Criterium 0.3.2-SNAPSHOT API documentation

Non-parametric BCa estimate of a statistic on data. Size bootstrap samples are used. Confidence values are returned at the alpha normal quantiles. rng-factory is a method that returns a random number generator to use for the sampling.

An introduction to the bootstrap. Efron, B., & Tibshirani, R. J. (1993).

See http://lib.stat.cmu.edu/S/bootstrap.funs for Efron's original implementation.

Calculate bootstrap values for given estimate and samples

Mean, variance and confidence interval. This uses the bootstrapped statistic's variance for the confidence interval, but we should use BCa of ABC.

Bootstrap sampling of a statistic, using resampling with replacement.

Outlier thresholds for given quartiles.

Find the significance of outliers gicen boostrapped mean and variance estimates. This uses the bootstrapped statistic's variance, but we should use BCa of ABC.

Square of argument

erf polynomial approximation. Maximum error is 1.5e-7. Handbook of Mathematical Functions: with Formulas, Graphs, and Mathematical Tables. Milton Abramowitz (Editor), Irene A. Stegun (Editor), 7.1.26

Weight function for gaussian kernel.

Jacknife statistics on data.

Kernel density estimator for x, given n samples X, weights K and width h.

Arithmetic mean of data.

Calculate the median of a sorted data set References: http://en.wikipedia.org/wiki/Median

Kernel function for estimation of multi-modality. h-k is the critical bandwidth, sample-variance is the observed sample variance. Equation 7, Nonparametric assessment of multimodality for univariate data. Salgado-Ugarte IH, Shimizu M

Probability p(X

Normal quantile function. Given a quantile in (0,1), return the normal value for that quantile.

Wichura, MJ. 'Algorithm AS241' The Percentage Points of the Normal Distribution. Applied Statistics, 37, 477-484

Evaluate a polynomial at the given value x, for the coefficients given in descending order (so the last element of coefficients is the constant term).

Calculate the quantile of a sorted data set References: http://en.wikipedia.org/wiki/Quantile

Calculate the quartiles of a sorted data set References: http://en.wikipedia.org/wiki/Quartile

Sample with replacement.

Provide n samples from a uniform distribution on 0..max-val

Smoothed estimation function.

Square of argument

Sum of each data point.

Sum of the squares of each data point.

Transpose a vector of vectors.

Round towards zero to an integeral value.

Return uniformly distributed deviates on 0..max-val use the specified rng.

Sample variance. Returns variance. Ref: Chan et al. Algorithms for computing the sample variance: analysis and recommendations. American Statistician (1983).