statistics-0.15.0.0: A library of statistical types, data, and functions

Copyright(c) 2009 2011 Bryan O'Sullivan
LicenseBSD3
Maintainerbos@serpentine.com
Stabilityexperimental
Portabilityportable
Safe HaskellNone
LanguageHaskell98

Statistics.Resampling.Bootstrap

Contents

Description

The bootstrap method for statistical inference.

Synopsis

Documentation

bootstrapBCA #

Arguments

:: CL Double

Confidence level

-> Sample

Full data sample

-> [(Estimator, Bootstrap Vector Double)]

Estimates obtained from resampled data and estimator used for this.

-> [Estimate ConfInt Double] 

Bias-corrected accelerated (BCA) bootstrap. This adjusts for both bias and skewness in the resampled distribution.

BCA algorithm is described in ch. 5 of Davison, Hinkley "Confidence intervals" in section 5.3 "Percentile method"

basicBootstrap #

Arguments

:: (Vector v a, Ord a, Num a) 
=> CL Double

Confidence vector

-> Bootstrap v a

Estimate from full sample and vector of estimates obtained from resamples

-> Estimate ConfInt a 

Basic bootstrap. This method simply uses empirical quantiles for confidence interval.

References