S+RESAMPLE : Copyright (c) 2000-2007 Insightful Corp. All rights reserved. Version 3.0, for S-PLUS 7.0 (Unix, Linux, Windows) and later. -------------------------------------------------- S+Resample : An S-PLUS library for resampling S+Resample is an object-oriented toolkit for the use of statistical resampling techniques, including * bootstrap * jackknife * influence * cross-validation * bootstrap estimation of prediction errors * permutation tests * bootstrap tilting -- NEW! A feature of this code is bootstrap tilting, which generally provides very accurate (second-order accurate) confidence intervals, with better finite-sample performance than other bootstrap methods, and require only 1/17 or 1/37 as many bootstrap replications as other bootstrap methods (for 95% confidence intervals), e.g. 60 replications instead of 1000 or 2000. Please contact bootstrap-beta@insightful.com (if you have this as a download) support@insightful.com (if your copy came with S-PLUS) with problems or suggestions. --------------------------------------------------------------- ---- Overview The code falls into five general categories: (1) General-purpose S-PLUS software, primarily upgrades of existing S-PLUS functions in order to support capabilities of bootstrap software. For example, many functions now have an optional "weights" argument. (2) New versions of `bootstrap' and related code, with added functionality or bug fixes. (3) New resampling functions, for permutation tests, cross validation, bootstrapping prediction errors, parametric and smoothed bootstrapping. (4) New functions for bootstrap tilting inferences and diagnostics. (5) New GUI features for Windows users. --------------------------------------------------------------- ---- Documentation (1) Installation notes * INSTALL.TXT describes how to install the library. (2) Help files Most functions have help files; see in particular: * help(resampleOverview) -- an annotated list of functions * help(resamp.problems) -- some known issues and workarounds. (3) Release notes * doc/ReleaseNotes.txt describes new and modified functions * doc/ChangeLog.txt notes important changes between different versions of the library. (4) Manual * resample.pdf (5) Tutorial and Technical Reports * doc/tutorial.ssc * other files in the doc folder (6) For more information, including relevant technical reports, see www.insightful.com/Hesterberg/bootstrap/ (7) Other libraries Data libraries for use with some statistics texts are found at www.insightful.com/Hesterberg/bootstrap/ These libraries contain more examples on how to use the graphical interface. --------------------------------------------------------------- ---- Acknowledgements This work was supported by NIH SBIR 2R44CA67734--02 "Statistical Software for Resampling Methods" NSF SBIR DMI-0078706 "Bootstrap Tilting Inference and Large Data Sets" Contributors include: Andrea Borning Ashley Clipson Steve Ellis Rachel Epstein Chris Fraley Tim Hesterberg Shan Jin Shaun Monaghan Charles Roosen Jim Schimert Robert Thurman We also appreciate advice received from Brad Efron, Frank Harrell, David S. Moore, Art Owen, Luigi Salmaso, Terry Therneau, and Rob Tibshirani.