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[Octave-patch-tracker] [patch #9925] [octave-forge] statistics toolbox:
From: |
Andrew Penn |
Subject: |
[Octave-patch-tracker] [patch #9925] [octave-forge] statistics toolbox: bootstrp, bootci and ibootci |
Date: |
Wed, 22 Apr 2020 12:28:57 -0400 (EDT) |
User-agent: |
Mozilla/5.0 (Macintosh; Intel Mac OS X 10.13; rv:75.0) Gecko/20100101 Firefox/75.0 |
URL:
<https://savannah.gnu.org/patch/?9925>
Summary: [octave-forge] statistics toolbox: bootstrp, bootci
and ibootci
Project: GNU Octave
Submitted by: acp29
Submitted on: Wed 22 Apr 2020 04:28:56 PM UTC
Category: Forge : new function
Priority: 5 - Normal
Status: None
Privacy: Public
Assigned to: None
Originator Email:
Open/Closed: Open
Discussion Lock: Any
_______________________________________________________
Details:
Hi there,
I noticed that the Octave Forge 'Statistics' package currently doesn't have
Matlab's bootstrp and bootci functions for bootstrap resampling and
calculating bootstrap confidence intervals.
https://wiki.octave.org/Statistics_package
I have written a bootstrap confidence interval function compatible with
Octave/Matlab called ibootci.m, which is available on GitHub
https://github.com/acp29/iboot/blob/master/ibootci.m
>From a user perspective it has much the same syntax as Matlab's bootci
function but has extended capabilities (double bootstrap) and extra
functionality (some support for complicated dependence structures and improved
interval coverage by bootstrap iteration).
I can provide this for the statistics package along with wrapper functions
named bootstrp and bootci - To users, these closely resemble the corresponding
Matlab functions, bootstrp and bootci, but without the bugs and errors in
their implementation of the bootstrap.
I have attached three files bootstrp.m, bootci.m and ibootci.m (The
matlab-like bootci and bootstrp both require my ibootci).
Interested? This is my first time contributing so suggestions are much
appreciated
I have also various other related functions but none are designed to be like
any Matlab function. Let me know if any of these other functions would be of
interest (e.g. for calculation of p-values and confidence intervals for
bootstrap one-sample and two-sample tests etc.). They can be found at:
https://github.com/acp29/iboot
Apologies in advance that the syntax doesn't completely conform to the
standard you folk have. (Although I did test them all in Octave too and they
worked fine). I'm afraid I don't have time right now to go through to tweak
the but if anyone else does have the time and inclination they are welcome.
Best
Andy Penn
Andrew Penn
Sussex Neuroscience
School of Life Sciences
University of Sussex
Brighton BN1 9QG
United Kingdom
Tel: +44 (0)1273 877049
E-mail: address@hidden
http://www.sussex.ac.uk/lifesci/pennlab/
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Wed 22 Apr 2020 04:28:56 PM UTC Name: bootstrp.m Size: 3KiB By:
acp29
<http://savannah.gnu.org/patch/download.php?file_id=48901>
-------------------------------------------------------
Date: Wed 22 Apr 2020 04:28:56 PM UTC Name: ibootci.m Size: 57KiB By:
acp29
<http://savannah.gnu.org/patch/download.php?file_id=48902>
-------------------------------------------------------
Date: Wed 22 Apr 2020 04:28:56 PM UTC Name: bootci.m Size: 11KiB By: acp29
<http://savannah.gnu.org/patch/download.php?file_id=48903>
_______________________________________________________
Reply to this item at:
<https://savannah.gnu.org/patch/?9925>
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- [Octave-patch-tracker] [patch #9925] [octave-forge] statistics toolbox: bootstrp, bootci and ibootci,
Andrew Penn <=