[Octave-patch-tracker] [patch #9925] [octave-forge] statistics toolbox: bootstrp, bootci and ibootci

[Andrew Penn]

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/




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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>

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