Copyright | (c) 2009 2011 Bryan O'Sullivan |
---|---|

License | BSD3 |

Maintainer | bos@serpentine.com |

Stability | experimental |

Portability | portable |

Safe Haskell | None |

Language | Haskell98 |

The bootstrap method for statistical inference.

# Documentation

:: 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"

:: (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

- Davison, A.C; Hinkley, D.V. (1997) Bootstrap methods and their application. http://statwww.epfl.ch/davison/BMA/