R/bootstrap.R

In bootstrap: Functions for the Book "An Introduction to the Bootstrap"

"bootstrap"<- function(x,nboot,theta,...,func=NULL) {
    call <- match.call()

    n <- length(x)
    bootsam<- matrix(sample(x,size=n*nboot,replace=TRUE),nrow=nboot)
    thetastar <- apply(bootsam,1,theta,...)
    func.thetastar <- NULL; jack.boot.val <- NULL; jack.boot.se <- NULL;
    if(!is.null(func)){
        match1 <- function(bootx,x){
            duplicated(c(bootx,x))[(length(x)+1) : (2*length(x))]
        } 
        matchs <- t(apply(bootsam,1,match1,x))
        func.thetastar <- func(thetastar)
        jack.boot <- function(inout,thetastar,func){
            func(thetastar[!inout])
        }
        jack.boot.val <- apply(matchs,2,jack.boot,thetastar,func)

        if(sum(is.na(jack.boot.val)>0)) {
            cat("At least one jackknife influence value for func(theta) is   undefined", 
                                   fill=TRUE)
            cat(" Increase nboot and try again",fill=TRUE)
            return()
        }

        if( sum(is.na(jack.boot.val))==0) {
            jack.boot.se <- sqrt( ((n-1)/n)*sum( (jack.boot.val-mean(jack.boot.val))^2 )  )

        }
    }

    return(list(thetastar=thetastar, func.thetastar=func.thetastar,
               jack.boot.val=jack.boot.val, jack.boot.se=jack.boot.se,
               call=call))
}