scor {bootstrap} | R Documentation |
This is data form mardia, Kent and Bibby on 88 students who took examinations in 5 subjects. Some where with open book and other with closed book.
data(scor)
A data frame with 88 observations on the following 5 variables.
The book uses this for bootstrap in principal component analysis.
Efron, B. and Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman and Hall, New York, London.
str(scor) if(interactive())par(ask=TRUE) plot(scor) # The parameter of interest (theta) is the fraction of variance explained # by the first principal component. # For principal components analysis svd is better numerically than # eigen-decomposistion, but for bootstrapping the later is MUCH faster. theta <- function(ind) { vals <- eigen(var(scor[ind,]), symmetric=TRUE, only.values=TRUE)$values vals[1] / sum(vals) } scor.boot <- bootstrap(1:88, 500, theta) sd(scor.boot$thetastar) # bootstrap standard error hist(scor.boot$thetastar) abline(v=theta(1:88), col="red2") abline(v=mean(scor.boot$thetastar), col="blue")