SDBBoot: Subsampled Double Bootstrap

In anbrake/BDB: Bid Data Bootstrap Methods

Description

Given the data, some function of the data, and some error function, runs the Subsampled Double bootstrap algorithm.

Usage

SDBBoot(dta, statistic, T, subset_size, ..., time_lim = 300)

Arguments

dta	The data you want to bootstrap.
statistic	The statistic of interest (theta_hat).
T	The "root" or error function of interest. Note that the first argument should be the theta of the sample, and the senond arguent should be the "true" theta.
subset_size	How large should the initial subset be.
...	Extra parameters to pass into T.star or FUN.
time_lim	How long should the function run. Default is 5 minutes.

Value

List of the theta_hat of dta, a vector containing all the T.star and the number of iterations completed in the time limit

anbrake/BDB documentation built on Dec. 31, 2020, 7:46 p.m.