### Name: boot.ci ### Title: Nonparametric Bootstrap Confidence Intervals ### Aliases: boot.ci ### Keywords: nonparametric htest ### ** Examples # confidence intervals for the city data 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")) # studentized confidence interval for the two sample # difference of means problem using the final two series # of the gravity data. diff.means <- function(d, f) { n <- nrow(d) gp1 <- 1:table(as.numeric(d$series))[1] m1 <- sum(d[gp1,1] * f[gp1])/sum(f[gp1]) m2 <- sum(d[-gp1,1] * f[-gp1])/sum(f[-gp1]) ss1 <- sum(d[gp1,1]^2 * f[gp1]) - (m1 * m1 * sum(f[gp1])) ss2 <- sum(d[-gp1,1]^2 * f[-gp1]) - (m2 * m2 * sum(f[-gp1])) c(m1-m2, (ss1+ss2)/(sum(f)-2)) } grav1 <- gravity[as.numeric(gravity[,2])>=7,] grav1.boot <- boot(grav1, diff.means, R=999, stype="f", strata=grav1[,2]) boot.ci(grav1.boot, type=c("stud","norm")) # Nonparametric confidence intervals for mean failure time # of the air-conditioning data as in Example 5.4 of Davison # and Hinkley (1997) mean.fun <- function(d, i) { m <- mean(d$hours[i]) n <- length(i) v <- (n-1)*var(d$hours[i])/n^2 c(m, v) } air.boot <- boot(aircondit, mean.fun, R=999) boot.ci(air.boot, type = c("norm", "basic", "perc", "stud")) # Now using the log transformation # There are two ways of doing this and they both give the # same intervals. # Method 1 boot.ci(air.boot, type = c("norm", "basic", "perc", "stud"), h = log, hdot = function(x) 1/x) # Method 2 vt0 <- air.boot$t0[2]/air.boot$t0[1]^2 vt <- air.boot$t[,2]/air.boot$t[,1]^2 boot.ci(air.boot, type = c("norm", "basic", "perc", "stud"), t0 = log(air.boot$t0[1]), t = log(air.boot$t[,1]), var.t0 = vt0, var.t = vt)