Add a new .coef
argument to vcovFWB()
. A function can be supplied to extract a vector of coefficients from the fitted model in each bootstrap iteration if the default (stats::coef()
) doesn't return a numeric vector (e.g., for nnet::multinom()
models). An error message is now thrown if .coef
doesn't return a numeric vector.
Fixed a bug where the names of quantities produced by fwb()
when statistic
returns an unnamed vector were incorrect.
fwb()
and vcovFWB()
now take an additional argument, wtype
, which specifies how the weights are drawn. The default, "exp"
is still to draw weights from an $\text{Exp}(1)$ distribution but other options, namely "multinom"
for multinomial integer weights (which reproduce boot::boot()
results exactly), "poisson"
for Poisson integer weights, and "mammen"
for second-order accurate Mammen weights as recommended by Lihua Lei here. (#4)
New functions set_fwb_wtype()
and get_fwb_wtype()
allow one to set global defaults for the wtype
argument of fwb()
and vcovFWB()`.
Fixed bugs related to the index
argument of various functions, including bugs when the estimated quantity is not given a name.
Some error messages may be clearer.