Bootstrap Confidence Intervals

_Fede_ wrote:

Sorry for the previous message. I have been reading the help page about
boot
library and I have already understood what the arguments made reference
(original data and vector of indices). Now everything is ok.Thanks for
your
help. 

But I have another doubt. How I can make a histogram of the bootstrap
samples? How can I access them when I use boot function?

Thank you in advance.

  To see the structure of x.boot use str(x.boot).  Also, the help page
for boot() describes the following:

t A matrix with R rows each of which is a bootstrap replicate of
statistic.

  So you want something like this:

hist(x.boot$t)

_Fede_

Chuck Cleland wrote:

_Fede_ wrote:

Hi again.

Watching this example that appears in the help page

ratio <- function(d, w) sum(d$x * w)/sum(d$u * w)
city.boot <- boot(city, ratio, R = 999, stype = "w",sim = "ordinary")
boot.ci(city.boot, conf = c(0.90,0.95),type =
c("norm","basic","perc","bca"))

I have tried to do the following (calling boot() to create an object to
pass
to boot.ci):

x <- rnorm(20)
kurtosis <- function(x) (mean((x-mean(x))^4))/(sd(x)^4)
x.boot <- boot(x, kurtosis, R = 999, sim = "ordinary")
boot.ci(x.boot, conf = 0.95,type = c("norm","basic","perc","bca"))

But I don't know why this don't work. The editor window shows the
following
error message:

Error in statistic(data, original, ...) : unused argument(s) (1:20)

I suppose that something is wrong with my data but I don't know what
is.

Thanks in advance and wishing everybody a happy new year.

  Check the statistic argument to boot() very carefully.  When sim =
"ordinary" the statistic function must have at least two arguments.  Try
something like this:

library(boot)

kurtosis <- function(x) (mean((x-mean(x))^4))/(sd(x)^4)

x <- rnorm(20)

x.boot <- boot(x,
               statistic = function(d, ind){kurtosis(d[ind])},
               R = 999,
               sim = "ordinary")

boot.ci(x.boot, conf = 0.95, type = c("norm","basic","perc","bca"))

BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 999 bootstrap replicates

CALL :
boot.ci(boot.out = x.boot, conf = 0.95, type = c("norm", "basic",
    "perc", "bca"))

Intervals :
Level      Normal              Basic
95%   ( 1.060,  2.430 )   ( 0.899,  2.233 )

Level     Percentile            BCa
95%   ( 1.394,  2.728 )   ( 1.373,  2.690 )
Calculations and Intervals on Original Scale

  Also, note that the e1071 package contains a kurtosis function.

Regards 

_Fede_

Prof Brian Ripley wrote:

You need to call boot() to create an object to pass to boot.ci().

There are lots of examples in the help pages and in the book that
package 
'boot' supports. From the help:

Usage:

      boot.ci(boot.out, conf = 0.95, type = "all",
              index = 1:min(2,length(boot.out$t0)), var.t0 = NULL,
              var.t = NULL, t0 = NULL, t = NULL, L = NULL, h =
function(t)
t,
              hdot = function(t) rep(1,length(t)), hinv = function(t)
t,
...)

Arguments:

boot.out: An object of class '"boot"' containing the output of a
           bootstrap calculation.

and try class(z) .


On Sun, 30 Dec 2007, _Fede_ wrote:

Hi all.

This is my first post in this forum. Finally I find a forum in the
web
about
R, although is not in my language.

Now I'm working with Bootstrap CI. I'd like to know how I can
calculate
a
Bootstrap CI for any statistic, in particular, for Kurtosis
Coeficient.
I
have done the following code lines:

library(boot)
x=rnorm(20)
kurtosis=function(x) (mean((x-mean(x))^4))/(sd(x)^4)
z <- numeric(10000)
for(i in 1:10000)
z[i]=kurtosis(sample(x, replace=TRUE))
boot.ci(z, conf = 0.95,type = c("norm","basic","perc","bca"))

But the output shows the next error:

Error en if (ncol(boot.out$t) < max(index)) { :
       argumento tiene longitud cero

I don't know what is wrong.

I hope that somebody can help me. Sorry for my english.

All have a nice new year.

_Fede_

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-- 
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 512-0171 (M, W, F)
fax: (917) 438-0894

-- 
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 512-0171 (M, W, F)
fax: (917) 438-0894