One-sample percentile bootstrap
Tests whether a robust location measure (median, Huber Psi) differs from a null value and reports a 95% confidence interval based on percentile bootstrap.
onesampb(x, est = "onestep", nboot = 2000, nv = 0, alpha = 0.05)
x |
a numeric vector. |
est |
robust estimator to be used ( |
nboot |
number of bootstrap samples. |
nv |
value under H0. |
alpha |
alpha level. |
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 |
Wilcox, R. (2017). Introduction to Robust Estimation and Hypothesis Testing (4th ed.). Elsevier.
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
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