bootstrap function

Bootstrap Lambert W x F estimates

Bootstrap Lambert W x F estimates

Analyzes the Lambert W x F for a given dataset based on bootstrapping. Depends on the boot package and returns a "boot" object.

bootstrap(object, ...) ## S3 method for class 'LambertW_fit' bootstrap(object, sample.size = length(object$data), R = 100, ...)

Arguments

  • object: an object of class "LambertW_fit"; usually output of IGMM or MLE_LambertW.
  • ...: additional arguments passed to boot.
  • sample.size: sample size of the bootstrap. By default, equal to the original data length.
  • R: number of replicates for the bootstrap. See boot for details.

Returns

An object of class "boot" representing the bootstrap analysis of θ^\hat{\theta} (or τ^\hat{\tau}) of an Lambert W x F estimator (LambertW_fit).

Examples

## Not run: yy <- rLambertW(n = 1000, theta = list(delta = c(0.1), beta = c(2, 1)), distname = "normal") mod.igmm <- IGMM(yy, type = "h") boot.est <- bootstrap(mod.igmm, R = 100) # use summary and plot from 'boot' pkg plot(boot.est, 3) summary(boot.est) ## End(Not run)
  • Maintainer: Georg M. Goerg
  • License: GPL (>= 2)
  • Last published: 2023-11-30