Package pal.statistics
Class BootstrapStatistics
- java.lang.Object
-
- pal.statistics.BootstrapStatistics
-
public class BootstrapStatistics extends java.lang.Object
computation of bootstrap estimators (BIAS, SD, VAR, CI) given a statistic theta and corresponding bootstrap replicates. See for background theory: i) B. Efron and R. J.Tibshirani. 1993. An introduction to the bootstrap. Chapman and Hall, New York ii) P. Hall. 1992. The bootstrap and Edgeworth expansion. Springer, New York- Version:
- $Id: BootstrapStatistics.java,v 1.3 2001/07/13 14:39:13 korbinian Exp $
- Author:
- Korbinian Strimmer
-
-
Constructor Summary
Constructors Constructor Description BootstrapStatistics()
-
Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static double
biasCorrectedEstimate(double thetaHat, double[] thetaHatStar)
correct a statistic thetaHat for its biasstatic double
computeBIAS(double thetaHat, double[] thetaHatStar)
compute bias of a statistic thetaHat in estimating the true thetastatic double
computeSD(double[] thetaHatStar)
compute standard error (accuracy) of a statistic thetaHatstatic double
computeVAR(double[] thetaHatStar)
compute variance of a statistic thetaHatstatic double[]
efronCI(double level, double[] thetaHatStar)
compute approximate central confidence interval for thetaHat (Efron percentile method)static double[]
efronCI(double level, double[] thetaHatStar, int[] array)
compute approximate central confidence interval for thetaHat (Efron percentile method)static double[]
hallCI(double level, double thetaHat, double[] thetaHatStar)
compute approximate central confidence interval for thetaHat (Hall percentile method)static double[]
hallCI(double level, double thetaHat, double[] thetaHatStar, int[] array)
compute approximate central confidence interval for thetaHat (Hall percentile method)
-
-
-
Method Detail
-
computeBIAS
public static double computeBIAS(double thetaHat, double[] thetaHatStar)
compute bias of a statistic thetaHat in estimating the true theta- Parameters:
thetaHat
- the statisticthetaHatStar
- bootstrap replicates of thetaHat- Returns:
- estimate of bias (notation: BIAS with hat)
-
biasCorrectedEstimate
public static double biasCorrectedEstimate(double thetaHat, double[] thetaHatStar)
correct a statistic thetaHat for its bias- Parameters:
thetaHat
- the statisticthetaHatStar
- bootstrap replicates of thetaHat- Returns:
- bias-corrected estimate
-
computeVAR
public static double computeVAR(double[] thetaHatStar)
compute variance of a statistic thetaHat- Parameters:
thetaHatStar
- bootstrap replicates of statistic thetaHat- Returns:
- estimate of variance of thetaHat (notation: VAR with hat)
-
computeSD
public static double computeSD(double[] thetaHatStar)
compute standard error (accuracy) of a statistic thetaHat- Parameters:
thetaHatStar
- bootstrap replicates of statistic thetaHat- Returns:
- estimate of standard error of thetaHat (notation: SD with hat)
-
efronCI
public static double[] efronCI(double level, double[] thetaHatStar)
compute approximate central confidence interval for thetaHat (Efron percentile method)- Parameters:
level
- confidence level (e.g., 0.95)thetaHatStar
- bootstrap replicates of statistic thetaHat- Returns:
- confidence set (array of two doubles)
-
efronCI
public static double[] efronCI(double level, double[] thetaHatStar, int[] array)
compute approximate central confidence interval for thetaHat (Efron percentile method)- Parameters:
level
- confidence level (e.g., 0.95)thetaHatStar
- bootstrap replicates of statistic thetaHatarray
- helper integer array (same length as thetaHatStar)- Returns:
- confidence set (array of two doubles)
-
hallCI
public static double[] hallCI(double level, double thetaHat, double[] thetaHatStar)
compute approximate central confidence interval for thetaHat (Hall percentile method)- Parameters:
level
- confidence level (e.g., 0.95)thetaHat
- the statisticthetaHatStar
- bootstrap replicates of statistic thetaHat- Returns:
- confidence set (array of two doubles)
-
hallCI
public static double[] hallCI(double level, double thetaHat, double[] thetaHatStar, int[] array)
compute approximate central confidence interval for thetaHat (Hall percentile method)- Parameters:
level
- confidence level (e.g., 0.95)thetaHat
- the statisticthetaHatStar
- bootstrap replicates of statistic thetaHatarray
- helper integer array (same length as thetaHatStar)- Returns:
- confidence set (array of two doubles)
-
-