_b_o_o_t_s_t_r_a_p _e_s_t_i_m_a_t_e_s _o_f _p_r_e_d_i_c_t_i_o_n _e_r_r_o_r bootpred(x,y,nboot,theta.fit,theta.predict,err.meas,...) _A_r_g_u_m_e_n_t_s: x: a matrix containing the predictor (regressor) values. Each row corresponds to an observa- tion. y: a vector containing the response values nboot: the number of bootstrap replications theta.fit: function to be cross-validated. Takes x and y as an argument. See example below. theta.predict: function producing predicted values for theta.fit. Arguments are a matrix x of pred- ictors and fit object produced by theta.fit. See example below. err.meas: function specifying error measure for a sin- gle response y and prediction yhat - see examples below _V_a_l_u_e_s: list with the following components app.err: the apparent error rate- that is, the mean value of err.meas when theta.fit is applied to x and y, and then used to predict y. optim: the bootstrap estimate of optimism in app.err. A useful estimate of prediction error is app.err+optim err.632: the ".632" bootstrap estimate of prediction error. _R_e_f_e_r_e_n_c_e_s: Efron, B. (1983). Estimating the error rate of a pred- iction rule: improvements on cross-validation. J. Amer. Stat. Assoc, vol 78. pages 316-31. Efron, B. and Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman and Hall, New York, London. _E_x_a_m_p_l_e_s: # bootstrap prediction error estimation in least squares # regression x <- rnorm(85) y <- 2*x +.5*rnorm(85) theta.fit <- function(x,y)lsfit(x,y) theta.predict <- function(fit,x) cbind(1,x)%*%fitoef sq.err_function(y,yhat) (y-yhat)^2 results <- bootpred(x,y,20,theta.fit,theta.predict, err.meas=sq.err) # for a classification problem, a standard choice # for err.meas would simply count up the # classification errors: miss.clas <- function(y,yhat) 1*(yhat!=y) # with this specification, bootpred estimates # misclassification rate