bootstrap python code example
Example: empirical bootstrap python package
import numpy as np
def bootstrap(data, n=1000, func=np.mean):
"""
Generate `n` bootstrap samples, evaluating `func`
at each resampling. `bootstrap` returns a function,
which can be called to obtain confidence intervals
of interest.
"""
simulations = list()
sample_size = len(data)
xbar_init = np.mean(data)
for c in range(n):
itersample = np.random.choice(data, size=sample_size, replace=True)
simulations.append(func(itersample))
simulations.sort()
def ci(p):
"""
Return 2-sided symmetric confidence interval specified
by p.
"""
u_pval = (1+p)/2.
l_pval = (1-u_pval)
l_indx = int(np.floor(n*l_pval))
u_indx = int(np.floor(n*u_pval))
return(simulations[l_indx],simulations[u_indx])
return(ci)