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Simple Bootstrap Confidence Intervals

Source: R/bootCI.R
bootCI.Rd

Convenience wrapper for calculating bootstrap confidence intervals for univariate and bivariate statistics.

Usage

bootCI(
  x,
  y = NULL,
  FUN,
  ...,
  bci.method = c("norm", "basic", "stud", "perc", "bca"),
  conf.level = 0.95,
  sides = c("two.sided", "left", "right"),
  R = 999
)

Arguments

x

a (non-empty) numeric vector of data values.

y

NULL (default) or a vector with compatible dimensions to x, when a bivariate statistic is used.

FUN

the function to be used.

...

further arguments are passed to the function FUN.

bci.method

a vector of character strings representing the type of intervals required. The value should be any subset of the values "norm", "basic", "stud", "perc", "bca", as it is passed on as method to boot::boot.ci().

conf.level

confidence level of the interval.

sides

a character string specifying the side of the confidence interval, must be one of "two.sided" (default), "left" or "right". You can specify just the initial letter. "left" would be analogue to a hypothesis of "greater" in a t.test.

R

number of bootstrap replicates. Usually this will be a single positive integer. For importance resampling, some resamples may use one set of weights and others use a different set of weights. In this case R would be a vector of integers where each component gives the number of resamples from each of the rows of weights.

Value

A named numeric vector with three elements:

est

the estimate calculated by FUN.

lci

lower confidence interval bound.

uci

upper confidence interval bound.

Examples


set.seed(1984)
bootCI(mtcars$mpg, FUN=mean, na.rm=TRUE, bci.method="basic")
#>      est      lci      uci 
#> 20.09062 17.99062 22.19687 
bootCI(mtcars$mpg, FUN=mean, trim=0.1, na.rm=TRUE, bci.method="basic")
#>      est      lci      uci 
#> 19.69615 17.46923 21.78846 

# bootCI(mtcars$mpg, FUN=DescToolsX::skewX, na.rm=TRUE, bci.method="basic")

# bootCI(Pizza$operator, Pizza$area, FUN=cramerV)

spearman <- function(x,y) cor(x, y, method="spearman", use="p")
bootCI(mtcars$mpg, mtcars$hp, FUN=spearman)
#>        est        lci        uci 
#> -0.8946646 -0.9981280 -0.8188144