| Portability | portable |
|---|---|
| Stability | experimental |
| Maintainer | bos@serpentine.com |
Statistics.Resampling.Bootstrap
Contents
Description
The bootstrap method for statistical inference.
- data Estimate = Estimate {
- estPoint :: !Double
- estLowerBound :: !Double
- estUpperBound :: !Double
- estConfidenceLevel :: !Double
- bootstrapBCA :: Double -> Sample -> [Estimator] -> [Resample] -> [Estimate]
Documentation
A point and interval estimate computed via an Estimator.
Constructors
| Estimate | |
Fields
| |
Arguments
| :: Double | Confidence level |
| -> Sample | Sample data |
| -> [Estimator] | Estimators |
| -> [Resample] | Resampled data |
| -> [Estimate] |
Bias-corrected accelerated (BCA) bootstrap. This adjusts for both bias and skewness in the resampled distribution.
References
- Davison, A.C; Hinkley, D.V. (1997) Bootstrap methods and their application. http://statwww.epfl.ch/davison/BMA/