bayesboot: An Implementation of Rubin's (1981) Bayesian Bootstrap

> library(bayesboot)

バージョン: 0.2.0

関数名 概略
as.bayesboot Coerce to a 'bayesboot' object
bayesboot The Bayesian bootstrap
plot.bayesboot Plot the result of 'bayesboot'
plotPost Graphic display of a posterior probability distribution
print.bayesboot Print the first number of draws from the Bayesian bootstrap
rudirichlet Produce random draws from a uniform Dirichlet distribution
summary.bayesboot Summarize the result of 'bayesboot'

bayesboot

ベイジアンブーツストラップ

> heights <- c(183, 192, 182, 183, 177, 185, 188, 188, 182, 185)
> b1 <- bayesboot(heights, mean)
> 
> summary(b1)

Bayesian bootstrap

Number of posterior draws: 4000 

Summary of the posterior (with 95% Highest Density Intervals):
 statistic     mean       sd  hdi.low hdi.high
        V1 184.4976 1.153094 182.3595 186.9408

Quantiles:
 statistic    q2.5%     q25%   median     q75%  q97.5%
        V1 182.2388 183.7409 184.4529 185.2446 186.856

Call:
 bayesboot(data = heights, statistic = mean)

> # plot(b1)
> 
> b2 <- bayesboot(heights, weighted.mean, use.weights = TRUE)
> summary(b2)

Bayesian bootstrap

Number of posterior draws: 4000 

Summary of the posterior (with 95% Highest Density Intervals):
 statistic     mean       sd  hdi.low hdi.high
        V1 184.4773 1.188253 182.0777 186.8251

Quantiles:
 statistic    q2.5%     q25%   median    q75%   q97.5%
        V1 182.0972 183.7012 184.4664 185.257 186.8499

Call:
 bayesboot(data = heights, statistic = weighted.mean, use.weights = TRUE)

> # plot(b2)

plotPost

> rnorm(1e5, 3, 1) %>% plotPost()

rudirichlet

一様ディレクレ分布からのサンプリング

> set.seed(71)
> rudirichlet(2, 3)

           [,1]      [,2]      [,3]
[1,] 0.43594077 0.4264839 0.1375754
[2,] 0.05651936 0.8233262 0.1201545