Copyright	(c) 2009, 2011 Bryan O'Sullivan
License	BSD3
Maintainer	bos@serpentine.com
Stability	experimental
Portability	portable
Safe Haskell	None
Language	Haskell98

Statistics.Resampling.Bootstrap

Contents

References

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.

Instances

Eq Estimate Source
Methods (==) :: Estimate -> Estimate -> Bool (/=) :: Estimate -> Estimate -> Bool
Data Estimate Source
Methods gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> Estimate -> c Estimate gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c Estimate toConstr :: Estimate -> Constr dataTypeOf :: Estimate -> DataType dataCast1 :: Typeable (* -> ) t => (forall d. Data d => c (t d)) -> Maybe (c Estimate) dataCast2 :: Typeable ( -> * -> *) t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c Estimate) gmapT :: (forall b. Data b => b -> b) -> Estimate -> Estimate gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> Estimate -> r gmapQr :: (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> Estimate -> r gmapQ :: (forall d. Data d => d -> u) -> Estimate -> [u] gmapQi :: Int -> (forall d. Data d => d -> u) -> Estimate -> u gmapM :: Monad m => (forall d. Data d => d -> m d) -> Estimate -> m Estimate gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> Estimate -> m Estimate gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> Estimate -> m Estimate
Read Estimate Source
Methods readsPrec :: Int -> ReadS Estimate readList :: ReadS [Estimate] readPrec :: ReadPrec Estimate readListPrec :: ReadPrec [Estimate]
Show Estimate Source
Methods showsPrec :: Int -> Estimate -> ShowS show :: Estimate -> String showList :: [Estimate] -> ShowS
Generic Estimate Source
Associated Types type Rep Estimate :: * -> * Methods from :: Estimate -> Rep Estimate x to :: Rep Estimate x -> Estimate
NFData Estimate Source
Methods rnf :: Estimate -> ()
ToJSON Estimate Source
Methods toJSON :: Estimate -> Value
FromJSON Estimate Source
Methods parseJSON :: Value -> Parser Estimate
Binary Estimate Source
Methods put :: Estimate -> Put get :: Get Estimate
type Rep Estimate Source

bootstrapBCA Source

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 Source

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/