Bootstrap Confidence Intervals in R
Asked Answered
I

1

5

I am a new R user, and am having trouble using the boot package. All I want to do is use bootstrapping to produce confidence intervals around a mean for a vector of numbers, such as:

x <- rnorm(100, 1, .5)

Any tips?

Inaction answered 16/2, 2012 at 2:16 Comment(0)
I
12

Doesn't the following suffice?

library(boot)
x <- rnorm(100, 1, .5)
b <- boot(x, function(u,i) mean(u[i]), R = 999)
boot.ci(b, type = c("norm", "basic", "perc"))
Insuperable answered 16/2, 2012 at 2:41 Comment(2)
What do the 'u' and 'i' indicate here?Aborigine
@cryptic0: that is explained in ?boot. u will be the original data (x, in this example), and i the vector of indices corresponding to a boostrap sample (the function will be called R times, for different samples). If the data is a vector, the bootstrap sample is u[i], if it is a data.frame, it is u[i,]. (Of course, since u and i are the formal arguments of the function, they do not have any value outside this function.)Insuperable

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