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add_dep_boot#59

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colintbowers wants to merge 1 commit into
juliangehring:masterfrom
colintbowers:add_dependentbootstrap
Open

add_dep_boot#59
colintbowers wants to merge 1 commit into
juliangehring:masterfrom
colintbowers:add_dependentbootstrap

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@colintbowers

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Adds DependentBootstrap as a dependency to Bootstrap, and wraps the block bootstrapping methods in DependentBootstrap with new sampling methods StationarySampling, MovingBlockSampling, CircularBlockSampling, and NoOverlapBlockSampling. Relevant issue #45

@juliangehring

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Thank you, this looks very nice! It might take some time to test and review the changes - I'll try to finish it as soon as I can.

@colintbowers

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No worries, take your time. I certainly did :-) (sorry about that BTW, I had a few unexpected work things come up)

@00krishna

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Hey Folks, I was wondering what the latest was on this PR? I was hoping to use some Dependent bootstrapping for time series analysis.

@colintbowers

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Not sure, I haven't heard anything. However, I can say with certainty that the test suite I added as part of this PR will fail on the latest Julia version since the internals of rand have changed. I've been meaning to try and come up with a test procedure that doesn't depend on random number generation for a while now but haven't found the time.

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3 participants