View Source Statistex.Robust.Bootstrap (statistex_robust v0.1.1)
Provides a method for estimating the original data range from a sample using bootstrapping with extrapolation. This approach generates resampled data, calculates the min and max values for each resample, and applies a percentage-based extrapolation to estimate a wider range than the sample might initially suggest.
Example
iex> data = [57, 57, 57, 58, 63, 66, 66, 67, 67, 68, 69, 70, 70, 70, 70, 72,
...> 73, 75, 75, 76, 76, 78, 79, 81]
iex> n_resamples = 1000
iex> extrapolation_percentage = 0.10
iex> Statistex.Robust.Bootstrap.extrapolate(data, n_resamples, extrapolation_percentage)
{51.3, 89.1}
Summary
Functions
Performs bootstrapping with extrapolation to estimate a wider range for the original data based on the provided sample.
Estimates range using extrapolate/3
for a specified column (index) of a matrix.
Functions
Performs bootstrapping with extrapolation to estimate a wider range for the original data based on the provided sample.
data
: A list of numbers representing the sample data.n_resamples
: The number of bootstrap resamples to generate.extrapolation_percentage
: The percentage of extrapolation to apply on the lower and upper bounds.
Returns a tuple {extended_min, extended_max}
representing the estimated
range with extrapolation applied.
Estimates range using extrapolate/3
for a specified column (index) of a matrix.