tboot_dist {boodd}R Documentation

Computation of the Bootstrap-t Distribution

Description

Computes and plots the bootstrap-t distribution of a statistic when an estimator of the variance is available.

Usage

tboot_dist(
  boot_obj,
  comp = 1,
  PLT = TRUE,
  nn = TRUE,
  recenter = FALSE,
  return_values = FALSE,
  ...
)

Arguments

boot_obj

A boodd object containing the bootstrap values of eventually a multivariate statistic of size p (first p columns) and its variance (last p columns).

comp

The index of the component of the statistic to be plotted.

PLT

Logical. If TRUE (default), then the function plots the bootstrap-t distribution, otherwise it only returns the computed distribution.

nn

Logical. If TRUE (default), then a normal approximation is superimposed on the histogram.

recenter

Logical. If TRUE, then the data is recentered by the bootstrap mean of the statistic. By default it is FALSE.

return_values

Logical. If TRUE, the function returns the values obtained using tboot_dist. By default it is FALSE.

...

Additional arguments affecting the plot produced (e.g., nclass, main, ylim,...).

Details

The tboot_dist function is designed to work with bootstrap samples that include estimates of both the parameters of interest and their variances. The function calculates a studentized version of the bootstrap distribution (the bootstrap-t distribution) and optionally plots this distribution and the normal approximation.

Value

Optionally returns a numeric vector representing the bootstrap-t distribution of the selected component.

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

boots, class.boodd, jackVar, confint.boodd.

Examples

set.seed(5)
m=0
n=100
X=rnorm(n,mean=m)
mv=function(X){
  c(mean(X), var(X)/length(X))}
# the function mv computes the estimates of the mean and variance of the mean
resb=boots(X,mv,B=999)
# compare distributions
tboot_dist(resb,1)


[Package boodd version 0.1 Index]