gen_boot_sample {amp}

A helper function to generate a multiplier bootstrap sample

Description

A helper function to generate a multiplier bootstrap sample

Usage

gen_boot_sample(epsilon_mat, obs_ic, center = TRUE, param_est = 0, rate = "n")

Arguments

epsilon_mat

The matrix of Normal observations with independent observations from a normal with an identity Covariance matrix.

obs_ic

The empirical estimate of the influence curve to be used in the multiplier bootstrap.

center

Boolean. If true, the bootstrapped data will be centered at zero. Otherwise, it will be centered at param_est.

param_est

The estimated parameters which will be the mean of the multiplier bootstrap sample.

rate

Normalizing constant. Should either be "n" or "rootn".

n

Number of desired observations from your bootstrapped sample.

Value

A sample of size n generated using a multiplier bootstrap with a variance given by t(obs_ic)