BLB.1d: Bag of Little Bootstraps in 1d

In EllaKaye/Module1:

Description

Implements Bag of Little Bootstraps on a 1-d data vector, with a generic function for the estimator

Usage

BLB.1d(data, gamma, FUN, ..., s = 20, r = 100)

Arguments

data	a vector of the original sample
gamma	controls the size of the subsamples - ideally in [0.5, 1]
FUN	a function to calculate the estimator of the parameter of interest
s	the number of subsamples
r	the number of bootstrap replications (resamples) per subsample

Value

the mean across the s subsamples of the standard errors of the parameter estimates

Examples

X <- rnorm(5000)
BLB.1d(X, mean, gamma=0.5)

EllaKaye/Module1 documentation built on May 6, 2019, 3:25 p.m.