72 lines
2.8 KiB
Plaintext
72 lines
2.8 KiB
Plaintext
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Bootstrap R Functions
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=====================
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Version 1.3; May 2011:
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The main change is support for parallel computation in functions
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boot(), censboot() and tsboot().
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Many of the examples have been tidied up.
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Version 1.2; March 2001:
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This version corrects some minor errors in Version 1.0 of the code
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distributed with the first printing of Davison and Hinkley (1997).
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The author would like to thank those users who pointed out errors or
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possible improvements to the code. Any further errors found should be
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reported to the author (Angelo Canty) for correction in the next
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version.
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The package contains the following functions, all of which
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have online help available.
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abc.ci ABC confidence intervals
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boot Main bootstrap function
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boot.array Generate a bootstrap frequency/index array
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boot.ci Bootstrap simulation confidence intervals
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censboot Bootstrap for censored data
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control Control variate calculations
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corr Weighted form of correlation coefficient
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cum3 Estimate the skewness
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cv.glm Cross-validation for generalized linear models
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empinf Calculate empirical influence values
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envelope Confidence envelopes for functions
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exp.tilt Exponential tilting
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freq.array Convert an index array into a frequency array
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glm.diag Diagnostics for generalized linear models
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glm.diag.plots Diagnostic plots for glm's
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imp.moments Importance resampling estimates of moments
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imp.prob Importance resampling estimates of probabilities
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imp.quantile Importance resampling estimates of quantiles
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imp.weights Weights for importance resampling
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inv.logit Inverse logit function
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jack.after.boot Jackknife after bootstrap plots
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k3.linear Linear skewness approximation
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linear.approx Linear approximation to a statistic
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lines.saddle.distn Lines method for a saddlepoint distribution object
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logit Logit of a proportion
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norm.ci Normal approximation confidence intervals
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plot.boot Plot method for a bootstrap object
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print.boot Print method for a bootstrap object
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print.bootci Print method for a bootstrap confidence interval object
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print.saddle.distn Print method for a saddlepoint distribution object
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print.simplex Print method for a simplex object
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saddle Simple and conditional saddlepoint calculations
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saddle.distn Approximate a distribution by saddlepoint
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simplex Tableau simplex method for linear programming
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smooth.f Frequency smoothing
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tilt.boot Tilted bootstrap
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tsboot Bootstrap for time series
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var.linear Linear variance approximation
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The package also contains some items used in the practicals of
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"Bootstrap Methods and Their Applications" by A.C. Davison and D.V. Hinkley
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(1997, Cambridge University Press). The objects are not intended to be used
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except in the context of these practicals. The objects are
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cd4.nested A nested bootstrap referred to in Practical 5.5
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corr.nested The statistic used in cd4.nested
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EL.profile, EEF.profile, and lik.CI
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functions defined for use in the practicals of chapter 10.
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