Hello, I use the following function "bootstrapge" to calculate (and compare) the generalization error of several bootstrap implementations: ## ## Calculates and returns a coefficient corresponding to the generalization ## error. The formula for the bootstrap generalization error is: ## $N^{-1}\sum_{i=1}^n B^{-1}\sum_{j=1}^B |y_i - (\beta_n^{*j})^T x|$ ## ## x - mxn matrix where m is the number of model parameters and n is the ## number of observations ## y - n column-vector containing true values ## theta_star - mxn matrix where m is the number of bootstrapped samples ## and n is the number of model parameters ## bootstrapge <- function(x,y,theta_star) { B <- nrow(theta_star) P <- ncol(theta_star) t <- 0 for (b in 1:B) { t <- t + abs(y - rbind(theta_star[b,])%*%x) } return(mean(t/B)) } Is there a nicer/faster way to accomplish the same using implicit loop functions e.g. apply, sapply etc I could not figure it out ... Is there a way to get a similar coefficient using the boot library? I could not find any way to get such a "generalization error" so I can compare my implementation with that one ... TIA, Best regards, Giovanni [[alternative HTML version deleted]]