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"bootstrap" statistics [message #30849]

Mon, 20 May 2002 12:41

wmconnolley
Messages: 106
Registered: November 2000

Senior Member

Hello group. I want to do what I think of as "bootstrap" statistics, viz
given a timeseries I take a random subsample (with, say, half the number
of elements), compute some statistic (say, then mean); then take another
random subsample; then again lots of times (say 1000 or 10000) and end
up with a distribution of the statistic concerned.

So: to do this I need a means to generate n/2 random (non-repeating)
indices from 0...n-1. At the moment I do this by:
once I have m indices I generate one more at
random; see if its in the list of m; if not, good; if it is, generate another
one. This is hideously inefficient and slow: there *must* be a better way.

I have found:

http://www.astro.washington.edu/deutsch-bin/getpro/library14 .html?PERMUTE

which is a somewhat better way, but still slow. Is there a no-loops version?

-W.

--
William M Connolley | wmc@bas.ac.uk | http://www.nerc-bas.ac.uk/icd/wmc/
Climate Modeller, British Antarctic Survey | Disclaimer: I speak for myself
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[Message index]

		"bootstrap" statistics By: wmconnolley on Mon, 20 May 2002 12:41
		Re: "bootstrap" statistics By: Wayne Landsman on Mon, 27 May 2002 12:55
		Re: "bootstrap" statistics By: Richard Younger on Thu, 30 May 2002 16:04
		Re: "bootstrap" statistics By: wmconnolley on Sat, 25 May 2002 12:10
		Re: "bootstrap" statistics By: Med Bennett on Sat, 25 May 2002 07:43

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