Nonparametric BCa confidence limits USAGE: bcanon(x, nboot, theta, ..., alpha=c(0.025, 0.05, 0.1, 0.16, 0.84, 0.9, 0.95, 0.975)) ARGUMENTS: x: a vector containing the data. To bootstrap more complex data structures (e.g bivariate data) see the last example below. nboot: The number of bootstrap samples desired. theta: function to be bootstrapped. Takes x as an argument, and may take additional arguments (see below and last example). ...: any additional arguments to be passed to theta alpha: optional argument specifying confidence levels desired VALUE: list with the following components: confpoint: estimated bca confidence limits z0: estimated bias correction acc: estimated acceleration constant u: jackknife influence values REFERENCES Efron, B. and Tibshirani, R. (1986). The Bootstrap Method for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science, Vol 1., No. 1, pp 1-35. Efron, B. (1987). Better bootstrap confidence intervals (with discussion). J. Amer. Stat. Assoc. vol 82, pg 171 Efron, B. and Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman and Hall, New York, London. EXAMPLES: # bca limits for the mean # (this is for illustration; # since "mean" is a built in function, # bcanon(x,100,mean) would be simpler!) x <- rnorm(20) theta <- function(x){mean(x)} results <- bcanon(x,100,theta) # To obtain bca limits for functions of more # complex data structures, write theta # so that its argument x is the set of observation # numbers and simply pass as data to bcanon # the vector 1,2,..n. # For example, find bca limits for # the correlation coefficient from a set of 15 data pairs: xdata <- matrix(rnorm(30),ncol=2) n <- 15 theta <- function(x,xdata){ cor(xdata[x,1],xdata[x,2]) } results <- bcanon(1:n,100,theta,xdata)