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programming-examples/r/Do bootstrap inference, as ...

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R

# Goals: Do bootstrap inference, as an example, for a sample median.
library(boot)
samplemedian <- function(x, d) { # d is a vector of integer indexes
return(median(x[d])) # The genius is in the x[d] notation
}
data <- rnorm(50) # Generate a dataset with 50 obs
b <- boot(data, samplemedian, R=2000) # 2000 bootstrap replications
cat("Sample median has a sigma of ", sd(b$t[,1]), "\n")
plot(b)
# Make a 99% confidence interval
boot.ci(b, conf=0.99, type="basic")