improved bootstrap [WIP]

johnmyleswhite / StreamStats.jl

Compute statistics over data streams in pure Julia

Other

48 stars 7 forks source link

improved bootstrap [WIP] #9

Closed eytan closed 9 years ago

eytan commented 9 years ago

Made it so that replicate states don’t have to be re-computed every time one tries to compute statistics over the bootstrap distribution. This is important if you want to randomly sample from it.
Added the ability to randomly sample from replicates
Added the ability to subtract two bootstrap distributions (and then use whatever methods associated with it). This is useful because a common use case of the bootstrap is computing CIs for a difference in means.

johnmyleswhite commented 9 years ago

I'd like to chat in person about this change if you have time. In part, I wonder if the raw replicated stream stat objects are the state, not the induced Float64 statistics taken by computing state on each stream stat.

johnmyleswhite commented 9 years ago

I'm on board with this now. Looks like the squashing didn't fully work, though.