79 lines
2.3 KiB
Groff
79 lines
2.3 KiB
Groff
.\" man page create by R# package system.
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.TH MATH 2 2000-Jan "bootstrap" "bootstrap"
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.SH NAME
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bootstrap \- Non-Parametric Bootstrapping
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.SH SYNOPSIS
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\fIbootstrap(\fBx\fR as any,
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\fBnboot\fR as integer,
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\fBtheta\fR as any = \fB<NULL>\fR,
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\fBfunc\fR as any = \fB<NULL>\fR,
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...,
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[\fB<Environment>\fR]);\fR
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.SH DESCRIPTION
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.PP
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Non-Parametric Bootstrapping
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See Efron and Tibshirani (1993) for details on this function.
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.PP
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.SH OPTIONS
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.PP
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\fBx\fB \fR\- a vector or a dataframe that containing the data.
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To bootstrap more complex data structures (e.g. bivariate data)
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see the last example below..
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.PP
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.PP
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\fBnboot\fB \fR\- The number of bootstrap samples desired..
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.PP
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.PP
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\fBtheta\fB \fR\- function to be bootstrapped. Takes x as an
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argument, and may take additional arguments (see below and last
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example)..
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.PP
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.PP
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\fBfunc\fB \fR\- (optional) argument specifying the functional
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the distribution of thetahat that is desired. If func is
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specified, the jackknife after-bootstrap estimate of its standard
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error is also returned. See example below..
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.PP
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.PP
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\fBargs\fB \fR\- any additional arguments to be passed to theta.
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.PP
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.PP
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\fBenv\fB \fR\- -.
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.PP
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.SH VALUE
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.PP
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list with the following components:
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1. thetastar the nboot bootstrap values Of theta
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2. func.thetastar the functional func Of the bootstrap distribution Of thetastar, If func was specified
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3. jack.boot.val the jackknife-after-bootstrap values For func, If func was specified
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4. jack.boot.se the jackknife-after-bootstrap standard Error estimate Of func, If func was specified
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5. call the deparsed call
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and this function will returns the bootstrap data collection if the
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**`theta`** function is not specificed.
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.PP
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.SH DETAILS
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.PP
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Efron, B. and Tibshirani, R. (1986). The bootstrap method for
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standard errors, confidence intervals, and other measures of
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statistical accuracy. Statistical Science, Vol 1., No. 1, pp 1-35.
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Efron, B. (1992) Jackknife-after-bootstrap standard errors And
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influence functions. J. Roy. Stat. Soc. B, vol 54, pages 83-127
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Efron, B. And Tibshirani, R. (1993) An Introduction to the
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Bootstrap. Chapman And Hall, New York, London.
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.PP
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.SH SEE ALSO
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math
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.SH FILES
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.PP
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Rlapack.dll
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.PP
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.SH AUTHOR
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Written by \fBxie.guigang@live.com\fR
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.SH COPYRIGHT
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GPL3
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