Description
Bootstrap Algorithms for Finite Population Inference.
Description
Finite Population bootstrap algorithms to estimate the variance of the Horvitz-Thompson estimator for single-stage sampling. For a survey of bootstrap methods for finite populations, see Mashreghi et Al. (2016) <doi:10.1214/16-SS113>.
README.md
bootstrapFP
Description
This package provides bootstrap algorithms for Finite Population inference, for estimating the variance of the Horvitz–Thompson estimator.
Installation
To install the package from CRAN, run the following code in R:
install.packages("bootstrapFP")
Or, for the development version:
# if not present, install 'devtools' package
install.packages("devtools")
devtools::install_github("rhobis/bootstrapFP")
Usage
library(bootstrapFP)
### Generate population data ---
N <- 20; n <- 5
x <- rgamma(N, scale=10, shape=5)
y <- abs( 2*x + 3.7*sqrt(x) * rnorm(N) )
pik <- n * x/sum(x)
### Draw a dummy sample ---
s <- sample(N, n)
### Estimate bootstrap variance ---
bootstrapFP(y = y[s], pik = n/N, B=100, method = "ppSitter")
bootstrapFP(y = y[s], pik = pik[s], B=10, method = "ppHolmberg", design = 'brewer')
bootstrapFP(y = y[s], pik = pik[s], B=10, D=10, method = "ppChauvet")
bootstrapFP(y = y[s], pik = n/N, B=10, method = "dRaoWu")
bootstrapFP(y = y[s], pik = n/N, B=10, method = "dSitter")
bootstrapFP(y = y[s], pik = pik[s], B=10, method = "dAntalTille_UPS", design='brewer')
bootstrapFP(y = y[s], pik = n/N, B=10, method = "wRaoWuYue")
bootstrapFP(y = y[s], pik = n/N, B=10, method = "wChipperfieldPreston")
bootstrapFP(y = y[s], pik = pik[s], B=10, method = "wGeneralised", distribution = 'normal')
More
- Please, report any bug or issue here.
- For more information, please contact the maintainer at
[email protected]
.