Bootstrap a statistic

(Extension of BOOTSTRP)

Function BSTRAP computes values of user-defined scalar-, vector- or matrix-valued statistics in the original sample, and in B bootstrap samples of size m <=n, where n is the number of rows in X. Addressing limitations of BOOTSTRP (Statistics Toolbox, v. 5-6), BSTRAP accepts 'fixed', i.e. non-resampled, matrix-valued input arguments, and allows both matrix- and structure-valued output - which can be summarized with function BSTATS, calculating average, sample variance and (2.5, 97.5) percentiles of a bootstrap distribution.