statistics-0.5.1.0: A library of statistical types, data, and functions Source code Contents Index

Statistics.Resampling.Bootstrap Portability portable Stability experimental Maintainer bos@serpentine.com

Contents References

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

data Estimate Source

A point and interval estimate computed via an Estimator. Constructors Estimate 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.

bootstrapBCA Source

:: 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/

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