- 追加された行はこの色です。
- 削除された行はこの色です。
- boot は削除されています。
- boot の差分を削除
パッケージ 'boot' の情報
記述：
Package: boot
Priority: recommended
Version: 1.2-40
Date: 2009-10-07
Author: S original
<http://statwww.epfl.ch/davison/BMA/library.html>
by Angelo Canty <cantya@mcmaster.ca>. R port by
Brian Ripley <ripley@stats.ox.ac.uk>.
Maintainer: Brian Ripley <ripley@stats.ox.ac.uk>
Description: functions and datasets for bootstrapping from the
book "Bootstrap Methods and Their Applications" by
A. C. Davison and D. V. Hinkley (1997, CUP).
Title: Bootstrap R (S-Plus) Functions (Canty)
Depends: R (>= 2.7.0), graphics, stats
Suggests: survival
LazyLoad: yes
LazyData: yes
License: Unlimited
Packaged: 2009-10-07 08:40:33 UTC; ripley
Repository: CRAN
Date/Publication: 2009-10-07 09:58:29
Built: R 2.10.0; ; 2009-10-13 06:25:07 UTC; unix
索引：
Bootstrap S-Plus Functions (Version 1.2; March 2001)
===========================================================
This version corrects some minor errors in Version 1.0 of the code
distributed with the first printing of Davison and Hinkley (1997).
The author would like to thank those users who pointed out errors or
possible improvements to the code. Any further errors found should be
reported to the author at the address below for correction in the
next version.
The package contains the following functions, all of which
have online help available.
abc.ci ABC confidence intervals
boot Main bootstrap function
boot.array Generate a bootstrap frequency/index array
boot.ci Bootstrap simulation confidence intervals
censboot Bootstrap for censored data and Cox regression models.
control Control variate calculations
corr Weighted form of correlation coefficient
cum3 Estimate the skewness
cv.glm Cross-validation for generalized linear models
empinf Calculate empirical influence values
envelope Confidence envelopes for functions
exp.tilt Exponential tilting
freq.array Convert an index array into a frequency array
glm.diag Diagnostics for generalized linear models
glm.diag.plots Diagnostic plots for glm's
imp.moments Importance resampling estimates of moments
imp.prob Importance resampling estimates of probabilities
imp.quantile Importance resampling estimates of quantiles
imp.weights Weights for importance resampling
inv.logit Inverse logit function
jack.after.boot Jackknife after bootstrap plots
k3.linear Linear skewness approximation
linear.approx Linear approximation to a statistic
lines.saddle.distn Lines method for a saddlepoint distribution object
logit 割合のロジット；Logit of a proportion
norm.ci Normal approximation confidence intervals
plot.boot bootstrapオブジェクトのプロット・メソッド；Plot method for a bootstrap object
print.boot bootstrapオブジェクトのプリント・メソッド；Print method for a bootstrap object
print.bootci bootstrap 信頼区間オブジェクトのプリント・メソッド；Print method for a bootstrap confidence interval object
print.saddle.distn Print method for a saddlepoint distribution object
print.simplex simplex オブジェクトのプリント・メソッド；Print method for a simplex object
saddle Simple and conditional saddlepoint calculations
saddle.distn Approximate a distribution by saddlepoint
simplex Tableau simplex method for linear programming
smooth.f Frequency smoothing
tilt.boot Tilted bootstrap
tsboot 時系列データのブートストラップ；Bootstrap for time series
var.linear Linear variance approximation
The package also contains some items used in the practicals of
"Bootstrap Methods and Their Applications" by A.C. Davison and D.V. Hinkley
(1997, Cambridge University Press). The objects are not intended to be used
except in the context of these practicals. The objects are
cd4.nested A nested bootstrap referred to in Practical 5.5
corr.nested The statistic used in cd4.nested
EL.profile, EEF.profile, and lik.CI
functions defined for use in the practicals of chapter 10.
Angelo J. Canty
Department of Mathematics and Statistics
Concordia University
1455 Blvd de Maisonneuve, Ouest
Montreal,
Quebec H3G 1M8
Canada
Tel : 1-514-848-3244
Fax : 1-514-848-4511
email : canty@cicma.concordia.ca
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