bootci

 Advanced bootstrap confidence intervals: Performs bootstrap and calculates
 various types of confidence intervals from the resulting bootstrap statistics. 

 -- Function File: CI = bootci (NBOOT, BOOTFUN, D)
 -- Function File: CI = bootci (NBOOT, BOOTFUN, D1,...,DN)
 -- Function File: CI = bootci (NBOOT, {BOOTFUN, D}, NAME, VALUE)
 -- Function File: CI = bootci (NBOOT, {BOOTFUN, D1, ..., DN}, NAME, VALUE)
 -- Function File: CI = bootci (...,'type', TYPE)
 -- Function File: CI = bootci (...,'type', 'stud', 'nbootstd', NBOOTSTD)
 -- Function File: CI = bootci (...,'type', 'cal', 'nbootcal', NBOOTCAL)
 -- Function File: CI = bootci (...,'alpha', ALPHA)
 -- Function File: CI = bootci (...,'strata', STRATA)
 -- Function File: CI = bootci (...,'loo', LOO)
 -- Function File: CI = bootci (...,'seed', SEED)
 -- Function File: CI = bootci (...,'Options', PAROPT)
 -- Function File: [CI, BOOTSTAT] = bootci (...)

     'CI = bootci (NBOOT, BOOTFUN, D)' draws NBOOT bootstrap resamples from
     the rows of a data sample D and returns 95% confidence intervals (CI) for
     the bootstrap statistics computed by BOOTFUN [1]. BOOTFUN is a function 
     handle (e.g. specified with @), or a string indicating the function name. 
     The third input argument, data D (a column vector or a matrix), is used
     as input for BOOTFUN. The bootstrap resampling method yields first-order
     balance [2-3].

     'CI = bootci (NBOOT, BOOTFUN, D1,...,DN)' is as above except that the
     third and subsequent numeric input arguments are data (column vectors
     or matrices) that are used to create inputs for BOOTFUN.

     'CI = bootci (NBOOT, {BOOTFUN, D}, NAME, VALUE)' is as above but includes
     setting optional parameters using Name-Value pairs.

     'CI = bootci (NBOOT, {BOOTFUN, D1, ..., DN}, NAME, VALUE)' is as above but
     includes setting optional parameters using NAME-VALUE pairs.

     bootci can take a number of optional parameters as NAME-VALUE pairs:

     'CI = bootci (..., 'alpha', ALPHA)' where ALPHA sets the lower and upper 
     bounds of the confidence interval(s). The value of ALPHA must be between
     0 and 1. The nominal lower and upper percentiles of the confidence
     intervals CI are then 100*(ALPHA/2)% and 100*(1-ALPHA/2)% respectively,
     and nominal central coverage of the intervals is 100*(1-ALPHA)%. The
     default value of ALPHA is 0.05.

     'CI = bootci (..., 'type', TYPE)' computes bootstrap confidence interval 
     CI using one of the following methods:
      <> 'norm' or 'normal': Using bootstrap bias and standard error [4].
      <> 'per' or 'percentile': Percentile method [1,4].
      <> 'basic': Basic bootstrap method [1,4].
      <> 'bca': Bias-corrected and accelerated method [5,6] (Default).
      <> 'stud' or 'student': Studentized bootstrap (bootstrap-t) [1,4].
      <> 'cal': Calibrated percentile method (by double bootstrap [7]).
       Note that when BOOTFUN is the mean, the percentile, basic and bca
       intervals are automatically expanded using Student's t-distribution in
       order to improve coverage for small samples [8]. To compute confidence
       the intervals for the mean without this correction for narrowness bias,
       define the mean in BOOTFUN as an anonymous function (e.g. @(x) mean(x)).
       The bootstrap-t method includes an additive correction to stabilize the
       variance when the sample size is small [9].

     'CI = bootci (..., 'type', 'stud', 'nbootstd', NBOOTSTD)' computes the
     Studentized bootstrap confidence intervals CI, with the standard errors
     of the bootstrap statistics estimated automatically using resampling
     methods. NBOOTSTD is a positive integer value > 0 defining the number
     of resamples. Standard errors are computed using NBOOTSTD bootstrap
     resamples. The default value of NBOOTSTD is 100.

