para.boot {boodd} | R Documentation |
Parametric Bootstrap for i.i.d. Data
Description
This function performs a parametric bootstrap, a technique that resamples data based on an assumed distribution with estimated parameter, rather than resampling the original data directly.
Usage
para.boot(X, func, rdist, param, B = 999, ...)
Arguments
X |
A numeric vector representing the data. |
func |
A function taking |
rdist |
A parametric distribution generator that produces bootstrap data based on the
data size and |
param |
Numeric vector. Values of parameters used to generate the bootstrap data. These can be either the true parameter values for Monte Carlo approximation of the true distribution, or the estimated parameters, typically obtained by the maximum likelihood method. |
B |
A positive integer; the number of bootstrap replications. By default it is 999. |
... |
Optional additional arguments for the |
Details
para.boot
is a flexible function for bootstrapping a specified
function func
using a parametric distribution rdist
generated
with estimated or true parameters param
. The function returns a boodd
object containing the values of the function over all bootstrap samples and
the statistic computed over the original sample.
Value
A boodd
object containing:
-
s
: Matrix of bootstrap replicates offunc
, with dimensionsB x p
. -
Tn
: Vector offunc
evaluated on the original dataX
.
References
Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted..
Efron, B., Tibshirani, R. (1993). An Introduction to the Bootstrap, Chapman and Hall.
See Also
Examples
rn<-function(n,par) {rnorm(n,mean=par[1],sd=par[2])}
set.seed(5)
# Parametric bootstrap of the mean in a gaussian family
X=rnorm(n=100,mean=2,sd=1)
# simulate distribution with true parameter values (and a Monte-Carlo size 9999
true1<-para.boot(X,mean,rn,param=c(2,1),B=9999)
pb1<-para.boot(X,mean,rn,param=c(mean(X),sd(X)))
plot(pb1)
lines(density(true1$s),col="red")
confint(true1,method="bperc")
confint(pb1, method="all")