R: Parametric Bootstrap Resampling

pbooter {distillery} | R Documentation

## Parametric Bootstrap Resampling

### Description

Creates sample statistics for several replicated samples derived by sampling from a parametric distribution.

### Usage

    pbooter(x, statistic, B, rmodel, rsize, v.terms, ...)

### Arguments

`x` | Original data set.
`statistic` | Function that minimally takes arguments: `data` and `...`. The argument `data` must be the input data for which resamples are taken. Must return a vector of all desired statistics.
`B` | number of bootstrap resamples to make.
`rmodel` | Function that generates the data to be applied to statistic. Must have arguments `size`, giving the size of the data to be returned, and `...`.
`rsize` | Number giving the resample size for each bootstrap sample.
`v.terms` | If `statistic` returns variance estimates for other parameters, then use this argument to specify the indices returned that give the variance estimates. There must be a component for every other parameter returned, and they must be in the same order as the other parameters (see examples below). If an estimate does not exist, an NA should be returned for that spot.
`...` | Optional arguments to `statistic` or `rmodel`.

### Details

Similar functionality to `boot` from boot when `sim` = “parametric”. In this case, the function is a little simpler, and is intended for use with `ci.booted`, or just `ci`. It is similar to `booter`, but uses parametric sampling instead of resampling from the original data.

### Value

A list object of class “booted” is returned with components:

`call` | the function call
`data` | original data series
`statistic` | statistic argument passed in
`statistic.args` | all other arguments passed by ...
`B` | Number of bootstrap replicate samples
`v.terms` | if variance terms are returned by statistic, the argument is repeated in the returned object.
`rsize` | the size of the bootstrap resamples.
`rdata` | rsize by B matrix giving the rmodel generated data.
`v` | B length vector or B column matrix (if statistic returns a vector) giving the estimated parameter variances for each bootstrap replicate.
`orig.v` | vector giving the parameter variances (i.e. se^2) of statistic when applied to the original data.
`original.est` | vector giving the estimated parameter values when statistic is applied to the original data.
`results` | B length vector or B column matrix giving the parameter estimates for each bootstrap resample.
`type` | character stating whether the resample method is iid or cbb.

### Author(s)

Eric Gilleland

### References

Efron, B. and Tibshirani, R. J. (1998) An Introduction to the Bootstrap. Chapman \& Hall, Boca Raton, Florida, 436 pp.

### See Also

`booter`, `ci.booted`

### Examples

    z <- rnorm( 100 )

    zfun <- function( data, ... ) {

        return( c( mean( data ), var( data ), mean( data^2 ), var( data^2 ) ) )

    } # end of 'zfun' function.

    rfun <- function( size, ... ) rnorm( size, ... )

    res <- pbooter( x = z, statistic = zfun, rmodel = rfun, B = 500,
        rsize = 100, v.terms = c(2, 4) )

    print( res )

    ci( res )

[Package distillery version 1.0-4 Index]