statistics-0.10.1.0: A library of statistical types, data, and functions

Portabilityportable
Stabilityexperimental
Maintainerbos@serpentine.com

Statistics.Resampling.Bootstrap

Contents

Description

The bootstrap method for statistical inference.

Synopsis

Documentation

data Estimate Source

A point and interval estimate computed via an Estimator.

Constructors

Estimate 

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.

bootstrapBCASource

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.

scaleSource

Arguments

:: Double

Value to multiply by.

-> Estimate 
-> Estimate 

Multiply the point, lower bound, and upper bound in an Estimate by the given value.

References