two.boot: Two sample bootstrap of differences between univariate...
In rdpeng/simpleboot: Simple Bootstrap Routines

Description Usage Arguments Details Value Author(s) Examples

two.boot is used to bootstrap the difference between various univariate statistics. An example is the difference of means. Bootstrapping is done by independently resampling from sample1 and sample2.

1	two.boot(sample1, sample2, FUN, R, student = FALSE, M, weights = NULL, ...)

`sample1`	First sample; a vector of numbers.
`sample2`	Second sample; a vector of numbers.
`FUN`	The statistic which is applied to each sample. This can be a quoted string or a function name.
`R`	Number of bootstrap replicates.
`student`	Should we do a studentized bootstrap? This requires a double bootstrap so it might take longer.
`M`	If `student` is set to `TRUE`, then `M` is the number of internal bootstrap replications to do.
`weights`	Resampling weights; a list with two components. The first component of the list is a vector of weights for `sample1` and the second component of the list is a vector of weights for `sample2`.
`...`	Other (named) arguments that should be passed to `FUN`.

The differences are always taken as FUN(sample1) - FUN(sample2). If you want the difference to be reversed you need to reverse the order of the arguments sample1 and sample2.

An object of class "simpleboot", which is almost identical to the regular "boot" object. For example, the boot.ci function can be used on this object.

Roger D. Peng

library(boot)
set.seed(50)
x <- rnorm(100, 1)  ## Mean 1 normals
y <- rnorm(100, 0)  ## Mean 0 normals
b <- two.boot(x, y, median, R = 1000)
boot.ci(b)  ## No studentized confidence intervals
hist(b)  ## Histogram of the bootstrap replicates

b <- two.boot(x, y, quantile, R = 1000, probs = .75)

## With weighting

## Here all members of the first group has equal weighting
## but members of the the second have unequal weighting
w <- list(rep(1, 100), 100:1)
bw <- two.boot(x, y, median, R = 1000, weights = w)
boot.ci(b)

## Studentized
bstud <- two.boot(x, y, median, R = 500, student = TRUE, M = 50)
boot.ci(bstud, type = "stud")

## Studentized with weights
bwstud <- two.boot(x, y, median, R = 500, student = TRUE, M = 50,
                   weights = w)
boot.ci(bstud, type = "stud")