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MATLAB Central > MATLAB Newsreader > Bootstrapping multivariate data 

Hi all, 
"CT " <congthanh.do@hotmail.fr> wrote in message <i4d8f9$n3a$1@fred.mathworks.com>... 
Subject: Bootstrapping multivariate data From: Peter Perkins Date: 17 Aug, 2010 12:34:34 Message: 3 of 14 
On 8/17/2010 1:59 AM, CT wrote: 
Subject: Bootstrapping multivariate data From: Simon Preston Date: 17 Aug, 2010 14:18:05 Message: 4 of 14 
Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4dvkq$8ns$2@fred.mathworks.com>... 
Thank you all for your replies. I'll try to perform your suggestions and will let you know about the results. 
Subject: Bootstrapping multivariate data From: Peter Perkins Date: 17 Aug, 2010 17:58:47 Message: 6 of 14 
On 8/17/2010 10:18 AM, Simon Preston wrote: 
Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>... 
I mean that I have N observations of the random vectors x, the vector x has M elements, these are the seed data. So each variable here is a vector (of M elements). Their probability density distribution (pdf) might be multivariate distribution, e.g. Gaussian mixture model (GMM). Since the bootstrap here is nonparametric, the N observations will be used instead of a concrete pdf. 
If you are saying or have a feeling that your data might come from a multivariate distribution, then as far as I know 'bootstrp' will pool your data together, assuming they come from the same pdf which might be an erronous assumption. 
Subject: Bootstrapping multivariate data From: Rogelio Date: 18 Aug, 2010 07:08:05 Message: 10 of 14 
By the way ...... what is the statistc that you are bootstraping? it will be nice if you post the code. 
Subject: Bootstrapping multivariate data From: Peter Perkins Date: 18 Aug, 2010 12:22:25 Message: 11 of 14 
On 8/18/2010 2:55 AM, Rogelio wrote: 
For instance, I have a matrix X(M,N) = X(3,500) of initial data. There are thus N = 500 observations of random vector trivariate random vector x following the multivariate normal distribution. These data can be generated by the code: 
Subject: Bootstrapping multivariate data From: Richard Willey Date: 18 Aug, 2010 16:56:17 Message: 13 of 14 
Here's some very basic code that might illustrate what's' going on 
Just a correction, the covariance matrix that I have used is only an example to illustrate the generation of multivariate data. A matrix like that might have no sense. 
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