made calculation method of influence values consistent with the empin…

…f function in the R 'boot' package
gnu-octave · May 13, 2024 · 510c1a7 · 510c1a7
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 name: statistics-resampling
-version: 5.5.10
-date: 2024-04-27
+version: 5.5.11
+date: 2024-05-13
 author: Andrew Penn <[email protected]>
 maintainer: Andrew Penn <[email protected]>
 title: A statistics package with a variety of resampling tools

diff --git a/inst/bootci.m b/inst/bootci.m
@@ -422,9 +422,10 @@
     otherwise
 
       % Other interval types are natively supported in bootknife function
-      % Undocumented input argument for simple bootstrap resampling
+      % Use undocumented input argument 'loo' = false for simple bootstrap
+      % resampling (instead of bootknife resampling)
       [stats, bootstat, bootsam] = bootknife (data, nboot, bootfun, alpha, ...
-                                     strata, ncpus, [], [], ISOCTAVE, true, loo);
+                                    strata, ncpus, [], [], ISOCTAVE, true, loo);
 
   end
 
@@ -763,9 +764,9 @@
 %! % normal               |    81.5% |   3.0% |  15.5% |   0.77 |  1.21 |
 %! % percentile           |    81.5% |   0.9% |  17.6% |   0.76 |  0.91 |
 %! % basic                |    81.1% |   2.5% |  16.4% |   0.78 |  1.09 |
-%! % BCa                  |    84.2% |   5.4% |  10.4% |   0.86 |  1.82 |
+%! % BCa                  |    83.9% |   5.2% |  10.9% |   0.83 |  1.84 |
 %! % bootstrap-t          |    89.2% |   4.3% |   6.5% |   0.99 |  2.15 |
-%! % calibrated           |    87.4% |   4.2% |   8.4% |   0.91 |  2.03 |
+%! % calibrated           |    88.9% |   3.7% |   7.4% |   0.89 |  2.04 |
 %! % ---------------------|----------|--------|--------|--------|-------|
 %! % parametric - exact   |    90.8% |   3.7% |   5.5% |   0.99 |  2.52 |
 
@@ -852,8 +853,8 @@
 %! ci = bootci(1999,{{@var,1},A},'alpha',0.1,'type','bca','seed',1);
 %! if (isempty (regexp (which ('boot'), 'mex$')))
 %!   % test boot m-file result
-%!   assert (ci(1), 115.3439904214919, 1e-07);
-%!   assert (ci(2), 254.8041855869813, 1e-07);
+%!   assert (ci(1), 115.9276292059273, 1e-07);
+%!   assert (ci(2), 255.789475809047, 1e-07);
 %! end
 %!
 %! % Nonparametric 90% bootstrap-t confidence intervals (double bootstrap)
@@ -883,7 +884,7 @@
 %! % Probability 57 (Springer)
 %! LSAT = [576 635 558 578 666 580 555 661 651 605 653 575 545 572 594].';
 %! GPA = [3.39 3.3 2.81 3.03 3.44 3.07 3 3.43 ...
-%!        3.36 3.13 3.12 2.74 2.76 2.88 2.96].'; 
+%!        3.36 3.13 3.12 2.74 2.76 2.88 2.96].';
 %!
 %! % Nonparametric 90% percentile confidence intervals (single bootstrap)
 %! % Percentile intervals on page 266 are 0.524 - 0.928
@@ -899,8 +900,8 @@
 %! ci = bootci(1999,{@cor,LSAT,GPA},'alpha',0.1,'type','bca','seed',1);
 %! if (isempty (regexp (which ('boot'), 'mex$')))
 %!   % test boot m-file result
-%!   assert (ci(1), 0.4107777334127511, 1e-07);
-%!   assert (ci(2), 0.9234715078308394, 1e-07);
+%!   assert (ci(1), 0.4132871532174259, 1e-07);
+%!   assert (ci(2), 0.9237685885933666, 1e-07);
 %! end
 %!
 %! % Nonparametric 90% calibrated percentile confidence intervals

