dataframe 中加权平均值的引导跨行

Question

I have a question regarding bootstrapping of a weighted mean.

Depending on how my data is structured, I sometimes want to bootstrap across columns and sometimes across rows.

In another post ( bootstrap weighted mean in R ), the following code was provided to bootstrap the weighted mean across columns:

library(boot)

samplewmean <- function(d, i, j) {
    d <- d[i, ]
    w <- j[i, ]
    return(weighted.mean(d, w))   
  }

results_qsec <- boot(data= mtcars[, 7, drop = FALSE], 
                     statistic = samplewmean, 
                     R=10000, 
                     j = mtcars[, 6 , drop = FALSE])

This works perfectly (check: weighted.mean(mtcars[,7], mtcars[,6]).

However, I now also want to bootstrap across rows, which I thought the following code would do:

samplewmean2 <- function(d, i, j) {
    d <- d[, i]
    w <- j[, i]
    return(weighted.mean(d, w))   
  }

results_qsec2 <- boot(data= mtcars[7,  , drop = FALSE], 
                     statistic = samplewmean2, 
                     R=10000, 
                     j = mtcars[6,  , drop = FALSE])

Unfortunately this is not working, and I don't know what I should change?

Many thanks in advance.

Answer 1

You could define your bootstrap-function like this:

samplewmean2 <- function(d, i, j) {
  elements2use <- sample(1:length(d), length(d), replace=T)
  k <- d[, elements2use]
  v <- j[, elements2use]
  return(weighted.mean(k, v))   
}

And then apply the bootstrap like this:

results_qsec2 <- boot(data= t(mtcars[,  7, drop = FALSE]), 
                      statistic = samplewmean2, 
                      R=10, 
                      j = t(mtcars[,6  , drop = FALSE]),
                      stype="i")