# Bootstrap statistics (overlay for the boot package) # Gilles Pujol 2006 # bootstats(b, conf = 0.95, type = "norm") # b : object of class 'boot' # confidence : confidence level for bootstrap bias-corrected confidence # intervals # type : type of confidence interval, "norm" or "basic" # # returns : a data.frame of bootstrap statistics bootstats <- function(b, conf = 0.95, type = "norm") { p <- length(b$t0) lab <- c("original", "bias", "std. error", "min. c.i.", "max. c.i.") out <- as.data.frame(matrix(nrow = p, ncol = length(lab), dimnames = list(NULL, lab))) for (i in 1 : p) { # original estimation, bias, standard deviation out[i, "original"] <- b$t0[i] out[i, "bias"] <- mean(b$t[, i]) - b$t0[i] out[i, "std. error"] <- sd(b$t[, i]) # confidence interval if (type == "norm") { ci <- boot.ci(b, index = i, type = "norm", conf = conf) if (!is.null(ci)) { out[i, "min. c.i."] <- ci$norm[2] out[i, "max. c.i."] <- ci$norm[3] } } else if (type == "basic") { ci <- boot.ci(b, index = i, type = "basic", conf = conf) if (!is.null(ci)) { out[i, "min. c.i."] <- ci$basic[4] out[i, "max. c.i."] <- ci$basic[5] } } } return(out) }