Statistics.Resampling.Bootstrap

The bootstrap method for statistical inference.

Documentation

data Estimate

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.

Instances

Eq Estimate

Data Estimate

Show Estimate

Typeable Estimate

NFData Estimate

bootstrapBCA

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.

scale

Arguments

:: Double

Value to multiply by.

-> Estimate

-> Estimate

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

References

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