onesampb function

One-sample percentile bootstrap

One-sample percentile bootstrap

Tests whether a robust location measure (median, Huber Psi) differs from a null value and reports a 95% confidence interval based on percentile bootstrap.

onesampb(x, est = "onestep", nboot = 2000, nv = 0, alpha = 0.05, ...)

Arguments

  • x: a numeric vector.
  • est: robust estimator to be used ("onestep", "mom", or "median").
  • nboot: number of bootstrap samples.
  • nv: value under H0.
  • alpha: alpha level.
  • ...: currently ignored.

Returns

Returns an object of class "onesampb" containing:

  • ci: 95% confidence interval

  • estimate: robust location sample estimate

  • p.value: p-value

  • n: number of effective observations

  • call: function call

References

Wilcox, R. (2017). Introduction to Robust Estimation and Hypothesis Testing (4th ed.). Elsevier.

See Also

t1way

Examples

set.seed(123) x <- rnorm(30) onesampb(x, nboot = 100) ## H0: Psi = 0 set.seed(123) x <- rlnorm(30) onesampb(x, est = "median", nv = 1) ## H0: median = 1