diff --git a/inst/bootclust.m b/inst/bootclust.m
@@ -552,7 +552,7 @@
           end
         end
         % Calculate empirical influence function
-        U = (nx - 1) * bsxfun (@minus, mean (T, 2), T);
+        U = (nx - 1) * bsxfun (@minus, T0, T);
         a = sum (U.^3, 2) ./ (6 * sum (U.^2, 2) .^ 1.5);
       catch
         % Revert to bias-corrected (BC) bootstrap confidence intervals
@@ -1058,8 +1058,8 @@ function print_output (stats, nboot, nalpha, alpha, probs, m, bootfun_str, ...
 %!   assert (stats.original, 171.534023668639, 1e-08);
 %!   assert (stats.bias, -6.916841556872669, 1e-08);
 %!   assert (stats.std_error, 42.5668171689963, 1e-08);
-%!   assert (stats.CI_lower, 117.0129329921189, 1e-08);
-%!   assert (stats.CI_upper, 269.5860065995567, 1e-08);
+%!   assert (stats.CI_lower, 117.211853429442, 1e-08);
+%!   assert (stats.CI_upper, 270.1620774419748, 1e-08);
 %! end
 %!
 %! % Exact intervals based on normal theory are 118.4 - 305.2 (Table 14.2)
@@ -1097,6 +1097,6 @@ function print_output (stats, nboot, nalpha, alpha, probs, m, bootfun_str, ...
 %!   assert (stats.original, 0.7763744912894071, 1e-08);
 %!   assert (stats.bias, -0.007472442917410338, 1e-08);
 %!   assert (stats.std_error, 0.1355235987517371, 1e-08);
-%!   assert (stats.CI_lower, 0.4179653612679617, 1e-08);
-%!   assert (stats.CI_upper, 0.9240227537437981, 1e-08);
+%!   assert (stats.CI_lower, 0.4193007209659811, 1e-08);
+%!   assert (stats.CI_upper, 0.9242671615802232, 1e-08);
 %! end
diff --git a/inst/bootknife.m b/inst/bootknife.m
@@ -752,9 +752,9 @@
             % Calculate empirical influence function
             if (~ isempty (strata))
               gk = sum (g .* repmat (nk, n, 1), 2).';
-              U = bsxfun (@times, gk - 1, bsxfun (@minus, mean (T, 2), T));  
+              U = bsxfun (@times, gk - 1, bsxfun (@minus, T0, T));  
             else
-              U = (n - 1) * bsxfun (@minus, mean (T, 2), T);
+              U = (n - 1) * bsxfun (@minus, T0, T);
             end
             a = sum (U.^3, 2) ./ (6 * sum (U.^2, 2) .^ 1.5);
           catch
@@ -1443,7 +1443,7 @@ function print_output (stats, nboot, alpha, l, m, bootfun_str, strata)
 %! % method                                |   0.05 |   0.95 | length | shape |
 %! % --------------------------------------|--------|--------|--------|-------|
 %! % ci2  - percentile (equal-tailed)      |   96.2 |  237.2 |  141.0 |  0.87 |
-%! % ci4  - BCa                            |  115.3 |  263.8 |  148.5 |  1.64 |
+%! % ci4  - BCa                            |  116.1 |  265.1 |  149.0 |  1.69 |
 %! % ci6a - calibrated (equal-tailed)      |   83.0 |  252.9 |  169.9 |  0.92 |
 %! % ci6b - calibrated                     |  113.2 |  282.4 |  169.2 |  1.90 |
 %! % --------------------------------------|--------|--------|--------|-------|
@@ -1458,13 +1458,14 @@ function print_output (stats, nboot, alpha, l, m, bootfun_str, strata)
 %! % method                     | coverage |  lower |  upper | length | shape |
 %! % ---------------------------|----------|--------|--------|--------|-------|
 %! % percentile (equal-tailed)  |    81.9% |   1.3% |  16.8% |   0.78 |  0.91 |
-%! % BCa                        |    85.6% |   5.2% |   9.2% |   0.87 |  1.84 |
+%! % BCa                        |    85.0% |   4.6% |  10.4% |   0.85 |  1.82 |
 %! % calibrated (equal-tailed)  |    90.0% |   0.1% |   9.9% |   1.01 |  1.04 |
 %! % calibrated                 |    90.3% |   4.5% |   5.2% |   0.99 |  2.21 |
 %! % ---------------------------|----------|--------|--------|--------|-------|
 %! % parametric - exact         |    90.8% |   3.7% |   5.5% |   0.99 |  2.52 |
 %!
-%! % Summary of bias statistics from 'boot' package in R
+%! % Summary of bias statistics computed using the 'statistics-resampling'
+%! % package for Octave/Matlab
 %! %
 %! % method                             | original |    bias | bias-corrected |
 %! % -----------------------------------|----------|---------|----------------|
@@ -1607,8 +1608,8 @@ function print_output (stats, nboot, alpha, l, m, bootfun_str, strata)
 %!   assert (stats.original, 171.534023668639, 1e-08);
 %!   assert (stats.bias, -6.916841556872669, 1e-08);
 %!   assert (stats.std_error, 42.5668171689963, 1e-08);
-%!   assert (stats.CI_lower, 117.0129329921189, 1e-08);
-%!   assert (stats.CI_upper, 269.5860065995567, 1e-08);
+%!   assert (stats.CI_lower, 117.211853429442, 1e-08);
+%!   assert (stats.CI_upper, 270.1620774419748, 1e-08);
 %! end
 %!
 %! % Nonparametric 90% calibrated equal-tailed percentile confidence intervals
@@ -1670,8 +1671,8 @@ function print_output (stats, nboot, alpha, l, m, bootfun_str, strata)
 %!   assert (stats.original, 0.7763744912894071, 1e-08);
 %!   assert (stats.bias, -0.008589727569214833, 1e-08);
 %!   assert (stats.std_error, 0.1440139406035633, 1e-08);
-%!   assert (stats.CI_lower, 0.3954734403669555, 1e-08);
-%!   assert (stats.CI_upper, 0.9323937461477884, 1e-08);
+%!   assert (stats.CI_lower, 0.3970241602178715, 1e-08);
+%!   assert (stats.CI_upper, 0.9326378952057675, 1e-08);
 %! end
 %!
 %! % Nonparametric 90% calibrated equal-tailed percentile confidence intervals