Dear All,
I would like to use a nonparametric bootstrap to calculate the confidence
intervals for the 5% and 95% quantiles using boot.ci. As you know, boot.ci
requires the use of boot to generate bootstrap replicates for my statistic.
However this last function doesn't work in my case because I am missing
something. Here is an example
y <- rnorm(100)
Quantile <- function(df)
{
quantile(df, probs=c(0.05,0.95))
}
boot.out <- boot(y,Quantile, R=999, sim="ordinary")
Error in statistic(data, original, ...) : unused argument(s) (c(1, 2, 3, 4, 5,
6, 7, 8
I think that it's due to another parameter (stype) that I have not
included but I don't know what this paremeter represents.
Many thanks for any suggestion.
Bernard
---------------------------------
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Marc,
I believe the problem is with the function you are passing to the statistic
option. According to the documentation for boot, the statistic option
provides:
A function which when applied to data returns a vector containing the
statistic(s) of interest. When sim="parametric", the first argument
to
statistic must be the data. For each replicate a simulated dataset
returned by ran.gen will be passed. In all other cases statistic must take
at least two arguments. The first argument passed will always be the
original data. The second will be a vector of indices, frequencies or
weights which define the bootstrap sample. [italics added]
I haven't verified this yet, but try
y <- rnorm(100)
Quantile <- function(df,i){
quantile(df[i], probs=c(0.05,0.95))
}
boot.ci(boot.out,index=1,type='basic',conf=0.95)
boot.ci(boot.out,index=2,type='basic',conf=0.95)
This should give you a 95% CI on the 5th and 95th percentiles,
respectively.
Regards,
-Cody
Marc Bernard
<bernarduse1 at yaho
o.fr> To
Sent by: r-help at stat.math.ethz.ch
r-help-bounces at st cc
at.math.ethz.ch
Subject
[R] bootstrap
04/27/2007 03:36
AM
Dear All,
I would like to use a nonparametric bootstrap to calculate the confidence
intervals for the 5% and 95% quantiles using boot.ci. As you know, boot.ci
requires the use of boot to generate bootstrap replicates for my statistic.
However this last function doesn't work in my case because I am missing
something. Here is an example
y <- rnorm(100)
Quantile <- function(df)
{
quantile(df, probs=c(0.05,0.95))
}
boot.out <- boot(y,Quantile, R=999, sim="ordinary")
Error in statistic(data, original, ...) : unused argument(s) (c(1, 2, 3,
4, 5, 6, 7, 8
I think that it's due to another parameter (stype) that I have not
included but I don't know what this paremeter represents.
Many thanks for any suggestion.
Bernard
---------------------------------
[[alternative HTML version deleted]]
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