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Aug 15th, 2013
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  1. %% clear workspace
  2. close all
  3. clear all
  4. clc
  5.  
  6. %% parameters
  7. n_boot = 1e2;
  8. n_data = 20;
  9. sigma = 0.5;
  10. p0 = 5;
  11. p1 = 2;
  12.  
  13. %% generate data
  14. t = (1:n_data)';
  15. x_true = p0 + p1 * t;
  16.  
  17. %% generate noise
  18. x_noise =  sigma * randn(n_data,1);
  19. x = x_true + x_noise;
  20.  
  21. %% fit original data
  22. p_est = zeros(2, n_boot);
  23. p_est(:, 1) = polyfit( t, x, 1);
  24. x_residuals = polyval( p_est(:, 1), t ) - x;
  25.  
  26. %% draw bootstrap samples
  27. x_res_boot = x_residuals( randi( n_data, n_data, n_boot ) );
  28. x_boot = bsxfun( @plus, x_res_boot, x_true );
  29.  
  30. %% fit bootstrap samples
  31. for i = 2:n_boot
  32.     p_est(:, i) = polyfit( t, x_boot(:, i), 1 );
  33. end
  34.  
  35. %% plot
  36. figure;
  37. subplot(2,2,1:2)
  38. hold on
  39. for i = 1:n_boot
  40.     plot( t, polyval( p_est(:, i), t ), 'r-')
  41. end
  42. plot(t, x, 'k.')
  43. hold off
  44. title('original noisy data and bootstrapped fit')
  45. subplot(2,2,3)
  46. hist( p_est(2, :) )
  47. title('p0')
  48. subplot(2,2,4)
  49. hist( p_est(1, :) )
  50. title('p1')
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