[R] Bootstrap Confidence Intervals

[Chuck Cleland]

_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
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code. 
>> -- 
>> 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
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code. 

-- 
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