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onesampb

One-sample percentile bootstrap


Description

Tests whether a robust location measure (median, Huber Psi) differs from a null value and reports a 95% confidence interval based on percentile bootstrap.

Usage

onesampb(x, est = "onestep", nboot = 2000, nv = 0, alpha = 0.05)

Arguments

x

a numeric vector.

est

robust estimator to be used ("onestep", "mom", or "median").

nboot

number of bootstrap samples.

nv

value under H0.

alpha

alpha level.

Value

Returns an object of class "onesampb" containing:

ci

95% confidence interval

estimate

robust location sample estimate

p.value

p-value

n

number of effective observations

call

function call

References

Wilcox, R. (2017). Introduction to Robust Estimation and Hypothesis Testing (4th ed.). Elsevier.

See Also

Examples

set.seed(123)
x <- rnorm(30)
onesampb(x, nboot = 100)    ## H0: Psi = 0

set.seed(123)
x <- rlnorm(30)
onesampb(x, est = "median", nv = 1)   ## H0: median = 1

WRS2

A Collection of Robust Statistical Methods

v1.1-1
GPL-3
Authors
Patrick Mair [cre, aut], Rand Wilcox [aut]
Initial release
2021-02-09

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