generalCorr (version 1.2.6)

bootSummary2: Compute usual summary stats of 'sum' index in (-100, 100) from bootPair2

Description

The `2' in the name of the function suggests a second implementation where exact stochastic dominance, decileVote and momentVote are used. Begin with the output of bootPairs function, a (n999 by p-1) matrix when there are p columns of data, bootSummary produces a (6 by p-1) mtx of summary of bootstrap ouput (Min, 1st Qu,Median, Mean, 3rd Qi.,Max)

Usage

bootSummary2(out, per100 = TRUE)

Value

summ a summary matrix (n999 by p-1) having usual parameters using the output of bootPair2(mtx) Each containing resampled `sum' values summarizing the weighted sums associated with all three criteria from the function silentPair2(mtx) applied to each bootstrap sample separately.

Arguments

out

output from bootPair2 with p-1 columns and n999 rows in input here

per100

logical (default per100=TRUE) to change the range of 'sum' to [-100, 100] values which are easier to interpret

Author

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

References

Vinod, H. D. `Generalized Correlation and Kernel Causality with Applications in Development Economics' in Communications in Statistics -Simulation and Computation, 2015, tools:::Rd_expr_doi("10.1080/03610918.2015.1122048")

Vinod, H. D. and Lopez-de-Lacalle, J. (2009). 'Maximum entropy bootstrap for time series: The meboot R package.' Journal of Statistical Software, Vol. 29(5), pp. 1-19.

Vinod, H. D. Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary Policy (June 6, 2017). Available at SSRN: https://www.ssrn.com/abstract=2982128

See Also

See Also silentPairs.

Examples

if (FALSE) {
options(np.messages = FALSE)
set.seed(34);x=sample(1:10);y=sample(2:11)
bb=bootPair2(cbind(x,y),n999=29)
bootSummary2(bb) #gives summary stats for n999 bootstrap sum computations

bb=bootPair2(airquality,n999=999);options(np.messages=FALSE)
bootSummary2(bb)#signs for n999 bootstrap sum computations

data('EuroCrime')
attach(EuroCrime)
bb=bootPair2(cbind(crim,off),n999=29) #col.1= crim causes off 
#hence positive signs are more intuitively meaningful.
#note that n999=29 is too small for real problems, chosen for quickness here.
bootSummary2(bb)#signs for n999 bootstrap sum computations
}