nb: Nonparametric Bootstrap

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/boot.R

Description

Generates B number of nonparametric bootstrap samples from the original sample data. data is referred to as the empirical distribution \hat{ F } %(\#eq:boot-ecdf) .

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
nb(
  data,
  B = 2000L,
  par = FALSE,
  ncores = NULL,
  mc = TRUE,
  lb = FALSE,
  cl_eval = FALSE,
  cl_export = FALSE,
  cl_expr,
  cl_vars
)

Arguments

data

Vector, matrix or data frame. Sample data to bootstrap. The empirical distribution \hat{ F } %(\#eq:boot-ecdf) .

B

Integer. Number of bootstrap samples.

par

Logical. If TRUE, use multiple cores. If FALSE, use lapply().

ncores

Integer. Number of cores to use if par = TRUE. If unspecified, defaults to detectCores() - 1.

mc

Logical. If TRUE, use parallel::mclapply(). If FALSE, use parallel::parLapply() or parallel::parLapplyLB(). Ignored if par = FALSE.

lb

Logical. If TRUE use parallel::parLapplyLB(). If FALSE, use parallel::parLapply(). Ignored if par = FALSE and mc = TRUE.

cl_eval

Logical. Execute parallel::clusterEvalQ() using cl_expr. Ignored if mc = TRUE.

cl_export

Logical. Execute parallel::clusterExport() using cl_vars. Ignored if mc = TRUE.

cl_expr

Expression. Expression passed to parallel::clusterEvalQ() Ignored if mc = TRUE.

cl_vars

Character vector. Names of objects to pass to parallel::clusterExport() Ignored if mc = TRUE.

Details

For more details and examples see the following vignettes:

Notes: Intro to NB

Notes: Intro to PB

Value

Returns a list of length B of nonparametric bootstrap samples.

Author(s)

Ivan Jacob Agaloos Pesigan

References

Efron, B., & Tibshirani, R. J. (1993). An introduction to the bootstrap. New York, N.Y: Chapman & Hall.

Wikipedia: Bootstrapping (statistics)

See Also

Other bootstrap functions: pbmvn(), pbuniv()

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
B <- 5L
n <- 5
# vector----------------------------------------------------------------------
x <- rnorm(n = n)
xstar <- nb(
  data = x,
  B = B
)
str(xstar)
# matrix----------------------------------------------------------------------
x1 <- rnorm(n = n)
x2 <- rnorm(n = n)
x3 <- rnorm(n = n)
X <- cbind(x1, x2, x3)
Xstar <- nb(
  data = X,
  B = B
)
str(Xstar)
# data frame------------------------------------------------------------------
X <- as.data.frame(X)
Xstar <- nb(
  data = X,
  B = B
)
str(Xstar)

jeksterslabds/jeksterslabRboot documentation built on July 20, 2020, 12:56 p.m.