R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-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. > x <- c(374.92,375.63,376.51,377.75,378.54,378.21,376.65,374.28,373.12,373.1,374.67,375.97,377.03,377.87,378.88,380.42,380.62,379.66,377.48,376.07,374.1,374.47,376.15,377.51,378.43,379.7,380.91,382.2,382.45,382.14,380.6,378.6,376.72,376.98,378.29,380.07,381.36,382.19,382.65,384.65,384.94,384.01,382.15,380.33,378.81,379.06,380.17,381.85,382.88,383.77,384.42,386.36,386.53,386.01,384.45,381.96,380.81,381.09,382.37,383.84,385.42,385.72,385.96,387.18,388.5,387.88,386.38,384.15,383.07,382.98,384.11,385.54,386.92,387.41,388.77,389.46,390.18,389.43,387.74,385.91,384.77,384.38,385.99,387.26) > par2 = '12' > par1 = '500' > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > if (par1 < 10) par1 = 10 > if (par1 > 5000) par1 = 5000 > if (par2 < 3) par2 = 3 > if (par2 > length(x)) par2 = length(x) > library(lattice) > library(boot) Attaching package: 'boot' The following object(s) are masked from 'package:lattice': melanoma > boot.stat <- function(s) + { + s.mean <- mean(s) + s.median <- median(s) + c(s.mean, s.median) + } > (r <- tsboot(x, boot.stat, R=par1, l=12, sim='fixed')) BLOCK BOOTSTRAP FOR TIME SERIES Fixed Block Length of 12 Call: tsboot(tseries = x, statistic = boot.stat, R = par1, l = 12, sim = "fixed") Bootstrap Statistics : original bias std. error t1* 381.6485 0.0581931 1.264132 t2* 382.0500 -0.2291200 1.654911 > z <- data.frame(cbind(r$t[,1],r$t[,2])) > colnames(z) <- list('mean','median') > postscript(file="/var/wessaorg/rcomp/tmp/1vb581323686316.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > b <- boxplot(z,notch=TRUE,ylab='simulated values',main='Bootstrap Simulation - Central Tendency') > grid() > dev.off() null device 1 > b $stats [,1] [,2] [1,] 378.3690 377.81 [2,] 380.8189 380.60 [3,] 381.7202 382.14 [4,] 382.5927 382.88 [5,] 385.2317 385.54 $n [1] 500 500 $conf [,1] [,2] [1,] 381.5949 381.9789 [2,] 381.8456 382.3011 $out [1] 378.0892 $group [1] 1 $names [1] "mean" "median" > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimation Results of Blocked Bootstrap',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'statistic',header=TRUE) > a<-table.element(a,'Q1',header=TRUE) > a<-table.element(a,'Estimate',header=TRUE) > a<-table.element(a,'Q3',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'IQR',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mean',header=TRUE) > q1 <- quantile(r$t[,1],0.25)[[1]] > q3 <- quantile(r$t[,1],0.75)[[1]] > a<-table.element(a,q1) > a<-table.element(a,r$t0[1]) > a<-table.element(a,q3) > a<-table.element(a,sqrt(var(r$t[,1]))) > a<-table.element(a,q3-q1) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'median',header=TRUE) > q1 <- quantile(r$t[,2],0.25)[[1]] > q3 <- quantile(r$t[,2],0.75)[[1]] > a<-table.element(a,q1) > a<-table.element(a,r$t0[2]) > a<-table.element(a,q3) > a<-table.element(a,sqrt(var(r$t[,2]))) > a<-table.element(a,q3-q1) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/215ue1323686316.tab") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'95% Confidence Intervals',3,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'',1,TRUE) > a<-table.element(a,'Mean',1,TRUE) > a<-table.element(a,'Median',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Lower Bound',1,TRUE) > a<-table.element(a,b$conf[1,1]) > a<-table.element(a,b$conf[1,2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Upper Bound',1,TRUE) > a<-table.element(a,b$conf[2,1]) > a<-table.element(a,b$conf[2,2]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/381di1323686316.tab") > > try(system("convert tmp/1vb581323686316.ps tmp/1vb581323686316.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.814 0.074 0.887