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OnlineStats.jl #8

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carstenbauer opened this issue Nov 22, 2018 · 1 comment

Owner

carstenbauer commented Nov 22, 2018

There might be a natural overlap with OnlineStats.jl we can exploit.

Something along the lines of

o = Bootstrap(Mean()) # bootstrap the mean estimator
fit!(o, data)
confint(o, .68) # .68 .95 .99 rule

obs_jackknife = (mean(obs) - jackknife_error(mean, obs), mean(obs) + jackknife_error(mean, obs))
obs_heuristic = (mean(obs) - error(obs), mean(obs) + error(obs))

@show abs.(confint(o, .68) .- obs_jackknife);
@show abs.(confint(o, .68) .- obs_heuristic);

Owner Author

carstenbauer commented Nov 22, 2018

joshday/OnlineStats.jl#141

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