Bootstrap coverage in R

问题

I would estimate the coverage of the bootstrap interval for the mean knowing that the true average is 895.0385. I have my vector b<-c(300,300,200,250,600...) and I make bootstrap and output interval:

mean.fun <- function(dat, idx) mean(dat[idx], na.rm = TRUE)
boot.out <- boot(b, mean.fun, R=999)
boot.ci(boot.out)

But how I can replicate this in order to obtain the coverage probability (how many times it contained the true average)?

回答1:

I was trying to do something a bit like this a bit ago. I didn't use the boot command I used the sample command but this might help. I also might be 100% wrong, I am not very good with R yet.

mean.fun <- function(dat, idx) mean(dat[idx], na.rm = TRUE)
bootoutput <- data.frame(
  bootoutput = replicate(10000, boot.ci(boot(b, mean.fun, R=999)))
)

来源：https://stackoverflow.com/questions/13726315/bootstrap-coverage-in-r