     'CI = bootci (..., 'type', 'cal', 'nbootcal', NBOOTCAL)' computes the
     calibrated percentile bootstrap confidence intervals CI, with the
     calibrated percentiles of the bootstrap statistics estimated from NBOOTCAL
     bootstrap data samples. NBOOTCAL is a positive integer value. The default
     value of NBOOTCAL is 199.

     'CI = bootci (..., 'strata', STRATA)' sets STRATA, which are identifiers
     that define the grouping of the DATA rows for stratified bootstrap
     resampling. STRATA should be a column vector or cell array with the same
     number of rows as the DATA.

     'CI = bootci (..., 'loo', LOO)' is a logical scalar that specifies whether
     the resamples of size n should be obtained by sampling from the original
     data (false) or from Leave-One-Out (LOO) jackknife samples (true) of the
     data - otherwise known as bootknife resampling [10]. Default is false.

     'CI = bootci (..., 'seed', SEED)' initialises the Mersenne Twister random
     number generator using an integer SEED value so that bootci results are
     reproducible.

     'CI = bootci (..., 'Options', PAROPT)' specifies options that govern if
     and how to perform bootstrap iterations using multiple processors (if the
     Parallel Computing Toolbox or Octave Parallel package is available). This
     argument is a structure with the following recognised fields:
       <> 'UseParallel': If true, use parallel processes to accelerate
                         bootstrap computations on multicore machines,
                         specifically non-vectorized function evaluations,
                         double bootstrap resampling and jackknife function
                         evaluations. Default is false for serial computation.
                         In MATLAB, the default is true if a parallel pool
                         has already been started. 
       <> 'nproc':       nproc sets the number of parallel processes (optional)

     '[CI, BOOTSTAT] = bootci (...)' also returns the bootstrap statistics
     used to calculate the confidence intervals CI.
   
     '[CI, BOOTSTAT, BOOTSAM] = bootci (...)' also returns BOOTSAM, a matrix 
     of indices from the bootstrap. Each column in BOOTSAM corresponds to one 
     bootstrap sample and contains the row indices of the values drawn from 
     the nonscalar data argument to create that sample.

  Bibliography:
  [1] Efron, and Tibshirani (1993) An Introduction to the
        Bootstrap. New York, NY: Chapman & Hall
  [2] Davison et al. (1986) Efficient Bootstrap Simulation.
        Biometrika, 73: 555-66
  [3] Booth, Hall and Wood (1993) Balanced Importance Resampling
        for the Bootstrap. The Annals of Statistics. 21(1):286-298
  [4] Davison and Hinkley (1997) Bootstrap Methods and their Application.
        (Cambridge University Press)
  [5] Efron (1987) Better Bootstrap Confidence Intervals. JASA, 
        82(397): 171-185 
  [6] Efron, and Tibshirani (1993) An Introduction to the
        Bootstrap. New York, NY: Chapman & Hall
  [7] Hall, Lee and Young (2000) Importance of interpolation when
        constructing double-bootstrap confidence intervals. Journal
        of the Royal Statistical Society. Series B. 62(3): 479-491
  [8] Hesterberg, Tim (2014), What Teachers Should Know about the 
        Bootstrap: Resampling in the Undergraduate Statistics Curriculum, 
        http://arxiv.org/abs/1411.5279
  [9] Polansky (2000) Stabilizing bootstrap-t confidence intervals
        for small samples. Can J Stat. 28(3):501-516
  [10] Hesterberg T.C. (2004) Unbiasing the Bootstrap—Bootknife Sampling 
        vs. Smoothing; Proceedings of the Section on Statistics & the 
        Environment. Alexandria, VA: American Statistical Association.

  bootci (version 2023.07.04)
  Author: Andrew Charles Penn
  https://www.researchgate.net/profile/Andrew_Penn/

  Copyright 2019 Andrew Charles Penn
  This program is free software: you can redistribute it and/or modify
  it under the terms of the GNU General Public License as published by
  the Free Software Foundation, either version 3 of the License, or
  (at your option) any later version.

