| Portability | portable |
|---|---|
| Stability | experimental |
| Maintainer | bos@serpentine.com |
Statistics.Resampling.Bootstrap
Contents
Description
The bootstrap method for statistical inference.
Synopsis
- 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
Fields
- estPoint :: !Double
Point estimate.
- estLowerBound :: !Double
Lower bound of the estimate interval (i.e. the lower bound of the confidence interval).
- estUpperBound :: !Double
Upper bound of the estimate interval (i.e. the upper bound of the confidence interval).
- estConfidenceLevel :: !Double
Confidence level of the confidence intervals.
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/