I recently wrapped up a version of my R function for easy Bayesian bootstrappin’ into the package bayesboot
. This package implements a function, also named bayesboot
, which performs the Bayesian bootstrap introduced by Rubin in 1981. The Bayesian bootstrap can be seen as a smoother version of the classical nonparametric bootstrap, but I prefer seeing the classical bootstrap as an approximation to the Bayesian bootstrap :)
The implementation in bayesboot
can handle both summary statistics that works on a weighted version of the data (such as weighted.mean
) and that works on a resampled data set (like median
). As bayesboot
just got accepted on CRAN you can install it in the usual way:
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