datadr (version 0.8.5)

drBLB: Bag of Little Bootstraps Transformation Method

Description

Bag of little bootstraps transformation method

Usage

drBLB(x, statistic, metric, R, n)

Arguments

x

a subset of a ddf

statistic

a function to apply to the subset specifying the statistic to compute. Must have arguments 'data' and 'weights' - see details). Must return a vector, where each element is a statistic of interest.

metric

a function specifying the metric to be applied to the R bootstrap samples of each statistic returned by statistic. Expects an input vector and should output a vector.

R

the number of bootstrap samples

n

the total number of observations in the data

Details

It is necessary to specify weights as a parameter to the statistic function because for BLB to work efficiently, it must resample each time with a sample of size n. To make this computationally possible for very large n, we can use weights (see reference for details). Therefore, only methods with a weights option can legitimately be used here.

References

Kleiner, Ariel, et al. "A scalable bootstrap for massive data." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 76.4 (2014): 795-816.

See Also

divide, recombine

Examples

## Not run: 
# # BLB is meant to run on random replicate divisions
# rrAdult <- divide(adult, by = rrDiv(1000), update = TRUE)
# 
# adultBlb <- rrAdult %>% addTransform(function(x) {
#   drBLB(x,
#     statistic = function(x, weights)
#       coef(glm(incomebin ~ educationnum + hoursperweek + sex,
#         data = x, weights = weights, family = binomial())),
#     metric = function(x)
#       quantile(x, c(0.05, 0.95)),
#     R = 100,
#     n = nrow(rrAdult)
#   )
# })
# 
# # compute the mean of the resulting CI limits
# # (this will take a little bit of time because of resampling)
# coefs <- recombine(adultBlb, combMean)
# matrix(coefs, ncol = 2, byrow = TRUE)
# ## End(Not run)