dev.nm.stat.random.sampler.resampler.bootstrap

Class CaseResamplingReplacement

java.lang.Object

dev.nm.stat.random.sampler.resampler.bootstrap.CaseResamplingReplacement

All Implemented Interfaces:

Resampler, Seedable

public class CaseResamplingReplacement
extends Object
implements Resampler

This is the classical bootstrap method described in the reference. It draws from the original sample with replacement.

This implementation is thread-safe that allows concurrent access to newResample() by multiple threads.

See Also:

• "B. Efron and R. Tibshirani. An Introduction to the Bootstrap. 1993. Chapman and Hall, New York, London."
• Wikipedia: http://en.wikipedia.org/wiki/Bootstrapping_(statistics)#Case_resampling

Constructor Summary

Constructors

Constructor and Description
CaseResamplingReplacement(double[] sample) Constructs a bootstrap sample generator.
CaseResamplingReplacement(double[] sample, ConcurrentCachedRLG rlg) Constructs a bootstrap sample generator.
CaseResamplingReplacement(double[] sample, RandomLongGenerator uniform) Constructs a bootstrap sample generator.

Method Summary

Modifier and Type	Method and Description
double[]	newResample() Gets a resample from the original sample.
void	seed(long... seeds) Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CaseResamplingReplacement

public CaseResamplingReplacement(double[] sample)

Constructs a bootstrap sample generator. This is the classical bootstrap with replacement.

Parameters:

sample - the original sample.

CaseResamplingReplacement

public CaseResamplingReplacement(double[] sample,
                                 RandomLongGenerator uniform)

Constructs a bootstrap sample generator. This is the classical bootstrap with replacement.

Parameters:

sample - the original sample.

uniform - a uniform random long generator

CaseResamplingReplacement

public CaseResamplingReplacement(double[] sample,
                                 ConcurrentCachedRLG rlg)

Constructs a bootstrap sample generator. This is the classical bootstrap with replacement.

Parameters:

sample - the original sample.

rlg - a concurrent uniform random long generator

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Parameters:

seeds - the seeds

newResample

public double[] newResample()

Description copied from interface: Resampler

Gets a resample from the original sample. It is very important this method is thread-safe so resampling can be run in parallel.

Specified by:

newResample in interface Resampler

Returns:

a resample, e.g., a bootstrap sample