MATLAB: Random draw with replacement in pairs.

bootstrapnon-parametricrandom drawsreplacementresidualtandem

Hi all,

I am working a non-parametric residual boostrap.

I have estimated my two data generating proceses, and thus have two vectors of disturbance terms.

From these two I need to draw (in pairs) with replacement.

Anyone who can help me?

Best Answer

Here's one possible way.

V1 and V2 represent your original data vectors.

N = 50;
NPAIRS = 20;
V1 = rand(N,1);
V2 = rand(N,1);
pairIndex = randi(N,[NPAIRS 1]);
pairArray = [V1(pairIndex), V2(pairIndex)]

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MATLAB: Bootci usage: passing vectors into function

% Inputs
y  = randn(100,1);                 
v1 = 1:10;
v2 = 10:-1:1;
% Only 'x' is the input since we fix v1 and v2 (same name as vars)
f  = @(x) foo(v1,v2,x);
% Bootstrap f by sampling from y (the only input x)
ci = bootci(2000,{f,y},'alpha',.1);

Where foo is

function out = foo(in1,in2,data)
   out = sum(in1*in2.' + data);
end

MATLAB: Plotting ordered pairs.

All you need to do is to add this code after your loop:

figure(1)
plot(x, y)
grid
axis equal

to get this plot:

Best Answer

Related Solutions

MATLAB: Bootci usage: passing vectors into function

MATLAB: Plotting ordered pairs.

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