perc function

Extract percentiles from a bootstrap sampling distribution.

perc can be used to extract percentiles from the sampling distribution of a statistic.

perc(boot.out, p = c(0.025, 0.975))
perc.lm(lm.boot.obj, p)

Arguments

• boot.out: Output from either one.boot, two.boot, or pairs.boot.
• p: numeric vector with values in [0, 1].
• lm.boot.obj: An object of class "lm.simpleboot", returned from lm.boot.

Details

perc automatically calls perc.lm if boot.out is of the class "lm.simpleboot" so there is no need to use perc.lm separately.

Returns

For bootstraps which are not linear model bootstraps, perc

returns a vector of percentiles of length length(p). Linear interpolation of percentiles is done if necessary. perc.lm returns a matrix of percentiles of each of the model coefficients. For example, if there are k model coefficients, the perc.lm returns a length(p) by k matrix.

Examples

x <- rnorm(100)
b <- one.boot(x, median, R = 1000)
perc(b, c(.90, .95, .99))

Author(s)

Roger D. Peng