Hi dear R-experts,
I want to compare the bootstrap percentile interval, the Z interval, the T
interval, etc.So I use a function (I have modified a few things) I have found
on stats.stackexchange.
simfun <- function(n=20) {x <- rnorm(n)m.x <- mean(x)s.x <- sd(x)z <-
m.x/(1/sqrt(n))t <- m.x/(s.x/sqrt(n))b <- replicate(1000, mean(sample(x,
replace=TRUE)))c( t=abs(t) > qt(0.975,n-1), z=abs(z) > qnorm(0.975),z2 = abs(t)
> qnorm(0.975), b= (0 < quantile(b, 0.025)) | (0 > quantile(b, 0.975))) } out
<- replicate(1000, simfun())rowMeans(out)
t z z2 b.2.5% 0.045 0.052 0.061 0.070
I still have the bootstrap percentile interval. Now, starting from this
function here above, I would like to calculate all the other intervals
(t-studentized, BCa, etc.) using the boot package and the boot.ci function
(type="all"). How can I do ?
Thanks for your help.
Best,
SV
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