  This program is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  GNU General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program.  If not, see http://www.gnu.org/licenses/

Demonstration 1

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 95% BCa bootstrap confidence intervals for the mean
 ci = bootci (1999, @mean, data)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       23.719
       34.353

Demonstration 2

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 95% calibrated percentile bootstrap confidence intervals for the mean
 ci = bootci (1999, {@mean, data}, 'type', 'cal','nbootcal',199)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       23.951
        34.56

Demonstration 3

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 95% calibrated percentile bootstrap confidence intervals for the median
 % with smoothing
 ci = bootci (1999, {@smoothmedian, data}, 'type', 'cal', 'nbootcal', 199)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       24.831
       36.975

Demonstration 4

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 90% percentile bootstrap confidence intervals for the variance
 ci = bootci (1999, {{@var,1}, data}, 'type', 'per', 'alpha', 0.1)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       96.237
       235.64

Demonstration 5

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 90% BCa bootstrap confidence intervals for the variance
 ci = bootci (1999, {{@var,1}, data}, 'type', 'bca', 'alpha', 0.1)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       114.34
       257.98

Demonstration 6

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41]';

 % 90% Studentized bootstrap confidence intervals for the variance
 ci = bootci (1999, {{@var,1}, data}, 'type', 'stud', ...
                                              'nbootstd', 50, 'alpha', 0.1)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       112.56
       297.01

Demonstration 7

The following code


 % Input univariate dataset
 data = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
         0 33 28 34 4 32 24 47 41 24 26 30 41].';

 % 90% calibrated percentile bootstrap confidence intervals for the variance
 ci = bootci (1999, {{@var,1}, data}, 'type', 'cal', 'nbootcal', ...
              199, 'alpha', 0.1)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

       114.63
       272.39

Demonstration 8

The following code


 % Input bivariate dataset
 x = [2.12,4.35,3.39,2.51,4.04,5.1,3.77,3.35,4.1,3.35, ...
      4.15,3.56, 3.39,1.88,2.56,2.96,2.49,3.03,2.66,3].';
 y  = [2.47,4.61,5.26,3.02,6.36,5.93,3.93,4.09,4.88,3.81, ...
       4.74,3.29,5.55,2.82,4.23,3.23,2.56,4.31,4.37,2.4].';

 % 95% BCa bootstrap confidence intervals for the correlation coefficient
 ci = bootci (1999, @cor, x, y)

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

      0.50486
       0.8608

Demonstration 9

The following code

 
 % Calculating confidence intervals for the coefficients from logistic 
 % regression using an example with an ordinal response from:
 % https://uk.mathworks.com/help/stats/mnrfit.html
 
 %>>>>>>>>> This code block must be run first in Octave only >>>>>>>>>>>>

 try
   pkg load statistics
   load carbig
   info = ver;
   if ( str2num ({info.Version}{strcmp({info.Name},'statistics')}(1:3)) < 1.5)
     error ('statistics package version must be > 1.5')
   end
   if (~ exist ('mnrfit', 'file'))
     % Octave Statistics package does not currently have the mnrfit function,
     % so we will use it's logistic_regression function for fitting ordinal
     % models instead. 
     function [B, DEV] = mnrfit (X, Y, varargin)
       % Note that if the outcome has more than two levels, the
       % logistic_regression function is only suitable when the
       % outcome is ordinal, so we would need to use append 'model',
       % 'ordinal' as a name-value pair in MATLAB when executing
       % it's mnrfit function (see below)
       [INTERCEPT, SLOPE, DEV] = logistic_regression (Y - 1, X, false);
       B = cat (1, INTERCEPT, SLOPE);
     end
   end
   stats_pkg = true;
 catch
   stats_pkg = false;
   fprintf ('\nSkipping this demo...')
   fprintf ('\nRequired features of the statistics package not found.\n\n');
 end

 %<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<

 if (stats_pkg)

