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Last data update: 2014.03.03

R: SPIn with Bootstrap

bootSPIn

R Documentation

SPIn with Bootstrap

Description

Compute the shortest probability interval (spin) using SPIn with bootstrap.

Usage

bootSPIn(x, n.boot = 50, conf = 0.95, bw = 0, lb = -Inf, ub = Inf, l = NA, u = NA)

Arguments

`x`	A vector of samples from the distribution.
`n.boot`	Number of bootstraps.
`conf`	Scalar, the confidence level desired.
`bw`	Scalar, the bandwidth of the weighting kernel in terms of sample points. If not specified, sqrt(n) will be used, where n is the sample size.
`lb,ub`	Scalars, the lower and upper bounds of the distribution. If specified, a pseudo-sample point equal to the corresponding bound will be added.
`l,u`	Scalars, weighting centers (if provided).

Details

spin.boot computes the shortest probability interval for a distribution using SPIn with bootstrap.

Value

spin.boot returns an object of class 'SPIn'. An object of class 'SPIn' is a list containing the following components:

`spin`	A vector of length 2 with the lower and upper endpoints of the interval.
`conf`	The confidence level.
`x`	A vector of samples from the distribution.
`w.l,w.u`	Vectors of the computed weights.
`l.l,l.u,u.l,u.u`	Endpoints of the weights.

Note

This function assumes that the distribution is unimodal, and computes only 1 interval, not the set of intervals that are appropriate for multimodal distributions.

Author(s)

Ying Liu yliu@stat.columbia.edu

References

Simulation efficient shortest probability intervals. (arXiv:1302.2142)

Examples

x <- rgamma(100,3)
bootSPIn(x)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(SPIn)
Loading required package: quadprog
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/SPIn/bootSPIn.Rd_%03d_medium.png", width=480, height=480)
> ### Name: bootSPIn
> ### Title: SPIn with Bootstrap
> ### Aliases: bootSPIn
> ### Keywords: ~kwd1 ~kwd2
> 
> ### ** Examples
> 
> x <- rgamma(100,3)
> bootSPIn(x)
$spin
[1] 0.2433207 6.5576748

$conf
[1] 0.95

$x
  [1] 0.1433819 0.3142807 0.4482422 0.4640225 0.5961586 0.6084380 0.6713354
  [8] 0.6773032 0.6845424 0.7136049 0.7392136 0.7800528 0.8997425 0.9896822
 [15] 0.9898831 1.0045772 1.0207955 1.0231631 1.0938095 1.1038627 1.2787839
 [22] 1.2892222 1.4463101 1.4577106 1.5258429 1.5499204 1.7020122 1.8155723
 [29] 1.8201277 1.8398891 1.8947263 1.9018451 1.9512350 1.9721735 1.9987015
 [36] 2.0927159 2.2102145 2.3103053 2.3508682 2.3842066 2.3990982 2.4797129
 [43] 2.4849884 2.5426792 2.5734396 2.7412512 2.7493937 2.7555056 2.7654257
 [50] 2.7695003 2.8313748 2.8404939 2.8459163 3.0380713 3.1048049 3.1421630
 [57] 3.1705174 3.2870515 3.2942129 3.4212580 3.4214971 3.4337704 3.4395055
 [64] 3.4478941 3.4553017 3.5248962 3.5270138 3.5540941 3.5660882 3.5731119
 [71] 3.6233337 3.6724749 3.6815955 3.8488326 3.8943240 3.8987197 3.9305353
 [78] 4.0393772 4.1268260 4.1995582 4.2174398 4.3068905 4.5245923 4.6749177
 [85] 4.7875169 4.9636645 4.9717070 4.9944771 5.1114496 5.1212632 5.2642597
 [92] 5.3926510 5.4952581 5.8052434 6.0446469 6.1527174 6.5787286 8.9990892
 [99] 9.2635863 9.6166441

$w.l
  [1] 0.640571429 0.142793651 0.142793651 0.022793651 0.022793651 0.010793651
  [7] 0.010793651 0.002222222 0.002222222 0.002222222 0.000000000 0.000000000
 [13] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [19] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [25] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [31] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [37] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [43] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [49] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [55] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [61] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [67] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [73] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [79] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [85] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [91] 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
 [97] 0.000000000 0.000000000 0.000000000 0.000000000

$w.u
  [1] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
  [7] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [13] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [19] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [25] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [31] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [37] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [43] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [49] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [55] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [61] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [67] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [73] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [79] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [85] 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 [91] 0.05773469 0.10363471 0.10773533 0.12915993 0.14191851 0.14410451
 [97] 0.11511797 0.08996056 0.06304932 0.04758446

$l.l
[1] 1

$l.u
[1] 10

$u.l
[1] 91

$u.u
[1] 100

attr(,"class")
[1] "SPIn"
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>