3 ms·
There are better algorithms for bootstrap intervals that you perhaps should look into. Better in the sense of quality, not speed. Google e.g. "interval BCa"
by petters 10y ago
There are better algorithms for bootstrap intervals that you perhaps should look into. Better in the sense of quality, not speed.
Google e.g. "interval BCa"
- spencebeecher 10y agoThanks for the feedback Petters! I agree in principle. I am familiar with that method. The use case for this is for situations where you have large initial sample counts (so the correction should be less important, we do throw warnings when the initial sample counts are low). We also provide tools to check power (I'll commit an example of this later today). Also - I gladly accept diffs if you are motivated. It is not clear to me that BCa and other variants provide substantial improvement for most practical situations. I would invite criticism here. Tldr - thanks for the feedback