rvalueBoot {rvalues}

Bootstrapped r-values

Description

Estimates a new prior for each bootstrap replications ... (need to add)

Usage

rvalueBoot(object, statistic = median, R, type = "nonparametric")

Arguments

object

An object of class "rvals"

statistic

The statistic used to summarize the bootstrap replicates.

R

Number of bootstrap replicates

type

Either type="nonparametric" or type="parametric"; the nonparametric type corresponds to the usual bootstrap where units are sampled with replacement.

Details

When type="nonparametric", the prior is re-estimated (using the resampled data) in each bootstrap replication, and r-values are re-computed with respect to this new model.

When type="parametric",

Value

A list with the following two components

rval.repmat

A matrix where each column corresponds to a separate bootstrap replication.

rval.boot

A vector of r-values obtained by applying the statistic to each row of rval.repmat.

Author(s)

Nicholas Henderson and Michael Newton

References

Henderson, N.C. and Newton, M.A. (2016). Making the cut: improved ranking and selection for large-scale inference. J. Royal Statist. Soc. B., 78(4), 781-804. doi: 10.1111/rssb.12131 https://arxiv.org/abs/1312.5776

See Also

rvalues

Examples

## Not run: 
n <- 3000
theta <- rnorm(n, sd = 3)
ses <- sqrt(rgamma(n, shape = 10, rate = 1))
XX <- theta + ses*rnorm(n)
dd <- cbind(XX,ses)

rv <- rvalues(dd, family = gaussian, prior = "conjugate")

rvb <- rvalueBoot(rv, R = 10) 
summary(rvb$rval.repmat[512,])

## End(Not run)