R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-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(-1,-2,-5,-4,-6,-2,-2,-2,-2,2,1,-8,-1,1,-1,2,2,1,-1,-2,-2,-1,-8,-4,-6,-3,-3,-7,-9,-11,-13,-11,-9,-17,-22,-25,-20,-24,-24,-22,-19,-18,-17,-11,-11,-12,-10,-15,-15,-15,-13,-8,-13,-9,-7,-4,-4,-2,0,-2,-3,1,-2,-1,1,-3,-4,-9,-9,-7,-14,-12) > par2 = '12' > par1 = '50' > par2 <- '12' > par1 <- '50' > #'GNU S' R Code compiled by R2WASP v. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), Blocked Bootstrap Plot for Central Tendency (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_bootstrapplot.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > # > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > if (par1 < 10) par1 = 10 > if (par1 > 5000) par1 = 5000 > if (par2 < 3) par2 = 3 > if (par2 > length(x)) par2 = length(x) > library(lattice) > library(boot) Attaching package: 'boot' The following object(s) are masked from 'package:lattice': melanoma > boot.stat <- function(s) + { + s.mean <- mean(s) + s.median <- median(s) + s.midrange <- (max(s) + min(s)) / 2 + c(s.mean, s.median, s.midrange) + } > (r <- tsboot(x, boot.stat, R=par1, l=12, sim='fixed')) BLOCK BOOTSTRAP FOR TIME SERIES Fixed Block Length of 12 Call: tsboot(tseries = x, statistic = boot.stat, R = par1, l = 12, sim = "fixed") Bootstrap Statistics : original bias std. error t1* -7.472222 0.3736111 2.213803 t2* -6.000000 0.5200000 2.837360 t3* -11.500000 0.9000000 1.843355 > postscript(file="/var/fisher/rcomp/tmp/1i8wb1354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,1],type='p',ylab='simulated values',main='Simulation of Mean') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2jde01354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,2],type='p',ylab='simulated values',main='Simulation of Median') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/38h7g1354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,3],type='p',ylab='simulated values',main='Simulation of Midrange') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4nu131354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,1],col='black',main='Density Plot',xlab='mean') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5uyeh1354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,2],col='black',main='Density Plot',xlab='median') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/6p8x71354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,3],col='black',main='Density Plot',xlab='midrange') > dev.off() null device 1 > z <- data.frame(cbind(r$t[,1],r$t[,2],r$t[,3])) > colnames(z) <- list('mean','median','midrange') > postscript(file="/var/fisher/rcomp/tmp/7j2rv1354808893.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > boxplot(z,notch=TRUE,ylab='simulated values',main='Bootstrap Simulation - Central Tendency') Warning message: In bxp(list(stats = c(-11.3194444444444, -8.43055555555556, -7.07638888888889, : some notches went outside hinges ('box'): maybe set notch=FALSE > grid() > dev.off() null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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.row.start(a) > a<-table.element(a,'midrange',header=TRUE) > q1 <- quantile(r$t[,3],0.25)[[1]] > q3 <- quantile(r$t[,3],0.75)[[1]] > a<-table.element(a,q1) > a<-table.element(a,r$t0[3]) > a<-table.element(a,q3) > a<-table.element(a,sqrt(var(r$t[,3]))) > a<-table.element(a,q3-q1) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/8hjuv1354808893.tab") > > try(system("convert tmp/1i8wb1354808893.ps tmp/1i8wb1354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/2jde01354808893.ps tmp/2jde01354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/38h7g1354808893.ps tmp/38h7g1354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/4nu131354808893.ps tmp/4nu131354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/5uyeh1354808893.ps tmp/5uyeh1354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/6p8x71354808893.ps tmp/6p8x71354808893.png",intern=TRUE)) character(0) > try(system("convert tmp/7j2rv1354808893.ps tmp/7j2rv1354808893.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.101 1.010 5.102