biasCorrectionFactor

fun biasCorrectionFactor(bootstrapEstimates: DoubleArray, originalDataEstimate: Double): Double(source)

For the so called, BCa, interval, the approach requires a bias correction factor which in essence measures the median bias of the bootstrap replicates for the estimated quantity. This function computes the bias correction factor based on the bootstrap estimates and the original estimated quantity. A bootstrap estimate equal to the original estimate counts as half below it, which keeps the factor finite for data with ties, as data from discrete inputs have. The factor is infinite only when every estimate lies strictly on one side of the original estimate.

Parameters

bootstrapEstimates

the bootstrap replicates from the bootstrapping process

originalDataEstimate

the original estimate from the original data using the estimator