similar to: Boot: Confidence Interval

Displaying 20 results from an estimated 10000 matches similar to: "Boot: Confidence Interval"

2004 Apr 10
1
confidential interval of correlation coefficient using bootstrap
I tried 2 methods to estimate C.I. of correlation coefficient of variables x and y: > x <- c(44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 60.1) > y <- c( 2.6, 3.1, 2.5, 5.0, 3.6, 4.0, 5.2, 2.8, 3.8) #METHOD 1: Pearson's ********************************************************** > cor.test(x, y, method = "pearson", conf.level = 0.95) Pearson's
2012 Apr 23
2
subset daily to monthly in a zoo or xts
Dear R users, I want to subset a daily zoo series according to its month, find % of "NA" in each month. I am finding it difficult to subset the daily dataset into monthly for the given operation.I am planning to do this for a huge dataset. Thanks in advance. Regards Vikram [[alternative HTML version deleted]]
2012 Jan 09
2
Joint confidence interval for fractional polynomial terms
Dear R users, The package 'mfp' that fits fractional polynomial terms to predictors. Example: data(GBSG) f <- mfp(Surv(rfst, cens) ~ fp(age, df = 4, select = 0.05) + fp(prm, df = 4, select = 0.05), family = cox, data = GBSG) print(f) To describe the association between the original predictor, eg. age and risk for different values of age I can plot it the polynomials
2005 May 20
1
bootstrapping vectors of unequal length
Dear R Help List, I have a vector of n and a vector of n-1 and I want to use boot() to bootstrap the ratio of their respective medians. I want to eventually use boot.ci() to generate confidence intervals. Because the vectors are not equal in length, I tried a few things, but have yet to be successful. Try 1: > x <- runif(20) > > y <- c(runif(19), NA) > > median(x) [1]
2011 Sep 14
1
Strucchange generating breakpoints
Hi, I am new to R. I am using strucchange to get the breakpoints in time series dataset. So the problem I am facing is: I want to link the result generated by the breakpoints to further analysis (for eg. generating volatility for each group). The result is in following form: --------------------------------------- > res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6) > res
2012 Dec 07
2
Converting character to numeric: Error: (list) object cannot be coerced to type 'double'
Dear R users, I am facing a pretty a unusual problem while converting character to numeric. Any input would be appreciated. Below is the code and error faced: --------------------------------------- *> str(cmie.dts)* *'data.frame': 4397 obs. of 1 variable:* * $ INE001A01036: chr "1482181740.000000" "1482181740.000000" "1482181740.000000"
2011 Sep 21
1
Statmath-R-Forge: Request denied
Dear All, I want to subscribe for Statmath-R-Forge mailing list. But I am getting the following reply and I am unable to subscribe. Any insight on this would be appreciated. Regards Vikram Bahure __________ Your request to the Statmath-R-Forge mailing list Subscription request has been rejected by the list moderator. The moderator gave the following reason for rejecting your request:
2009 Aug 16
2
bootstrapped correlation confint lower than -1 ?
Dear R users, Does the results below make any sense? Can the the interval of the correlation coefficient be between *-1.0185* and -0.8265 at 95% confidence level? Liviu > library(boot) > data(mtcars) > with(mtcars, cor.test(mpg, wt, met="spearman")) Spearman's rank correlation rho data: mpg and wt S = 10292, p-value = 1.488e-11 alternative hypothesis: true rho is not
2008 Jul 24
0
Bootstraping GAMs: confidence intervals
Dear R-Users, I am trying to apply a bootstrap to a GAM in order to calculate the 95% confidence intervals for a smooth curve obtained by the ?plot.gam? function of the mgcv package. Nonetheless, I am getting some difficulties in transposing the results for the graphs. I used the following commands in R, ?mgcv? and ?boot? packages: *> attach(bbvc_11Jul08)* *>
2010 Aug 19
1
Why does Bootstrap work for one of similar models but not for the other?
