bootstrap

README

bootstrap

This Go package provides a simple framework to bootstrap confidence intervals with bootstrap resampling.

License

MIT

Documentation

Index

• type Aggregator
• type AverageAggregator
  • func NewAverageAggregator() AverageAggregator
  • func (a AverageAggregator) Aggregate(values []float64) float64
• type BasicResampler
  • func NewBasicResampler(aggregator Aggregator, iterations int) *BasicResampler
  • func (r *BasicResampler) Quantile(q float64) float64
  • func (r *BasicResampler) Resample(values []float64)
  • func (r *BasicResampler) Reset()
• type PresampledResampler
  • func NewPresampledResampler(aggregator Aggregator, iterations int, numValues int) *PresampledResampler
  • func (r *PresampledResampler) Quantile(q float64) float64
  • func (r *PresampledResampler) Resample(values []float64)
  • func (r *PresampledResampler) Reset()
• type QuantileAggregator
  • func NewQuantileAggregator(quantile float64) QuantileAggregator
  • func (a QuantileAggregator) Aggregate(values []float64) float64
• type Resampler
• type SumAggregator
  • func NewSumAggregator() SumAggregator
  • func (a SumAggregator) Aggregate(values []float64) float64

Types

type Aggregator

type Aggregator interface {
	Aggregate(values []float64) float64
}

Aggregator aggregates a slice of floats.

type AverageAggregator

type AverageAggregator struct{}

AverageAggregator generates an average.

func NewAverageAggregator

func NewAverageAggregator() AverageAggregator

NewAverageAggregator returns a new AverageAggregator.

func (AverageAggregator) Aggregate

func (a AverageAggregator) Aggregate(values []float64) float64

Aggregate returns the average of values.

type BasicResampler

type BasicResampler struct {
	// contains filtered or unexported fields
}

BasicResampler is a basic bootstrap resampler.

func NewBasicResampler

func NewBasicResampler(aggregator Aggregator, iterations int) *BasicResampler

NewBasicResampler returns a BasicResampler that aggregates values using aggregator.

func (*BasicResampler) Quantile

func (r *BasicResampler) Quantile(q float64) float64

Quantile returns the q quantile of resampled aggregate values. Resample must be called before this method or NaN is returned.

func (*BasicResampler) Resample

func (r *BasicResampler) Resample(values []float64)

Resample resamples from values for the given number of iterations and saves the aggregate values.

func (*BasicResampler) Reset

func (r *BasicResampler) Reset()

Reset resets any sampled state.

type PresampledResampler

type PresampledResampler struct {
	// contains filtered or unexported fields
}

PresampledResampler is a bootstrap resampler that precomputes sample indexes on creation.

func NewPresampledResampler

func NewPresampledResampler(aggregator Aggregator, iterations int, numValues int) *PresampledResampler

NewPresampledResampler returns a PresampledResampler that aggregates values using aggregator.

func (*PresampledResampler) Quantile

func (r *PresampledResampler) Quantile(q float64) float64

Quantile returns the q quantile of resampled aggregate values. Resample must be called before this method or NaN is returned.

func (*PresampledResampler) Resample

func (r *PresampledResampler) Resample(values []float64)

Resample resamples from values for the given number of iterations and saves the aggregate values.

func (*PresampledResampler) Reset

func (r *PresampledResampler) Reset()

Reset resets any sampled state.

type QuantileAggregator

type QuantileAggregator struct {
	// contains filtered or unexported fields
}

QuantileAggregator generates a quantile.

func NewQuantileAggregator

func NewQuantileAggregator(quantile float64) QuantileAggregator

NewQuantileAggregator returns a new QuantileAggregator with the given quantile.

func (QuantileAggregator) Aggregate

func (a QuantileAggregator) Aggregate(values []float64) float64

Aggregate returns the a.quantile quantile of values.

type Resampler

type Resampler interface {
	Resample(values []float64)
	Quantile(float64) float64
	Reset()
}

Resampler resamples floats with an Aggregator.

type SumAggregator

type SumAggregator struct{}

SumAggregator generates a sum.

func NewSumAggregator

func NewSumAggregator() SumAggregator

NewSumAggregator returns a new SumAggregator.

func (SumAggregator) Aggregate

func (a SumAggregator) Aggregate(values []float64) float64

Aggregate returns the sum of values.