Bootstrap a statistic in a grouped sample
Function BSTRAG builds on an earlier FEX submission, BSTRAP - itself an extension of BOOTSTRP (Statistics Toolbox, v. 5-6) - by implementing 'groupwise' operation, wherein rows of x (,y,z,..) are split into several groups (having n1, n2, n3, .. rows), marked by distinct values of grouping variable c, and each resampling iteration randomly selects n1 rows from group 1, n2 rows from group 2, etc.
Syntax of BSTRAG is similar to that of BSTRAP, but differs in requiring an extra input argument, group-assignment vector, which must also be supplied to the function computing (matrix- or structure-valued) bootstrapped statistics.
Function BSTATS inputs an array or a structure array produced by BSTRAP, and outputs means, variances and (2.5%, 97.5%) percentiles of the bootstrap distributions. (Percentiles are calculated using PRCTILE of Statistics Toolbox - replacing it with a user-contributed analog should be straightforward).
See BSTRAG_DEMO and BSTRAP_DEMO for examples.
Citation pour cette source
Dimitri Shvorob (2024). Bootstrap a statistic in a grouped sample (https://www.mathworks.com/matlabcentral/fileexchange/14411-bootstrap-a-statistic-in-a-grouped-sample), MATLAB Central File Exchange. Récupéré le .
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- AI and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions > Resampling Techniques >
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bstrag/
Version | Publié le | Notes de version | |
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1.0.0.0 | BSD |