Bootstrap S-Plus Functions (Version 1.2; March 2001) =========================================================== This version corrects some minor errors in Version 1.0 of the code distributed with the first printing of Davison and Hinkley (1997). The author would like to thank those users who pointed out errors or possible improvements to the code. Any further errors found should be reported to the author at the address below for correction in the next version. The package contains the following functions, all of which have online help available. abc.ci ABC confidence intervals boot Main bootstrap function boot.array Generate a bootstrap frequency/index array boot.ci Bootstrap simulation confidence intervals censboot Bootstrap for censored data and Cox regression models. control Control variate calculations corr Weighted form of correlation coefficient cum3 Estimate the skewness cv.glm Cross-validation for generalized linear models empinf Calculate empirical influence values envelope Confidence envelopes for functions exp.tilt Exponential tilting freq.array Convert an index array into a frequency array glm.diag Diagnostics for generalized linear models glm.diag.plots Diagnostic plots for glm's imp.moments Importance resampling estimates of moments imp.prob Importance resampling estimates of probabilities imp.quantile Importance resampling estimates of quantiles imp.weights Weights for importance resampling inv.logit Inverse logit function jack.after.boot Jackknife after bootstrap plots k3.linear Linear skewness approximation linear.approx Linear approximation to a statistic lines.saddle.distn Lines method for a saddlepoint distribution object logit Logit of a proportion norm.ci Normal approximation confidence intervals plot.boot Plot method for a bootstrap object print.boot Print method for a bootstrap object print.bootci Print method for a bootstrap confidence interval object print.saddle.distn Print method for a saddlepoint distribution object print.simplex Print method for a simplex object saddle Simple and conditional saddlepoint calculations saddle.distn Approximate a distribution by saddlepoint simplex Tableau simplex method for linear programming smooth.f Frequency smoothing tilt.boot Tilted bootstrap tsboot Bootstrap for time series var.linear Linear variance approximation The package also contains some items used in the practicals of "Bootstrap Methods and Their Applications" by A.C. Davison and D.V. Hinkley (1997, Cambridge University Press). The objects are not intended to be used except in the context of these practicals. The objects are cd4.nested A nested bootstrap referred to in Practical 5.5 corr.nested The statistic used in cd4.nested EL.profile, EEF.profile, and lik.CI functions defined for use in the practicals of chapter 10. Angelo J. Canty Department of Mathematics and Statistics Concordia University 1455 Blvd de Maisonneuve, Ouest Montreal, Quebec H3G 1M8 Canada Tel : 1-514-848-3244 Fax : 1-514-848-4511 email : canty@cicma.concordia.ca