test_that("CI - Residual Bootstrap", {
set.seed(seedval)
b1 <- matrix(sample(fit2$residuals, size = niris*breps, replace = TRUE),
nrow = niris, ncol = breps)
y1 <- fit2$fitted.values + b1
bhat1 <- matrix(NA, nrow = length(coef(fit2)), ncol = breps)
for(i in 1:breps){
bhat1[,i] <- coef(lm(y1[,i] ~ iris$Sepal.Width + iris$Species))
}
baseci <- c(t(apply(bhat1, 1, quantile, probs = c(0.025, 0.975))))
set.seed(seedval)
ci <- c(as.matrix(
estimate_parameters(fit2,
confidence.level = 0.95,
assume.constant.variance = TRUE,
assume.normality = FALSE,
simulation.replications = breps)[,c(4,5)]
))
expect_equal(ci, baseci)
})
test_that("CI - Wild Bootstrap", {
set.seed(seedval)
b1 <- matrix(rmammen(niris*breps), nrow = niris, ncol = breps)
y1 <- fit2$fitted.values + b1*fit2$residuals
bhat1 <- matrix(NA, nrow = length(coef(fit2)), ncol = breps)
for(i in 1:breps){
bhat1[,i] <- coef(lm(y1[,i] ~ iris$Sepal.Width + iris$Species))
}
baseci <- c(t(apply(bhat1, 1, quantile, probs = c(0.025, 0.975))))
set.seed(seedval)
ci <- c(as.matrix(
estimate_parameters(fit2,
confidence.level = 0.95,
assume.constant.variance = FALSE,
assume.normality = FALSE,
simulation.replications = breps)[,c(4,5)]
))
expect_equal(ci, baseci)
})
test_that("CI - Parametric Bootstrap", {
set.seed(seedval)
y1 <- matrix(rnorm(niris*breps, mean = fit2$fitted.values,
sd = abs(fit2$residuals)),
nrow = niris, ncol = breps)
bhat1 <- matrix(NA, nrow = length(coef(fit2)), ncol = breps)
for(i in 1:breps){
bhat1[,i] <- coef(lm(y1[,i] ~ iris$Sepal.Width + iris$Species))
}
baseci <- c(t(apply(bhat1, 1, quantile, probs = c(0.025, 0.975))))
set.seed(seedval)
ci <- c(as.matrix(
estimate_parameters(fit2,
confidence.level = 0.95,
assume.constant.variance = FALSE,
assume.normality = TRUE,
simulation.replications = breps)[,c(4,5)]
))
expect_equal(ci, baseci)
})
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