resampling.hpp File Reference

Resampling methods. More...

#include "statcpp/basic_statistics.hpp"
#include "statcpp/dispersion_spread.hpp"
#include "statcpp/order_statistics.hpp"
#include "statcpp/continuous_distributions.hpp"
#include "statcpp/random_engine.hpp"
#include <algorithm>
#include <cmath>
#include <cstddef>
#include <iterator>
#include <numeric>
#include <random>
#include <stdexcept>
#include <utility>
#include <vector>

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Classes
struct	statcpp::bootstrap_result
	Structure to store bootstrap estimation results. More...
struct	statcpp::permutation_result
	Structure to store permutation test results. More...

Namespaces
namespace	statcpp

Functions
template<typename Iterator , typename Engine = default_random_engine>
std::vector< typename std::iterator_traits< Iterator >::value_type >	statcpp::bootstrap_sample (Iterator first, Iterator last, Engine &engine)
	Generate a single bootstrap sample.
template<typename Iterator >
std::vector< typename std::iterator_traits< Iterator >::value_type >	statcpp::bootstrap_sample (Iterator first, Iterator last)
	Generate a single bootstrap sample (using default random engine)
template<typename Iterator , typename Statistic , typename Engine = default_random_engine>
bootstrap_result	statcpp::bootstrap (Iterator first, Iterator last, Statistic stat_func, std::size_t n_bootstrap=1000, double confidence=0.95, Engine &engine=get_random_engine())
	Perform general bootstrap estimation.
template<typename Iterator , typename Engine = default_random_engine>
bootstrap_result	statcpp::bootstrap_mean (Iterator first, Iterator last, std::size_t n_bootstrap=1000, double confidence=0.95, Engine &engine=get_random_engine())
	Perform bootstrap estimation of the mean.
template<typename Iterator , typename Engine = default_random_engine>
bootstrap_result	statcpp::bootstrap_median (Iterator first, Iterator last, std::size_t n_bootstrap=1000, double confidence=0.95, Engine &engine=get_random_engine())
	Perform bootstrap estimation of the median.
template<typename Iterator , typename Engine = default_random_engine>
bootstrap_result	statcpp::bootstrap_stddev (Iterator first, Iterator last, std::size_t n_bootstrap=1000, double confidence=0.95, Engine &engine=get_random_engine())
	Perform bootstrap estimation of the standard deviation.
template<typename Iterator , typename Statistic , typename Engine = default_random_engine>
bootstrap_result	statcpp::bootstrap_bca (Iterator first, Iterator last, Statistic stat_func, std::size_t n_bootstrap=1000, double confidence=0.95, Engine &engine=get_random_engine())
	Compute BCa (bias-corrected and accelerated) bootstrap confidence interval.
template<typename Iterator1 , typename Iterator2 , typename Engine = default_random_engine>
permutation_result	statcpp::permutation_test_two_sample (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, std::size_t n_permutations=10000, Engine &engine=get_random_engine())
	Perform two-sample permutation test (test of difference in means)
template<typename Iterator1 , typename Iterator2 , typename Engine = default_random_engine>
permutation_result	statcpp::permutation_test_paired (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, std::size_t n_permutations=10000, Engine &engine=get_random_engine())
	Perform paired permutation test.
template<typename Iterator1 , typename Iterator2 , typename Engine = default_random_engine>
permutation_result	statcpp::permutation_test_correlation (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, std::size_t n_permutations=10000, Engine &engine=get_random_engine())
	Perform permutation test for correlation.

Detailed Description

Resampling methods.

Provides resampling methods including bootstrap, jackknife, and permutation tests. Can be used for standard error estimation of statistics, confidence interval calculation, and hypothesis testing.

Definition in file resampling.hpp.