Draws non-parametric bootstrap samples
# S3 method for class 'lvm'
bootstrap(x,R=100,data,fun=NULL,control=list(),
p, parametric=FALSE, bollenstine=FALSE,
constraints=TRUE,sd=FALSE, mc.cores,
future.args=list(future.seed=TRUE),
...)
# S3 method for class 'lvmfit'
bootstrap(x,R=100,data=model.frame(x),
control=list(start=coef(x)),
p=coef(x), parametric=FALSE, bollenstine=FALSE,
estimator=x$estimator,weights=Weights(x),...)
lvm
-object.
Number of bootstrap samples
The data to resample from
Optional function of the (bootstrapped) model-fit defining the statistic of interest
Options to the optimization routine
Parameter vector of the null model for the parametric bootstrap
If TRUE a parametric bootstrap is calculated. If FALSE a non-parametric (row-sampling) bootstrap is computed.
Bollen-Stine transformation (non-parametric bootstrap) for bootstrap hypothesis testing.
Logical indicating whether non-linear parameter constraints should be included in the bootstrap procedure
Logical indicating whether standard error estimates should be included in the bootstrap procedure
Optional number of cores for parallel computing. If omitted future.apply will be used (see future::plan)
arguments to future.apply::future_lapply
Additional arguments, e.g. choice of estimator.
String definining estimator, e.g. 'gaussian' (see
estimator
)
Optional weights matrix used by estimator
A bootstrap.lvm
object.
m <- lvm(y~x)
d <- sim(m,100)
e <- estimate(lvm(y~x), data=d)
## Reduce Ex.Timings
B <- bootstrap(e,R=50,mc.cores=1)
B
#> Non-parametric bootstrap statistics (R=50):
#>
#> Estimate Bias Std.Err 2.5 % 97.5 %
#> y -0.02797440 -0.02446408 0.09076098 -0.21276743 0.11109505
#> y~x 0.91271522 -0.02885440 0.06849834 0.75899923 0.99515857
#> y~~y 0.95969487 -0.01217674 0.16545588 0.67932143 1.28333411
#>