fast function for generating bootstrap samples in matrix forms in R

Question

I have a matrix A, and I would like to draw samples from each column of A and construct new matrices. For example:

A = matrix(seq(1,9),3,3)

so to get the 1st bootstrap matrix, I would sample with replacement (3 times) from the first column of A, i.e. 1,2,3, sample with replacement (3 times) from the second column of A, i.e. 4,5,6, and sample with replacement (3 times) from the third column of A, i.e. 7,8,9. After that, I re-construct the 1st bootstrap matrix B1 by combining the three bootstrap vectors. I will repeat this procedure for B=199 times, so that bootstrap matrices B1,...,B199 will be available.

My question is, how can I make this program run faster? Which function should I use? I know apply involves essentially for loops so the speed is not guaranteed. How about do.call? Thanks!

Sven Hohenstein · Accepted Answer · 2016-07-01 17:31:40Z

5

You can use replicate and apply:

A <- matrix(seq(1,9),3,3) B <- 199 replicate(B, apply(A, 2, sample, replace = TRUE))

edited Jul 1, 2016 at 17:31

answered Nov 22, 2012 at 16:27

Sven Hohenstein

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2 Comments

alittleboy Over a year ago

thanks, but the use of sample is to sample without replacement. Here I hope to get bootstrap sample, so how can I pass replace=TRUE to the function?

alittleboy Over a year ago

I got it: replicate(B, apply(A, 2, function(s) sample(s,replace=TRUE))) will work :)

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