R/boot_ci_parallel.R

#' Compute confidence interval by Mikolaj Olszewski (using foreach)
#' 
#' @param data A vector
#' @param FUN The function to be applied:
#' @param rep Number of repetition. Default value: 10000

boot_ci_parallel <- function(data, FUN, rep = 10000) {
  cl<-makeCluster(4)
  registerDoParallel(cl)
  res<-foreach(icount(rep)) %dopar% {
    d2 = sample(data, replace=TRUE)
    r = FUN(d2)
    r
  }
  stopCluster(cl)
  res <- unlist(res)
  val = FUN(data)
  q = quantile(res, probs=c(0.025,0.975))
  return(list(min=q[1], val=val, max=q[2], se = sd(res)))
}
AMUFacultyOfEnglish/PERUanalytics documentation built on May 5, 2019, 11:36 a.m.