This package provides functions and datasets for bootstrapping from the book "Bootstrap Methods and Their Application" by A.C. Davison and D.V. Hinkley (1997, CUP), originally written by Angelo Canty for S.

Calculate robust measures of effect sizes using the bootstrap.

This package contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.

Computes appropriate confidence intervals for the likelihood ratio tests commonly used in medicine/epidemiology, using the method of Marill et al. (2015) <doi:10.1177/0962280215592907>. It is particularly useful when the sensitivity or specificity in the sample is 100%. Note that this does not perform the test on nested models--for that, see epicalc::lrtest'.

Compare dissolution profiles with confidence interval of similarity factor f2 using bootstrap methodology as described in the literature, such as Efron and Tibshirani (1993, ISBN:9780412042317), Davison and Hinkley (1997, ISBN:9780521573917), and Shah et al. (1998) <doi:10.1023/A:1011976615750>. The package can also be used to simulate dissolution profiles based on mathematical modelling and multivariate normal distribution.

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Set of functions to perform various bootstrap unit root tests for both individual time series (including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see Smeekes and Wilms (2023) <doi:10.18637/jss.v106.i12>, Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>, Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>, Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>, Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and Smeekes (2015) <doi:10.1111/jtsa.12110> for key references.

Bootstrap methods to assess accuracy and stability of estimated network structures and centrality indices <doi:10.3758/s13428-017-0862-1>. Allows for flexible specification of any undirected network estimation procedure in R, and offers default sets for various estimation routines.

This package implements fast, exact bootstrap Principal Component Analysis and Singular Value Decompositions for high dimensional data, as described in <doi:10.1080/01621459.2015.1062383> (see also <arXiv:1405.0922> ). For data matrices that are too large to operate on in memory, users can input objects with class ff (see the ff package), where the actual data is stored on disk. In response, this package will implement a block matrix algebra procedure for calculating the principal components (PCs) and bootstrap PCs. Depending on options set by the user, the parallel package can be used to parallelize the calculation of the bootstrap PCs.

Bootstrap based goodness-of-fit tests. It allows to perform rigorous statistical tests to check if a chosen model family is correct based on the marked empirical process. The implemented algorithms are described in (Dikta and Scheer (2021) <doi:10.1007/978-3-030-73480-0>) and can be applied to generalized linear models without any further implementation effort. As far as certain linearity conditions are fulfilled the resampling scheme are also applicable beyond generalized linear models. This is reflected in the software architecture which allows to reuse the resampling scheme by implementing only certain interfaces for models that are not supported natively by the package.

Several implementations of non-parametric stable bootstrap-based techniques to determine the numbers of components for Partial Least Squares linear or generalized linear regression models as well as and sparse Partial Least Squares linear or generalized linear regression models. The package collects techniques that were published in a book chapter (Magnanensi et al. 2016, The Multiple Facets of Partial Least Squares and Related Methods', <doi:10.1007/978-3-319-40643-5_18>) and two articles (Magnanensi et al. 2017, Statistics and Computing', <doi:10.1007/s11222-016-9651-4>) and (Magnanensi et al. 2021, Frontiers in Applied Mathematics and Statistics', <doi:10.3389/fams.2021.693126>).

The card game War is simple in its rules but can be lengthy. In another domain, the nonparametric bootstrap test with pooled resampling (nbpr) methods, as outlined in Dwivedi, Mallawaarachchi, and Alvarado (2017) <doi:10.1002/sim.7263>, is optimal for comparing paired or unpaired means in non-normal data, especially for small sample size studies. However, many researchers are unfamiliar with these methods. The bootwar package bridges this gap by enabling users to grasp the concepts of nbpr via Boot War, a variation of the card game War designed for small samples. The package provides functions like score_keeper() and play_round() to streamline gameplay and scoring. Once a predetermined number of rounds concludes, users can employ the analyze_game() function to derive game results. This function leverages the npboottprm package's nonparboot() to report nbpr results and, for comparative analysis, also reports results from the stats package's t.test() function. Additionally, bootwar features an interactive shiny web application, bootwar(). This offers a user-centric interface to experience Boot War, enhancing understanding of nbpr methods across various distributions, sample sizes, number of bootstrap resamples, and confidence intervals.

We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

Bootstrap resampling methods have been widely studied in the context of survey data. This package implements various bootstrap resampling techniques tailored for survey data, with a focus on stratified simple random sampling and stratified two-stage cluster sampling. It provides tools for precise and consistent bootstrap variance estimation for population totals, means, and quartiles. Additionally, it enables easy generation of bootstrap samples for in-depth analysis.

Selection of informative features like genes, transcripts, RNA seq, etc. using Bootstrap Maximum Relevance and Minimum Redundancy technique from a given high dimensional genomic dataset. Informative gene selection involves identification of relevant genes and removal of redundant genes as much as possible from a large gene space. Main applications in high-dimensional expression data analysis (e.g. microarray data, NGS expression data and other genomics and proteomics applications).

Propagate uncertainty from several estimates when combining these estimates via a function. This is done by using the parametric bootstrap to simulate values from the distribution of each estimate to build up an empirical distribution of the combined parameter. Finally either the percentile method is used or the highest density interval is chosen to derive a confidence interval for the combined parameter with the desired coverage. Gaussian copulas are used for when parameters are assumed to be dependent / correlated. References: Davison and Hinkley (1997,ISBN:0-521-57471-4) for the parametric bootstrap and percentile method, Gelman et al. (2014,ISBN:978-1-4398-4095-5) for the highest density interval, Stockdale et al. (2020)<doi:10.1016/j.jhep.2020.04.008> for an example of combining conditional prevalences.

Computation of bootstrap p-values through inversion of confidence intervals, including convenience functions for regression models and tests of location.

This package provides software and data for the book "An Introduction to the Bootstrap" by B. Efron and R. Tibshirani, 1993, Chapman and Hall. This package is primarily provided for projects already based on it, and for support of the book. New projects should preferentially use the recommended package "boot".

This package provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 <doi:10.1016/j.acha.2016.06.006>.

Bootstraps and imputes incomplete datasets. Then performs inference on estimates obtained from analysing the imputed datasets as proposed by von Hippel and Bartlett (2021) <doi:10.1214/20-STS793>.

Model selection by bootstrapping the stepAIC() procedure.

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>.

Implementation of the bootstrapping approach for the estimation of clustering stability and its application in estimating the number of clusters, as introduced by Yu et al (2016)<doi:10.1142/9789814749411_0007>. Implementation of the non-parametric bootstrap approach to assessing the stability of module detection in a graph, the extension for the selection of a parameter set that defines a graph from data in a way that optimizes stability and the corresponding visualization functions, as introduced by Tian et al (2021) <doi:10.1002/sam.11495>. Implemented out-of-bag stability estimation function and k-select Smin-based k-selection function as introduced by Liu et al (2022) <doi:10.1002/sam.11593>. Implemented ensemble clustering method based-on k-means clustering method, spectral clustering method and hierarchical clustering method.

Identifies genome-related molecular traits with significant evidence of genetic regulation and performs a bootstrap procedure to correct estimated effect sizes for over-estimation present in cis-QTL mapping studies (The "Winner's Curse"), described in Huang QQ *et al.* 2018 <doi: 10.1093/nar/gky780>.