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(12117,11597,12291,12461,13469,13448,13896,13846,13159,13682,13083,13507,12545,12076,13181,13395,14108,14017,14464,14139,13393,13979,13538,13752,12729,12308,13663,13660,14367,14737,15155,15616,14738,14872,14551,15020,13884,13224,14771,14645,15960,16223,16073,16233,15210,15173,14696,15202,14492,14176,15634,16043,17448,16975,17055,17286,15987,16682,16243,16580) > 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* 14440.9 -19.55367 406.7887 t2* 14271.5 43.05200 515.1737 > z <- data.frame(cbind(r$t[,1],r$t[,2])) > colnames(z) <- list('mean','median') > postscript(file="/var/wessaorg/rcomp/tmp/16yvy1321392814.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,] 13413.75 13448.00 [2,] 14158.67 13896.00 [3,] 14407.99 14271.50 [4,] 14662.26 14680.75 [5,] 15408.45 15810.50 $n [1] 500 500 $conf [,1] [,2] [1,] 14372.41 14216.05 [2,] 14443.57 14326.95 $out [1] 15609.55 15615.65 15648.37 13343.85 13393.02 15987.00 15987.00 15987.00 [9] 15987.00 16043.00 $group [1] 1 1 1 1 1 2 2 2 2 2 $names [1] "mean" "median" > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimation Results of Blocked Bootstrap',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'statistic',header=TRUE) > a<-table.element(a,'Q1',header=TRUE) > a<-table.element(a,'Estimate',header=TRUE) > a<-table.element(a,'Q3',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'IQR',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mean',header=TRUE) > q1 <- quantile(r$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$t[,2]))) > a<-table.element(a,q3-q1) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/2g10i1321392814.tab") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'95% Confidence Intervals',3,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'',1,TRUE) > a<-table.element(a,'Mean',1,TRUE) > a<-table.element(a,'Median',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Lower Bound',1,TRUE) > a<-table.element(a,b$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/3lcyg1321392814.tab") > > try(system("convert tmp/16yvy1321392814.ps tmp/16yvy1321392814.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.913 0.092 1.015