R/lab9.R

In fraclad/math4753: Function from th MATH4753

#' Bootstrap simulation for confidence interval
#'
#' predict a function output with (1-alpha) confidence interval from a sample.
#' default value evaluates the input with 10,000 iterations to estimate the mean
#'
#' @param iter number of iteration
#' @param x sample to be bootstrapped
#' @param fun function of interest to be estimated
#' @param alpha alpha parameter of confidence interval
#' @param cx point graphical variable for visual modification
#' @param ...
#'
#' @return 1-alpha CI for a particular function
#' @export
#'
#' @examples myboot2(x = rnorm(20, mean = 10, sd = 2), alpha = 0.1, fun = "sd")
myboot2<-function(iter=10000,x,fun="mean",alpha=0.05,cx=1.5,...){

  n=length(x)
  y=sample(x,n*iter,replace=TRUE)
  rs.mat=matrix(y,nr=n,nc=iter,byrow=TRUE)
  xstat=apply(rs.mat,2,fun)
  ci=quantile(xstat,c(alpha/2,1-alpha/2))
  para=hist(xstat,freq=FALSE,las=1,
            main=paste("Histogram of Bootstrap sample statistics","\n","alpha=",alpha," iter=",iter,sep=""),
            ...)
  mat=matrix(x,nr=length(x),nc=1,byrow=TRUE)
  pte=apply(mat,2,fun)
  abline(v=pte,lwd=3,col="Black")
  segments(ci[1],0,ci[2],0,lwd=4)
  text(ci[1],0,paste("(",round(ci[1],2),sep=""),col="Red",cex=cx)
  text(ci[2],0,paste(round(ci[2],2),")",sep=""),col="Red",cex=cx)
  text(pte,max(para$density)/2,round(pte,2),cex=cx)
  invisible(list(ci=ci,fun=fun,x=x))

}