   %>>>>>>>>>>>>>>>>>>> This code block is the demo >>>>>>>>>>>>>>>>>>>>>>

   % This demo requires the statistics package in Octave (equivalent to
   % the Statistics and Machine Learning Toolbox in Matlab)

   % Create the dataset
   load carbig
   X = [Acceleration Displacement Horsepower Weight];

   % The responses 1 - 4 correspond to the following classification:
   % 1:  9 - 19 miles per gallon
   % 2: 19 - 29 miles per gallon
   % 3: 29 - 39 miles per gallon
   % 4: 39 - 49 miles per gallon
   miles = [1,1,1,1,1,1,1,1,1,1,NaN,NaN,NaN,NaN,NaN,1,1,NaN,1,1,2,2,1,2, ...
            2,2,2,2,2,2,2,1,1,1,1,2,2,2,2,NaN,2,1,1,2,1,1,1,1,1,1,1,1,1, ...
            2,2,1,2,2,3,3,3,3,2,2,2,2,2,2,2,1,1,1,1,1,1,1,1,1,2,1,1,1,1, ...
            1,2,2,2,2,2,2,2,2,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,2,2,1,1,1, ...
            1,1,2,2,2,1,2,2,2,1,1,3,2,2,2,1,2,2,1,2,2,2,1,3,2,3,2,1,1,1, ...
            1,1,1,1,1,3,2,2,3,3,2,2,2,2,2,3,2,1,1,1,1,1,1,1,1,1,1,1,2,2, ...
            1,3,2,2,2,2,2,2,1,3,2,2,2,2,2,3,2,2,2,2,2,1,1,1,1,2,2,2,2,3, ...
            2,3,3,2,1,1,1,3,3,2,2,2,1,2,2,1,1,1,1,1,3,3,3,2,3,1,1,1,1,1, ...
            2,2,1,1,1,1,1,3,2,2,2,3,3,3,3,2,2,2,4,3,3,4,3,2,2,2,2,2,2,2, ...
            2,2,2,2,1,1,2,1,1,1,3,2,2,3,2,2,2,2,2,1,2,1,3,3,2,2,2,2,2,1, ...
            1,1,1,1,1,2,1,3,3,3,2,2,2,2,2,3,3,3,3,2,2,2,3,4,3,3,3,2,2,2, ...
            2,3,3,3,3,3,4,2,4,4,4,3,3,4,4,3,3,3,2,3,2,3,2,2,2,2,3,4,4,3, ...
            3,3,3,3,3,3,3,3,3,3,3,3,3,2,NaN,3,2,2,2,2,2,1,2,2,3,3,3,2,2, ...
            2,3,3,3,3,3,3,3,3,3,3,3,2,3,2,2,3,3,2,2,4,3,2,3]';

   % Model coefficients from logistic regression
   B = mnrfit (X, miles, 'model', 'ordinal');

   % Bootsrap confidence intervals for each logistic regression coefficient
   ci = bootci (1999, @(X, miles) mnrfit (X, miles, 'model', 'ordinal'), ...
                X, miles);
   [B, ci']

   % Where the first 3 rows are the intercept terms, and the last 4 rows
   % are the slope coefficients. For each predictor, the slope coefficient
   % corresponds to how a unit change in the predictor impacts on the odds,
   % which are proportional across the (ordered) catagories, where each
   % log-odds in each case is:
   %
   %       ln ( ( P[below] ) / ( P[above] ) )
   %
   % i.e. in mnrfit, the reference class is the higher of the two classes.
   % Therefore, a positive slope value indicates that a unit increase in the
   % predictor increases the odds of running at fewer miles per gallon.

   % Note that ordinal and multinomial logistic regression (appropriate
   % for ordinal and nominal responses respectively) would be equivalent
   % for any binary outcome

   %<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
 
 end

 % Please be patient, the calculations will be completed soon...

