Refits y* = mu_hat + N(0, RSS / N) noise B times and forms type-7 percentile
bands (ESL eq 8.6); uses the session RNG unless seed is given.
Usage
morie_esl_parametric_bootstrap(
H,
y,
Hnew = NULL,
B = 200,
level = 0.95,
seed = NULL
)
Arguments
- H
Basis at the training inputs, N by p.
- y
Response.
- Hnew
Basis at evaluation points (default H).
- B
Number of bootstrap draws.
- level
Band level.
- seed
Optional seed; the caller's RNG state is restored.
Value
Named list: fit, boot_se, lower, upper, B.
References
Hastie, Tibshirani & Friedman (2009), sec. 8.2.1.
Examples
x <- (1:30) / 10
morie_esl_parametric_bootstrap(cbind(1, x, x^2), sin(x), rbind(c(1, 1, 1)), B = 100,
seed = 1)$boot_se
#> [1] 0.003742596
