A helper function to generate a multiplier bootstrap sample
gen_boot_sample(epsilon_mat, obs_ic, center = TRUE, param_est = 0, rate = "n")
The matrix of Normal observations with independent observations from a normal with an identity Covariance matrix.
The empirical estimate of the influence curve to be used in the multiplier bootstrap.
Boolean. If true, the bootstrapped data will be centered at zero. Otherwise, it will be centered at param_est.
The estimated parameters which will be the mean of the multiplier bootstrap sample.
Normalizing constant. Should either be "n"
or
"rootn"
.
Number of desired observations from your bootstrapped sample.
A sample of size n
generated using a multiplier bootstrap
with a variance given by t(obs_ic
)