Produces the following output

ans =

       -16.69      -20.563       -12.28
      -11.721      -15.162      -7.7424
      -8.0606       -11.43       -4.392
      0.10476    -0.079726      0.28251
     0.010336    -0.002213     0.023716
      0.06452     0.032564     0.095997
    0.0016638   0.00011273    0.0030787

Demonstration 10

The following code


 % Input dataset
 y = randn (20,1); x = randn (20,1); X = [ones(20,1), x];

 % 95% BCa confidence interval for regression coefficients 
 ci = bootci (1999, @mldivide, X, y)

 % N.B: Consider using either the 'bootwild', 'bootbayes' or 'bootlm'
 % functions for bootstrapping linear regression problems instead

 % Please be patient, the calculations will be completed soon...

Produces the following output

ci =

     -0.61473     -0.41387
      0.57767        0.869

Demonstration 11

The following code


 % Spatial Test Data from Table 14.1 of Efron and Tibshirani (1993)
 % An Introduction to the Bootstrap in Monographs on Statistics and Applied 
 % Probability 57 (Springer)

 % AIM:
 % To construct 90% nonparametric bootstrap confidence intervals for var(A,1)
 % var(A,1) = 171.5
 % Exact intervals based on Normal theory are [118.4, 305.2].

 % Calculations using Matlab's 'Statistics and Machine Learning toolbox'
 % (R2020b)
 %
 % A = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
 %      0 33 28 34 4 32 24 47 41 24 26 30 41].';
 % varfun = @(A) var(A, 1);
 % rng('default'); % For reproducibility
 % rng('default'); ci1 = bootci (19999,{varfun,A},'alpha',0.1,'type','norm');
 % rng('default'); ci2 = bootci (19999,{varfun,A},'alpha',0.1,'type','per');
 % rng('default'); ci4 = bootci (19999,{varfun,A},'alpha',0.1,'type','bca');
 % rng('default'); ci5 = bootci (19999,{varfun,A},'alpha',0.1,'type','stud');
 %
 % Summary of results from Matlab's 'Statistics and Machine Learning toolbox'
 % (R2020b)
 %
 % method             |   0.05 |   0.95 | length | shape |  
 % -------------------|--------|--------|--------|-------|
 % ci1 - normal       |  108.9 |  247.4 |  138.5 |  1.21 |
 % ci2 - percentile   |   97.6 |  235.8 |  138.2 |  0.87 |
 % ci4 - BCa          |  114.9 |  260.5 |  145.6 |  1.57 |*
 % ci5 - bootstrap-t  |   46.7 |  232.5 |  185.8 |  0.49 |** 
 % -------------------|--------|--------|--------|-------|
 % parametric - exact |  118.4 |  305.2 |  186.8 |  2.52 |
 %
 % * Bug in the fx0 subfunction of MathWorks MATLAB bootci function
 % ** Bug in the bootstud subfunction of MathWorks MATLAB bootci

 % Calculations using the 'boot' and 'bootstrap' packages in R
 % 
 % library (boot)       # Functions from Davison and Hinkley (1997)
 % A <- c(48,36,20,29,42,42,20,42,22,41,45,14,6,
 %         0,33,28,34,4,32,24,47,41,24,26,30,41);
 % n <- length(A)
 %  var.fun <- function (d, i) { 
 %        # Function to compute the population variance
 %        n <- length (d); 
 %        return (var (d[i]) * (n - 1) / n) };
 %  boot.fun <- function (d, i) {
 %        # Compute the estimate
 %        t <- var.fun (d, i);
 %        # Compute sampling variance of the estimate using Tukey's jackknife
 %        n <- length (d);
 %        U <- empinf (data=d[i], statistic=var.fun, type="jack", stype="i");
 %        var.t <- sum (U^2 / (n * (n - 1)));
 %        return ( c(t, var.t) ) };
 % set.seed(1)
 % var.boot <- boot (data=A, statistic=boot.fun, R=19999, sim='balanced')
 % ci1 <- boot.ci (var.boot, conf=0.90, type="norm")
 % ci2 <- boot.ci (var.boot, conf=0.90, type="perc")
 % ci3 <- boot.ci (var.boot, conf=0.90, type="basic")
 % ci4 <- boot.ci (var.boot, conf=0.90, type="bca")
 % ci5 <- boot.ci (var.boot, conf=0.90, type="stud")
 %
 % library (bootstrap)  # Functions from Efron and Tibshirani (1993)
 % set.seed(1); 
 % ci4a <- bcanon (A, 19999, var.fun, alpha=c(0.05,0.95))
 % set.seed(1); 
 % ci5a <- boott (A, var.fun, nboott=19999, nbootsd=499, perc=c(.05,.95))
 %
 % Summary of results from 'boot' and 'bootstrap' packages in R
 %
 % method             |   0.05 |   0.95 | length | shape |  
 % -------------------|--------|--------|--------|-------|
 % ci1  - normal      |  109.6 |  246.7 |  137.1 |  1.22 |
 % ci2  - percentile  |   97.9 |  234.8 |  136.9 |  0.86 |
 % ci3  - basic       |  108.3 |  245.1 |  136.8 |  1.16 |
 % ci4  - BCa         |  116.0 |  260.7 |  144.7 |  1.60 |
 % ci4a - BCa         |  115.8 |  260.6 |  144.8 |  1.60 |
 % ci5  - bootstrap-t |  112.0 |  291.8 |  179.8 |  2.02 |
 % ci5a - bootstrap-t |  116.1 |  290.9 |  174.8 |  2.16 |
 % -------------------|--------|--------|--------|-------|
 % parametric - exact |  118.4 |  305.2 |  186.8 |  2.52 |
 
