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  • bootstrap() generate bootstrap estimations of an MCD.

  • jackknife() generate jackknife estimations of an MCD.

Usage

# S4 method for MeanDate
bootstrap(object, n = 1000, f = NULL)

# S4 method for MeanDate
jackknife(object)

# S4 method for MeanDate
simulate(
  object,
  n = 1000,
  interval = c("student", "normal", "percentiles"),
  level = 0.8
)

Arguments

object

A MeanDate object (typically returned by mcd()).

n

A non-negative integer specifying the number of bootstrap replications.

f

A function that takes a single numeric vector (the result of the resampling procedure) as argument.

interval

A character string giving the type of confidence interval to be returned. It must be one "student" (the default), "normal" or "percentiles". Any unambiguous substring can be given.

level

A length-one numeric vector giving the confidence level.

Value

If f is NULL, bootstrap() and jackknife() return a data.frame

with the following elements (else, returns the result of f applied to the n resampled values) :

original

The observed value.

mean

The bootstrap/jackknife estimate of mean.

bias

The bootstrap/jackknife estimate of bias.

error

The boostrap/jackknife estimate of standard erro.

See also

Other resampling methods: resample_event

Author

N. Frerebeau