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moonboot

This is an R package for m-out-of-n bootstrap that provides functions for

• computation of confidence intervals
• estimation of the scaling factor tau
• different methods for estimating m

Usage

A typical usage is

# application of estimator to the subset indices
boot.stat <- function(dat, indices) {
  my.stat(dat[indices])
}

# apply m-out-of-n bootstrap
boot.out <- mboot(x, boot.stat, m=2*sqrt(length(x)))

# compute 95% confidence interval
ci <- mboot.ci(boot.out, type="basic")
print(ci)

Beware that the last command estimates the scaling factor, which can be quite unreliable. It is thus better to provide the scaling factor if it is known, e.g., for a root-n consistent estimator:

ci <- mboot.ci(boot.out, tau=function(n) { n^0.5 }, type="basic")

Installation

If you have cloned the repository to the directory moonboot, you can install it with

R CMD INSTALL moonboot

If you have downloaded a file release moonboot-X.Y.Z.tar.gz, you can install it with

R CMD INSTALL moonboot-X.Y.Z.tar.gz

If you want to remove the already installed package, you can uninstall it with

R CMD REMOVE moonboot

Reference

For details about the implemented methods and a comparative evaluation, see

Dalitz C. and Lögler M. (2024): “moonboot: An R Package Implementing m-out-of-n Bootstrap Methods.” https://doi.org/10.48550/arXiv.2412.05032

Authors & Copyright

• Christoph Dalitz, 2024 https://lionel.kr.hsnr.de/~dalitz/
• Felix Lögler, 2024

For licensing information, see the file LICENSE for details.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.