simpleboot (version 0.1-4)

perc: Extract percentiles from a bootstrap sampling distribution.

Description

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

Usage

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.uclaboot", returned from lm.boot.

Value

• 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.

Details

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

Examples

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