|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectpal.statistics.BootstrapStatistics
public class BootstrapStatistics
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
Constructor Summary | |
---|---|
BootstrapStatistics()
|
Method Summary | |
---|---|
static double |
biasCorrectedEstimate(double thetaHat,
double[] thetaHatStar)
correct a statistic thetaHat for its bias |
static double |
computeBIAS(double thetaHat,
double[] thetaHatStar)
compute bias of a statistic thetaHat in estimating the true theta |
static double |
computeSD(double[] thetaHatStar)
compute standard error (accuracy) of a statistic thetaHat |
static double |
computeVAR(double[] thetaHatStar)
compute variance of a statistic thetaHat |
static 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) |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
---|
public BootstrapStatistics()
Method Detail |
---|
public static double computeBIAS(double thetaHat, double[] thetaHatStar)
thetaHat
- the statisticthetaHatStar
- bootstrap replicates of thetaHat
public static double biasCorrectedEstimate(double thetaHat, double[] thetaHatStar)
thetaHat
- the statisticthetaHatStar
- bootstrap replicates of thetaHat
public static double computeVAR(double[] thetaHatStar)
thetaHatStar
- bootstrap replicates of statistic thetaHat
public static double computeSD(double[] thetaHatStar)
thetaHatStar
- bootstrap replicates of statistic thetaHat
public static double[] efronCI(double level, double[] thetaHatStar)
level
- confidence level (e.g., 0.95)thetaHatStar
- bootstrap replicates of statistic thetaHat
public static double[] efronCI(double level, double[] thetaHatStar, int[] array)
level
- confidence level (e.g., 0.95)thetaHatStar
- bootstrap replicates of statistic thetaHatarray
- helper integer array (same length as thetaHatStar)
public static double[] hallCI(double level, double thetaHat, double[] thetaHatStar)
level
- confidence level (e.g., 0.95)thetaHat
- the statisticthetaHatStar
- bootstrap replicates of statistic thetaHat
public static double[] hallCI(double level, double thetaHat, double[] thetaHatStar, int[] array)
level
- confidence level (e.g., 0.95)thetaHat
- the statisticthetaHatStar
- bootstrap replicates of statistic thetaHatarray
- helper integer array (same length as thetaHatStar)
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |