I have a fair bit of experience with S-Plus and have been asked to port
some of my S-Plus bootstrapping functions to R, to which I am relatively
new, Needless to say, I've run into some problems. In particular, I need
to perform bootstrap resampling of the colMeans function using a moving
blocks bootstrap, where the blocks are row indices. It's easy to build a
function that allows me to perform a bootstrap on colMeans, but I'm
flummoxed at the moving blocks bootstrap step.
I could simply hack together a function that, when given block bootstrap
indices, would do the job but chances are that this would be inefficient
compared to something that may already be built in. I have examined most
(probably not all) of the packages that support bootstrap resampling
statistics, in particular boot and bootstrap, but have come up empty
handed.
I'm open to suggestions about how best to proceed from others with more
experience.
Kim Elmore