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boot.pval

This R package provides functions for computing bootstrap p-values based on boot objects, and convenience functions for bootstrap confidence intervals and p-values for various regression models.

Installation

To install the package from CRAN:

install.packages("boot.pval")

To install the development version from Github:

library(devtools)
install_github("mthulin/boot.pval")

Features

boot.pval can be used to:

• Obtain p-values and confidence intervals for coefficients of a wide range of regression models.
• Perform one and two-sample bootstrap tests of location, with accompanying confidence intervals.
• Create custom bootstrap tests.

Background

p-values can be computed by inverting the corresponding confidence intervals, as described in Section 14.2 of Thulin (2024) and Section 3.12 in Hall (1992). This package contains functions for computing bootstrap p-values in this way. The approach relies on the fact that:

• The p-value of the two-sided test for the parameter theta is the smallest alpha such that theta is not contained in the corresponding 1-alpha confidence interval,
• For a test of the parameter theta with significance level alpha, the set of values of theta that aren’t rejected by the two-sided test (when used as the null hypothesis) is a 1-alpha confidence interval for theta.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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