Dear all, Could anyone help me figure out why bootstrap works for one of similar models but not for the other and how I can solve it? I am using R 2.11.1 in Windows and would like to get confidence intervals for my models A and B by bootstrapping. However, bootstrap gives expected output for the model A but not for B, which I found was puzzling because the structure of the models is
2011 Jul 22
2
Extracting components from a 'boot' class output in R
Dear R user, I used the following to do a bootstrap. >bootObj<-boot(data=DAT, statistic=Lp.est, R=1000,x0=3) I have the following output from the above bootstrap. How can I extract  components of the output. For example, how can I extract the std.error? > bootObj   ORDINARY NONPARAMETRIC BOOTSTRAP   Call: boot(data = DAT, statistic = Lp.est, R = 1000, x0 = 3)   Bootstrap Statistics
2004 Jun 25
1
trouble using boot package
Hello, I am trying to carry out a bootstrap analysis (using the boot package) on a table and cannot work out how to get the results I need! I have a table ("d2") with 4 columns: "ID_code", "Age", "Quarter" and "StomWt". Age (0-5) and Quarter (1-4) are my strata Therefore I wish to estimate the confidence intervals for the mean StomWt for each Age
2005 Jun 02
2
confusion with boot
I think I am doing something wrong when I try to bootstrap R square obtained from lm. My code is included below. No matter how many times I run the simulation, I always get exactly the same result, the bias and std.error are always zero. I would think that these values should be non-zero. I would appreciate any suggestions as to what I am doing wrong, or perhaps what I fail to understand. R 2.1.0
2008 Apr 22
2
bootstrap for confidence intervals of the mean
d = c(0L, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 0L, 0L, 7375L, NA, NA, 17092L, 0L, 0L, 32390L, 2326L, 22672L, 13550L, 18285L) boot.out <-boot(d, mean, R=1000, sim="permutation") Error in mean.default(data, original, ...) : 'trim' must be numeric of length one I know that I am missing something but I can't figure it out. thanks stephen -- Let's not spend our
2005 Oct 24
1
locfit: simultaneous confidence band
I'm using the package 'locfit' for nonparametric regression. This package contains the function 'scb' to compute simultaneous confidence bands. The variance of the data is unknown. Up to now I compute a fit with 'locfit'. Afterwards an estimate of the residual variance is computed by the function 'rv'. The weights in the 'scb'-function are set 1/sigma^2
2005 Sep 28
1
confidence variability bands for kernel estimators
I'm using nonparametric regression (packeges ksmooth and ks). My question: is there any way to compute confidence bands (or variability bands) with R. Confidence bands for functions are intervals [CLO(x);CUP(x)] such that with probability 1-alpha the true curve is covered by the band [CLO(x);CUP(x)]. Thanks very much for any help you can offer. Michael G??lger
2009 Jun 12
1
Studentized intervals
I am trying to find studentized bootstrap intervals for the skewness of a data set. I have tried the following (nerve.dat is a set of data containing observations on one variable) (using Windows XP): x <- scan("e:/Flashbackup2009/Nonparametrics/nerve.dat") n <- length(x) library(e1071) skewness(x) library(boot) sampleskew <- function(x,d) {return(skewness(x[d]))} bb <-
2013 Sep 01
1
Blur and not readable text, using geom_text in ggplot
Dear R Users, I am new to ggplot. I am using geom_text to inscribe values on my ggplot but it is giving me values which are unreadable and blur. Please let me know if there is any way out. ----------------- Code ----------------- *es <- es3 + geom_text(data=tmp.cor, aes(x=2, y=min(infer.df$value),* * label=text.bottom), colour="black",* *
2012 Jan 13
2
Remove space from string
Dear R users, I have some trivial query. I have a string, I want to remove space from the string. For eg. Input: a <- " Remove space " Output required: "Removespace" I tried using str_trim but only removes end spaces. library(stringr). Regards Vikram [[alternative HTML version deleted]]
2011 Sep 13
1
estimating Fstats in strucchange
Hi, I am new to R. It would be kind if I could get some help on this. I am using R to estimate Fstats but I am getting following error. a3 is annual GDP data from 1951 to 2010. > fs<- Fstats(ecm.model, from=1954, to = 1975,data=a3) Error in Fstats(ecm.model, from = 1954, to = 1975, data = a3) : inadmissable change points: 'from' is larger than 'to' In addition: Warning