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Type 'q()' to quit R. > x <- c(89.72,89.95,90.19,90.23,90.32,90.86,90.99,90.98,91.22,91.42,91.55,91.67,92.30,92.92,93.10,93.23,93.36,93.42,93.58,93.68,94.02,94.29,94.54,94.64,96.70,96.83,97.07,97.11,97.42,97.44,97.67,97.84,98.17,98.31,98.42,98.44,98.89,99.26,99.59,99.82,99.95,99.99,100.28,100.38,100.46,100.52,100.43,100.44,101.33,101.43,101.41,101.53,101.58,101.73,102.12,101.86,101.93,101.86,101.92,102.02) > par4 = 'P1 P5 Q1 Q3 P95 P99' > par3 = '5' > par2 = '12' > par1 = '750' > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > if (par1 < 10) par1 = 10 > if (par1 > 5000) par1 = 5000 > if (par2 < 3) par2 = 3 > if (par2 > length(x)) par2 = length(x) > library(modeest) This is package 'modeest' written by P. PONCET. For a complete list of functions, use 'library(help = "modeest")' or 'help.start()'. > 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 + s.mode <- mlv(s,method='mfv')$M + s.kernelmode <- mlv(s, method='kernel')$M + c(s.mean, s.median, s.midrange, s.mode, s.kernelmode) + } > (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* 96.73883 0.04002733 1.4652564 t2* 97.55500 -0.44660667 2.5326173 t3* 95.92000 0.19062000 0.6778297 t4* 101.86000 -4.03813550 3.5579179 t5* 100.97034 -3.43125655 3.9931561 Warning messages: 1: In .deal.ties(ny, i, tie.action, tie.limit) : encountered a tie, and the difference between minimal and maximal value is > length('x') * 'tie.limit' the distribution could be multimodal 2: In .deal.ties(ny, i, tie.action, tie.limit) : encountered a tie, and the difference between minimal and maximal value is > length('x') * 'tie.limit' the distribution could be multimodal 3: In .deal.ties(ny, i, tie.action, tie.limit) : encountered a tie, and the difference between minimal and maximal value is > length('x') * 'tie.limit' the distribution could be multimodal > postscript(file="/var/wessaorg/rcomp/tmp/1gjco1464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,1],type='p',ylab='simulated values',main='Simulation of Mean') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2r9881464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,2],type='p',ylab='simulated values',main='Simulation of Median') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3wguf1464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,3],type='p',ylab='simulated values',main='Simulation of Midrange') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/40umc1464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,4],type='p',ylab='simulated values',main='Simulation of Mode') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5lmy81464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(r$t[,5],type='p',ylab='simulated values',main='Simulation of Mode of Kernel Density') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/60dk01464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,1],col='black',main='Density Plot',xlab='mean') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/71tz81464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$t[,2],col='black',main='Density Plot',xlab='median') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/88pec1464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~r$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$t[,3],r$t[,4],r$t[,5]) ) > colnames(z) <- list('mean','median','midrange','mode','mode.k.dens') > postscript(file="/var/wessaorg/rcomp/tmp/94bo41464531646.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > boxplot(z,notch=TRUE,ylab='simulated values',main='Bootstrap Simulation - Central Tendency') > grid() > dev.off() null device 1 > if (par4 == 'P1 P5 Q1 Q3 P95 P99') { + myq.1 <- 0.01 + myq.2 <- 0.05 + myq.3 <- 0.95 + myq.4 <- 0.99 + myl.1 <- 'P1' + myl.2 <- 'P5' + myl.3 <- 'P95' + myl.4 <- 'P99' + } > if (par4 == 'P0.5 P2.5 Q1 Q3 P97.5 P99.5') { + myq.1 <- 0.005 + myq.2 <- 0.025 + myq.3 <- 0.975 + myq.4 <- 0.995 + myl.1 <- 'P0.5' + myl.2 <- 'P2.5' + myl.3 <- 'P97.5' + myl.4 <- 'P99.5' + } > if (par4 == 'P10 P20 Q1 Q3 P80 P90') { + myq.1 <- 0.10 + myq.2 <- 0.20 + myq.3 <- 0.80 + myq.4 <- 0.90 + myl.1 <- 'P10' + myl.2 <- 'P20' + myl.3 <- 'P80' + myl.4 <- 'P90' + } > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimation Results of Blocked