 % Calculations using the 'statistics-resampling' package for Octave/Matlab
 %
 % A = [48 36 20 29 42 42 20 42 22 41 45 14 6 ...
 %      0 33 28 34 4 32 24 47 41 24 26 30 41].';
 % ci1 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','norm','seed',1);
 % ci2 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','per','seed',1);
 % ci3 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','basic','seed',1);
 % ci4 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','bca','seed',1);
 % ci5 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','stud',...
 %                                              'nbootstd',100,'seed',1);
 % ci6 = bootci (19999,{{@var,1},A},'alpha',0.1,'type','cal', ...
 %                                              'nbootcal',499,'seed',1);
 %
 % Summary of results from 'statistics-resampling' package for Octave/Matlab
 %
 % method             |   0.05 |   0.95 | length | shape |  
 % -------------------|--------|--------|--------|-------|
 % ci1 - normal       |  108.9 |  247.4 |  138.5 |  1.22 |
 % ci2 - percentile   |   98.2 |  235.1 |  136.9 |  0.87 |
 % ci3 - basic        |  108.0 |  244.8 |  136.9 |  1.15 |
 % ci4 - BCa          |  116.2 |  259.6 |  143.4 |  1.60 |
 % ci5 - bootstrap-t  |  114.0 |  289.5 |  175.5 |  2.05 |
 % ci6 - calibrated   |  115.3 |  276.9 |  161.6 |  1.87 |
 % -------------------|--------|--------|--------|-------|
 % parametric - exact |  118.4 |  305.2 |  186.8 |  2.52 |
 %
 % Simulation results for constructing 90% confidence intervals for the
 % variance of a population N(0,1) from 1000 random samples of size 26
 % (analagous to the situation above). Simulation performed using the
 % bootsim script with nboot of 1999.
 %
 % method               | coverage |  lower |  upper | length | shape |
 % ---------------------|----------|--------|--------|--------|-------|
 % normal               |    81.5% |   3.0% |  15.5% |   0.77 |  1.21 |
 % percentile           |    81.5% |   0.9% |  17.6% |   0.76 |  0.91 |
 % basic                |    81.1% |   2.5% |  16.4% |   0.78 |  1.09 |
 % BCa                  |    84.2% |   5.4% |  10.4% |   0.86 |  1.82 |
 % bootstrap-t          |    89.2% |   4.3% |   6.5% |   0.99 |  2.15 |
 % calibrated           |    87.4% |   4.2% |   8.4% |   0.91 |  2.03 |
 % ---------------------|----------|--------|--------|--------|-------|
 % parametric - exact   |    90.8% |   3.7% |   5.5% |   0.99 |  2.52 |

gives an example of how 'bootci' is used.

Package: statistics-resampling