Library

Basic Sampling

BasicSampling(1000)

Balanced Sampling

BalancedSampling(1000)

Exact Sampling

ExactSampling()

Antithetic Sampling

AntitheticSampling(1000)

Maximum Entropy Sampling

MaximumEntropySampling(100)
maximumEntropySampling(100, MaximumEntropyCache())

NOTE: Implementation based off pymeboot as the original R package is GPL licensed.

Residual Sampling

ResidualSampling(1000)

Wild Sampling

WildSampling(1000, rademacher)
WildSampling(1000, mammen)

Number of samples drawn from a bootstrap sampling

bs = BasicSampling(1000)
nrun(bs)

# output

1000

Return the statistic function of a BootstrapSample

bs = bootstrap(mean, randn(20), BasicSampling(100))
statistic(bs)

Return the noise function of a wild bootstrap sampling

Basic Confidence Interval

BasicConfInt(0.95)

Percentile Confidence Interval

PercentileConfInt(0.95)

Normal Confidence Interval

NormalConfInt(0.95)

Student's Confidence Interval

StudentConfInt(0.95)

Bias-Corrected and Accelerated (BCa) Confidence Interval

BCaConfInt(0.95)