Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: uniform

Quantlet: bootstrap
Description: This macro gives bootstrap replications of different kind for models without known distribution of 'eps'

Usage: beps = bootstrap(eps,nboot,kind)
Input:
eps n x 1 vector , the sample that has to be bootstraped
nbbot scalar , the wished number of bootstrap replications
kind string , saying what kind of bootstrap is wished: "wild" (using golden cut rule), "permut" (simple permutation), "naive" (naive bootstrap)
Output:
beps n x nb matrix, bootstrap replications

Example:

library("stats")

randomize(12345)

n     = 150

eps   = normal(n)

beps  = bootstrap(eps,99,"wild")

beps

Result:

Contents of bootstrap replications for eps


Library: stats
See also: uniform

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sperlich 970728
(C) MD*TECH Method and Data Technologies, 21.9.2000