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Type 'q()' to quit R. > x <- c(3862.5,3875.7,3875.9,3877.7,3880.4,3883.4,3884.2,3884.8,3894.9,3903.3,3911.2,3928.9,3945.6,3965.7,3992.3,4008.7,4014.8,4020.6,4037.5,4058.5,4082.3,4102.4,4127.1,4144.4,4161,4168.2,4178.3,4174.1,4165.7,4167.9,4158.3,4158.3,4143.7,4157.5,4164.8,4173.9,4181.2,4190.7,4206.6,4222.1,4245.8,4255.4,4266.1,4273.6,4282.1,4299.8,4315.7,4331.7,4348.4,4367.8,4387.2,4410.9,4436,4453.8,4469.1,4472,4458.2,4449,4441.5,4445.7,4453.9,4469.7,4487.5,4504,4524.1,4540.5,4548.4,4554.2,4558,4557.5,4554.5,4550,4543.8,4538.2,4543.3,4545.1) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_bootstrapplot.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > # > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > if (par1 < 10) par1 = 10 > if (par1 > 5000) par1 = 5000 > if (par2 < 3) par2 = 3 > if (par2 > length(x)) par2 = length(x) > library(lattice) > library(boot) Attaching package: 'boot' The following object is masked from 'package:lattice': melanoma > boot.stat <- function(s) + { + s.mean <- mean(s) + s.median <- median(s) + s.midrange <- (max(s) + min(s)) / 2 + c(s.mean, s.median, s.midrange) + } > (r <- tsboot(x, boot.stat, R=par1, l=12, sim='fixed')) BLOCK BOOTSTRAP FOR TIME SERIES Fixed Block Length of 12 Call: tsboot(tseries = x, statistic = boot.stat, R = par1, l = 12, sim = "fixed") Bootstrap Statistics : original bias std. error t1* 4234.442 -12.04092 72.82868 t2* 4198.650 24.55400 116.45963 t3* 4210.250 0.61900 31.24139 > postscript(file="/var/wessaorg/rcomp/tmp/1nzqb1429528625.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,1],type='p',ylab='simulated values',main='Simulation of Mean') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2gxdw1429528625.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,2],type='p',ylab='simulated values',main='Simulation of Median') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3r8n81429528625.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,3],type='p',ylab='simulated values',main='Simulation of Midrange') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/48oyk1429528625.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,1],col='black',main='Density Plot',xlab='mean') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/544gx1429528625.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,2],col='black',main='Density Plot',xlab='median') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6yh1e1429528625.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/wessaorg/rcomp/tmp/7jfc21429528625.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(4038.47368421053, 4175.67105263158, 4222.12960526316, : some notches went outside hinges ('box'): maybe set notch=FALSE > grid() > dev.off() null device 1 > > #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.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/wessaorg/rcomp/tmp/8fl2u1429528625.tab") > > try(system("convert tmp/1nzqb1429528625.ps tmp/1nzqb1429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/2gxdw1429528625.ps tmp/2gxdw1429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/3r8n81429528625.ps tmp/3r8n81429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/48oyk1429528625.ps tmp/48oyk1429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/544gx1429528625.ps tmp/544gx1429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/6yh1e1429528625.ps tmp/6yh1e1429528625.png",intern=TRUE)) character(0) > try(system("convert tmp/7jfc21429528625.ps tmp/7jfc21429528625.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.816 0.432 3.271