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Draws non-parametric bootstrap samples
# S3 method for lvm bootstrap(x,R=100,data,fun=NULL,control=list(), p, parametric=FALSE, bollenstine=FALSE, constraints=TRUE,sd=FALSE,messages=lava.options()$messages, parallel=lava.options()$parallel, mc.cores=NULL, ...)# S3 method for lvmfit bootstrap(x,R=100,data=model.frame(x), control=list(start=coef(x)), p=coef(x), parametric=FALSE, bollenstine=FALSE, estimator=x$estimator,weights=Weights(x),...)
# S3 method for lvmfit bootstrap(x,R=100,data=model.frame(x), control=list(start=coef(x)), p=coef(x), parametric=FALSE, bollenstine=FALSE, estimator=x$estimator,weights=Weights(x),...)
lvm-object.
lvm
Number of bootstrap samples
The data to resample from
Optional function of the (bootstrapped) model-fit defining the statistic of interest
Options to the optimization routine
Parameter vector of the null model for the parametric bootstrap
If TRUE a parametric bootstrap is calculated. If FALSE a non-parametric (row-sampling) bootstrap is computed.
Bollen-Stine transformation (non-parametric bootstrap) for bootstrap hypothesis testing.
Logical indicating whether non-linear parameter constraints should be included in the bootstrap procedure
Logical indicating whether standard error estimates should be included in the bootstrap procedure
Control amount of messages printed
If TRUE parallel backend will be used
Number of threads (if NULL foreach::foreach will be used, otherwise parallel::mclapply)
Additional arguments, e.g. choice of estimator.
String definining estimator, e.g. 'gaussian' (see estimator)
estimator
Optional weights matrix used by estimator
A bootstrap.lvm object.
bootstrap.lvm
confint.lvmfit
# NOT RUN { m <- lvm(y~x) d <- sim(m,100) e <- estimate(lvm(y~x), data=d) # } # NOT RUN { ## Reduce Ex.Timings B <- bootstrap(e,R=50,parallel=FALSE) B # }
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