gen_boot_sample: Generate a multiplier bootstrap sample

In adam-s-elder/amar: Statistical Test for the Multivariate Point Null Hypotheses

Description

Generate a multiplier bootstrap sample

Usage

gen_boot_sample(epsilon_mat, obs_ic, center = TRUE, param_est = 0, rate = "n")

Arguments

epsilon_mat	The matrix of Normal observations with independent observations from a normal with an identity Covariance matrix.
obs_ic	The empirical estimate of the influence curve to be used in the multiplier bootstrap.
center	Boolean. If true, the bootstraped data will be centered at zero. Otherwise, it will be centered at param_est.
param_est	The estimated parameters which will be the mean of the multiplier bootstrap sample.
rate	Normalizing constant. Should either be n or sqrtroot(n).
n	Number of desired observations from your bootstraped sample.

Value

A sample of size n generated using a multiplier bootstrap with a variance given by t(obs_ic)

adam-s-elder/amar documentation built on Feb. 5, 2022, 7:10 a.m.