fda.usc: rwild – R documentation

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rwild

Wild bootstrap residuals

Description

The wild bootstrap residuals are computed as residualsV, where V is a sampling from a random variable (see details section).

Usage

rwild(residuals, type = "golden")

Arguments

`residuals`	residuals
`type`	Type of distribution of V.

Details

For the construction of wild bootstrap residuals, sampling from a random variable V such that E[V^2]=0 and E[V]=0 is needed. A simple and suitable V is obtained with a discrete variable of the form:

“golden”, Sampling from golden section bootstrap values suggested by Mammen (1993).

P{ V=(1-√ 5)/2 } = (5+√ 5)/10 and P{ V=(1+√ 5)/2 } = (5-√ 5)/10,

which leads to the golden section bootstrap.
“Rademacher”, Sampling from Rademacher distribution values -1,1 with probabilities {1/2, 1/2}, respectively.
“normal”, Sampling from a standard normal distribution.

Value

The wild bootstrap residuals computed using a sample of the random variable V.

Author(s)

Eduardo Garcia-Portugues, Manuel Febrero-Bande and Manuel Oviedo de la Fuente manuel.oviedo@usc.es.

References

Mammen, E. (1993). Bootstrap and wild bootstrap for high dimensional linear models. Annals of Statistics 21, 255 285. Davidson, R. and E. Flachaire (2001). The wild bootstrap, tamed at last. working paper IER1000, Queens University.

Examples

n<-100
# For golden wild bootstrap variable
e.boot0=rwild(rep(1,len=n),"golden")
# Construction of wild bootstrap residuals
e=rnorm(n)
e.boot1=rwild(e,"golden")
e.boot2=rwild(e,"Rademacher")
e.boot3=rwild(e,"normal")
summary(e.boot1)
summary(e.boot2)
summary(e.boot3)

fda.usc

Functional Data Analysis and Utilities for Statistical Computing

v2.0.2

GPL-2

Authors

Manuel Febrero Bande [aut], Manuel Oviedo de la Fuente [aut, cre], Pedro Galeano [ctb], Alicia Nieto [ctb], Eduardo Garcia-Portugues [ctb]

Initial release

2020-02-17