Bootstrap',10,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'statistic',header=TRUE) > a<-table.element(a,myl.1,header=TRUE) > a<-table.element(a,myl.2,header=TRUE) > a<-table.element(a,'Q1',header=TRUE) > a<-table.element(a,'Estimate',header=TRUE) > a<-table.element(a,'Q3',header=TRUE) > a<-table.element(a,myl.3,header=TRUE) > a<-table.element(a,myl.4,header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'IQR',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mean',header=TRUE) > q1 <- quantile(r$t[,1],0.25)[[1]] > q3 <- quantile(r$t[,1],0.75)[[1]] > p01 <- quantile(r$t[,1],myq.1)[[1]] > p05 <- quantile(r$t[,1],myq.2)[[1]] > p95 <- quantile(r$t[,1],myq.3)[[1]] > p99 <- quantile(r$t[,1],myq.4)[[1]] > a<-table.element(a,signif(p01,par3)) > a<-table.element(a,signif(p05,par3)) > a<-table.element(a,signif(q1,par3)) > a<-table.element(a,signif(r$t0[1],par3)) > a<-table.element(a,signif(q3,par3)) > a<-table.element(a,signif(p95,par3)) > a<-table.element(a,signif(p99,par3)) > a<-table.element( a,signif( sqrt(var(r$t[,1])),par3 ) ) > a<-table.element(a,signif(q3-q1,par3)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'median',header=TRUE) > q1 <- quantile(r$t[,2],0.25)[[1]] > q3 <- quantile(r$t[,2],0.75)[[1]] > p01 <- quantile(r$t[,2],myq.1)[[1]] > p05 <- quantile(r$t[,2],myq.2)[[1]] > p95 <- quantile(r$t[,2],myq.3)[[1]] > p99 <- quantile(r$t[,2],myq.4)[[1]] > a<-table.element(a,signif(p01,par3)) > a<-table.element(a,signif(p05,par3)) > a<-table.element(a,signif(q1,par3)) > a<-table.element(a,signif(r$t0[2],par3)) > a<-table.element(a,signif(q3,par3)) > a<-table.element(a,signif(p95,par3)) > a<-table.element(a,signif(p99,par3)) > a<-table.element(a,signif(sqrt(var(r$t[,2])),par3)) > a<-table.element(a,signif(q3-q1,par3)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'midrange',header=TRUE) > q1 <- quantile(r$t[,3],0.25)[[1]] > q3 <- quantile(r$t[,3],0.75)[[1]] > p01 <- quantile(r$t[,3],myq.1)[[1]] > p05 <- quantile(r$t[,3],myq.2)[[1]] > p95 <- quantile(r$t[,3],myq.3)[[1]] > p99 <- quantile(r$t[,3],myq.4)[[1]] > a<-table.element(a,signif(p01,par3)) > a<-table.element(a,signif(p05,par3)) > a<-table.element(a,signif(q1,par3)) > a<-table.element(a,signif(r$t0[3],par3)) > a<-table.element(a,signif(q3,par3)) > a<-table.element(a,signif(p95,par3)) > a<-table.element(a,signif(p99,par3)) > a<-table.element(a,signif(sqrt(var(r$t[,3])),par3)) > a<-table.element(a,signif(q3-q1,par3)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mode',header=TRUE) > q1 <- quantile(r$t[,4],0.25)[[1]] > q3 <- quantile(r$t[,4],0.75)[[1]] > p01 <- quantile(r$t[,4],myq.1)[[1]] > p05 <- quantile(r$t[,4],myq.2)[[1]] > p95 <- quantile(r$t[,4],myq.3)[[1]] > p99 <- quantile(r$t[,4],myq.4)[[1]] > a<-table.element(a,signif(p01,par3)) > a<-table.element(a,signif(p05,par3)) > a<-table.element(a,signif(q1,par3)) > a<-table.element(a,signif(r$t0[4],par3)) > a<-table.element(a,signif(q3,par3)) > a<-table.element(a,signif(p95,par3)) > a<-table.element(a,signif(p99,par3)) > a<-table.element(a,signif(sqrt(var(r$t[,4])),par3)) > a<-table.element(a,signif(q3-q1,par3)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mode k.dens',header=TRUE) > q1 <- quantile(r$t[,5],0.25)[[1]] > q3 <- quantile(r$t[,5],0.75)[[1]] > p01 <- quantile(r$t[,5],myq.1)[[1]] > p05 <- quantile(r$t[,5],myq.2)[[1]] > p95 <- quantile(r$t[,5],myq.3)[[1]] > p99 <- quantile(r$t[,5],myq.4)[[1]] > a<-table.element(a,signif(p01,par3)) > a<-table.element(a,signif(p05,par3)) > a<-table.element(a,signif(q1,par3)) > a<-table.element(a,signif(r$t0[5],par3)) > a<-table.element(a,signif(q3,par3)) > a<-table.element(a,signif(p95,par3)) > a<-table.element(a,signif(p99,par3)) > a<-table.element(a,signif(sqrt(var(r$t[,5])),par3)) > a<-table.element(a,signif(q3-q1,par3)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/1027601464531646.tab") > > try(system("convert tmp/1gjco1464531646.ps tmp/1gjco1464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/2r9881464531646.ps tmp/2r9881464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/3wguf1464531646.ps tmp/3wguf1464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/40umc1464531646.ps tmp/40umc1464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/5lmy81464531646.ps tmp/5lmy81464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/60dk01464531646.ps tmp/60dk01464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/71tz81464531646.ps tmp/71tz81464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/88pec1464531646.ps tmp/88pec1464531646.png",intern=TRUE)) character(0) > try(system("convert tmp/94bo41464531646.ps tmp/94bo41464531646.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.948 0.449 6.436