rate.sub {boodd} | R Documentation |
Subsampling for i.i.d. Data with Convergence Rate Estimation
Description
Performs subsampling for an i.i.d. data with an estimation of the convergence rate of a given statistic. The function constructs subsampling distributions of specified sizes, estimates the convergence rate and asymptotic bias, and provides optional diagnostic plots.
Usage
rate.sub(X, func, B = 999, n_b = 99, q = 0.75, PLT = TRUE, ...)
Arguments
X |
A numeric vector. |
func |
The function to be estimated using subsampling. |
B |
A positive integer; the number of subsampling replications. |
n_b |
A positive integer; the number of subsampling distributions to be constructed,
with subsampling sizes ranging from |
q |
A numeric value in the interval |
PLT |
A logical value; By default it is |
... |
Additional arguments for the |
Details
The function rate.block
performs subsampling, specifically
suited for i.i.d. data, estimates the convergence rate n^{-\alpha}
and the approximation
rate n^{-\beta}
between the true distribution and the asymptotic one.
Value
A list containing:
alpha |
The estimated rate of convergence. |
beta |
The estimated approximation rate. |
obj |
An object of class |
References
Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted..
Bertail, P., Politis, D., Romano, J. (1999). On Subsampling Estimators with Unknown Rate of Convergence.
Politis, D. N., Romano, J. P., & Wolf, M. (1999). Subsampling. Springer N.Y..
See Also
rate.block.sub
, best.block.sub.size
,
best.sub.size.iid
, block.sub
, boots
.
Examples
#' set.seed(12345)
n = 500 # sample size
x = rnorm(n)
# Subsampling with estimated rate
reb=rate.sub(x,mean,PLT=TRUE, B=99)