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R Programming/Bootstrap
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Bootstrapping (statistics)
boot package includes functions from the book Bootstrap Methods and Their Applications by A. C. Davison and D. V. Hinkley (1997, CUP)
bootstrap package.
Quick how-to
Do a bootstrap of some data for some function (here, mean):
b <- boot(data, function(data, id) { mean(data[id]) }, 1000)
Use this to compute a 90%-confidence interval:
boot.ci(b, .9, type="norm")
References
Instructions for the boot package: http://www.statmethods.net/advstats/bootstrapping.html
Sample using the boot package: http://druedin.com/2012/11/10/bootstrapping-in-r/
Bayesian Methods Nonparametric Methods