search for: bootranks

Displaying 1 result from an estimated 1 matches for "bootranks".

2012 Jan 19
1
snow - bootstrapped correlation ranking
I wonder if someone could help me adjusting the following code to parallelized snow code: #Creating a data set (not needed to be parallel) n<-100 p<-100 x<-matrix(rnorm(n*p),p) y<-rnorm(n) # Bootstrapping nboot<-1000 alpha<-0.05 rhoboot <- array(0, dim=c(p,nboot)) bootranks <- array(0, dim=c(p,nboot)) bootsamples <- array( floor(runif(n*nboot)*n+1), dim=c(n,nboot)) for (i in 1:nboot){ rhoboot[,i] <- cor(y[bootsamples[,i]],x[bootsamples[,i],]) bootranks[,i] <- p+1rank(abs(rhoboot[,i])) } # Summarise results rankhigh = apply(bootranks, 1, quantile, probs=alp...