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statistics-bootstrap-v5.1.0

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@acp29 acp29 released this 07 Jan 09:09
· 765 commits to master since this release

!!! IMPORTANT NOTICE: This version has a significant bug introduced in 5.1.0 that affects bootstrap resampling, particularly for Windows users. Please use version 5.1.5 or above instead. !!!

Some of the changes include:

Bug fixes:

  • Enabled handling of multiple data arguments with varying number of columns (e.g. for case resampling in linear regression) using bootknife, bootci and bootstrp
  • Fixed minor bug in make file
  • Made boot and smoothmedian accept empty optional input arguments and set them to default values
  • bootci, bootstrp and bootknife now omit and gracefully accommodate for instances of NaN in the bootstrap statistics returned by bootfun

Feature changes:

  • Swapped 4th and 5th input arguments to boot
  • Added more BISTs and demos to functions (which can be used in Octave)
  • Added more interval types to bootci function
  • Added ability to construct 1-sided or (symmetric) 2-sided double bootstrap confidence intervals
  • Added expansion of probabilities to intervals constructed by bootcoeff and bootemm
  • Switched to using kernel density estimation with shrinkage correction for obtaining quantiles from the bootstrap statistics (Gaussian kernel)
  • Added double bootstrap calculation of standard error
  • Added option in make file to choose between compiling source code or using precompiled binaries
  • Added new function cor in param folder: vectorized function for more rapid computation of Pearsons correlation coefficient from pairs of matrices

Other changes:

  • Some formatting changes to code or printed function output.
  • Some changes to organisation of coded
  • Updated help documentation and comments in code
  • Minor performance enhancement to double bootstrap (by avoiding error checking in the nested level of resampling)