[R] Paramtric ABC

Prof Brian D Ripley ripley at stats.ox.ac.uk
Sun Apr 9 20:42:44 CEST 2000


On Sun, 9 Apr 2000, Thiffeault, Serge wrote:

> Hi, I presently working with the bootstrap methodology. I am trying 
to establish confidence intervals using the parametric ABC method 
with the bivariate normal data. I looked at the paper written by 
DiCiccio and Efron and did not find any programming materials 
which was used in that paper. So I am in confuse how to aply 
bootstrap ABC parametric confidence intervals method.

Which paper (1992 or 1996?)

> I will be grateful to anyone who will send me any programming information about that purpose which I can use in my research work.

I think function abcpar in package bootstrap is what you are looking for.
Also take a look at package boot. (Both are on CRAN.)

-- 
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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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