorm = array(data = rlnorm(n       = prod(dx, b),
                                    meanlog = rep(x     = colMeans((lx <- log(x)),
                                                                   na.rm = TRUE),
                                                  times = b,
                                                  each  = dx[1]),
                                    sdlog   = rep(x     = sd(lx, na.rm = TRUE),
                                                  times = b,
                                                  each  = dx[1])),
                      dim  = c(dx, b))
    )

    is.na(x.boot) <- array(xbad, dim = c(dx, b))
    return(x.boot)
}