Portability	portable
Stability	experimental
Maintainer	bos@serpentine.com
Safe Haskell	None

Statistics.Resampling

Description

Resampling statistics.

Synopsis

Documentation

newtype Resample Source

A resample drawn randomly, with replacement, from a set of data points. Distinct from a normal array to make it harder for your humble author's brain to go wrong.

Constructors

Resample
Fields fromResample :: Vector Double

Instances

Eq Resample
Data Resample
Read Resample
Show Resample
Typeable Resample
Generic Resample
Binary Resample

jackknife :: Estimator -> Sample -> Vector Double Source

Compute a statistical estimate repeatedly over a sample, each time omitting a successive element.

resample Source

Arguments

:: Gen (PrimState IO)
-> [Estimator]	Estimation functions.
-> Int	Number of resamples to compute.
-> Sample	Original sample.
-> IO [Resample]

O(e*r*s) Resample a data set repeatedly, with replacement, computing each estimate over the resampled data.

This function is expensive; it has to do work proportional to e*r*s, where e is the number of estimation functions, r is the number of resamples to compute, and s is the number of original samples.

To improve performance, this function will make use of all available CPUs. At least with GHC 7.0, parallel performance seems best if the parallel garbage collector is disabled (RTS option -qg).