monteBootBB {ssExtra} | R Documentation |
This routine will perform bootstrap resampling as well as the jackknife
on a single Monte Carlo sample replicate drawn from the sampling
surfaces of "ssBigBAF
" objects. This routine is
called from within the nested sample size–within–Monte Carlo loops in
the "monteBigBAF
" constructor. However, it
certainly can be called in other situations where the correct
information is available. Among other things, it calculates the
‘bca’ confidence intervals on the replicate sample.
monteBootBB(samples, B = 100, alpha = 0.05, ...)
samples |
This must be a |
B |
The number of bootstrap samples. |
alpha |
The two-tailed alpha level, used to select the correct bootstrap ‘bca’ intervals for comparison. |
... |
Gobbled for now. |
This routine uses the bcajack
routine from bcaboot
for construction of both bootstrap and jackknife confidence intervals
for a Monte Carlo sample from an "ssBigBAF
"
object. The calculations in that package are all done in native R
code, and so can be slow when applied to many Monte Carlo replicates in
the context of big BAF sampling. Please see the bcaboot
package for more details, and also the reference below.
A list invisibly as described in the return from bcajack
...
call |
The call to |
lims |
“first column shows the estimated bca confidence limits...” |
stats |
“top line of stats shows 5 estimates...” |
B.mean |
“bootstrap sample size B, and the mean...” |
ustats |
“The bias-corrected estimator...” |
seed |
“The random number state for reproducibility” |
including the following as part of the list...
jackmean |
The jackknife estimate of the mean. |
Jeffrey H. Gove
Efron, B. and B. Narasimhan. 2018. The automatic construction of bootstrap confidence intervals. Technical Report No. 2018-07, Standford University Department of Statistics, PDF version: here.
Please also see the testBoot
routine for some more
information on a comparison of the results from the bcaboot
package to those in the boot package.
# # If 'stats' is a return object from monteStatsBB, then # the following will draw 200 bootstrap samples and also # calculate the jackknife results... # ## Not run: mcb = monteBootBB(stats$samples, 200) ## End(Not run)