public class BootstrapEstimator extends Object
Constructor and Description |
---|
BootstrapEstimator(Resampler bootstrap,
StatisticFactory factory,
int B)
Constructs a bootstrap estimator.
|
BootstrapEstimator(Resampler bootstrap,
StatisticFactory factory,
int B,
boolean isParallel)
Constructs a bootstrap estimator.
|
Modifier and Type | Method and Description |
---|---|
double |
value()
Gets the estimator value (the mean).
|
double |
variance()
Gets the estimator variance, of which the convergence limit is decided by
sample size, not
B . |
public BootstrapEstimator(Resampler bootstrap, StatisticFactory factory, int B)
bootstrap
- the bootstrap method and the samplefactory
- the statisticB
- the number of bootstrap replicaspublic BootstrapEstimator(Resampler bootstrap, StatisticFactory factory, int B, boolean isParallel)
bootstrap
- the bootstrap method and the samplefactory
- the statistic; It is very important this class is thread-safe so
resampling can be run in parallel.B
- the number of bootstrap replicasisParallel
- true
if to run in parallel coresCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.