Bootstrap
in [Matlab]
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From: Alan on 30 May 2010 02:31 Hi, It seems to me that bootstrap can only return one statistics. Is it possible to return two statistics in a row given a sample data? Say, now I've got a 3 by 2 matrix as the given data set, and by bootstrapping function, I want to return the mean vector (1 by 2) of this matrix and at the same time the covariance matrix of this matrix. How can I realize this step in Matlab? Is it gonna be stats = bootstrp[500, @ mean, @ cov, dataset]? Thanks! alan
From: Alan Weiss on 1 Jun 2010 08:14 On 5/30/2010 2:31 AM, Alan wrote: > Hi, > It seems to me that bootstrap can only return one statistics. Is it > possible to return two statistics in a row given a sample data? Say, now > I've got a 3 by 2 matrix as the given data set, and by bootstrapping > function, I want to return the mean vector (1 by 2) of this matrix and > at the same time the covariance matrix of this matrix. How can I realize > this step in Matlab? Is it gonna be stats = bootstrp[500, @ mean, @ cov, > dataset]? > Thanks! > > alan Take a look at the function reference page: http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html Scroll down to the section "Bootstrapping More Than One Statistic" Alan Weiss MATLAB mathematical toolbox documentation
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