Bootstrap confidence intervals
Bootstrap confidence intervals - percentile method or t interval.
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probability values, between 0 and 1. The default vector
additional arguments to pass to
vector of length
CI.bootstrapT assumes the first dimension of the statistic
is an estimate, and the second is proportional to a SE for the
estimate. E.g. for bootstrapping the mean, they could be the mean and s.
This is subject to change.
CI.bootstrapT currently only support
a single sample.
a matrix with one column for each value in
probs and one row
for each statistic.
This discusses the expanded percentile interval: Hesterberg, Tim (2014), What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum, http://arxiv.org/abs/1411.5279.
ExpandProbs (for the expanded intervals).
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## Not run: # See full set of examples in resample-package, including different # ways to call all four functions depending on the structure of the data. data(Verizon) CLEC <- with(Verizon, Time[Group == "CLEC"]) bootC <- bootstrap(CLEC, mean, seed = 0) bootC2 <- bootstrap(CLEC, c(mean = mean(CLEC), sd = sd(CLEC)), seed = 0) CI.percentile(bootC) CI.t(bootC) CI.bca(bootC) CI.bootstrapT(bootC2) ## End(Not run)