Consider the following bootstrap:
library(MASS)
library(boot)
# c)
set.seed(1)
boot.fn= function(data, index) mean(data[index])
output=boot(Boston$medv, boot.fn, 1000)
If we run print(output)
, we get
Call:
boot(data = Boston$medv, statistic = boot.fn, R = 1000)
Bootstrap Statistics :
original bias std. error
t1* 22.53281 0.008517589 0.4119374
However, when I examine the output
object, I cannot find values representing the bootstrap statistics. Where is original
, bias
and std. error
in the actual output
object returned by boot?
They are calculated by print.boot
and not stored in the boot
object. Look at getAnywhere(print.boot)
for the details.
You can either calculate these values yourself or use capture.output
.
For your example:
#original:
output$t0
#bias:
mean(output$t)-output$t0
#se:
sd(output$t)
This command seems to work:
apply(output$t,2,sd)[1]
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