Your code seems generally ok (though I wonder why you define a function Var() to do exactly the same thing as var) but your problem is with your use of mean, not in the bootstrap code.
It collapses things into a vector before taking a mean -- c.f., R> x = array(1:27,c(3,3,3)) R> mean(x) [1] 14 Playing around with things, this seems to do what you would want: apply(x, -1, mean) Though I've never used *apply with the margin argument negative so no promises that this works... To make your code a little easier, you might want to make use of the replicate() function in something like this Michael Weylandt On Sat, Sep 3, 2011 at 5:34 PM, meddee <meddee1...@gmail.com> wrote: > Dear all I am a bit new to R so please keep your swords sheathed! > > I would simply like to bootstrap a covariance matrix from a multivariate > gaussian density. At face value that seemed like a very straightforward > problem to solve but I somehow could not get the boot package to work and > did not really understand the documentation so I tried to do the bootstrap > manually. Hence: > > x<-rmvnorm(n = 5, mean, diag(1,length(mean))) > Var<-function(a) var(a) > Var(x) > sample<-matrix(sample(x,replace=T),ncol=length(mean))#single BS sample > Var(sample)# sqr matrix of length(mean) > > #generate 1000 bootstrap samples > boot <- array(NA, c(1000, 3, 3)) > #assign the var for bootstrap sample i as the ith element in the vector > boot, using a for loop > for (i in 1:1000) boot[i,,] <- Var(sample) > mean(boot) > > For output I expect to see a 3x3 covariance matrix but i am getting a > single > scalar value. > > So can some person(s) do either (or all) of the following: > - point out how I can get the intended result from the above code > - point out how the boot function can be used to to solve this problem > - point me to further documentation for the boot function > > p.s: rmvnorm is from the mvtnorm package. > > Thanks in advance! > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Bootstrapping-a-covariance-matrix-tp3788553p3788553.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
