MultiBootstrap

class MultiBootstrap(val estimator: BSEstimatorIfc = BSEstimatorIfc.Average(), dataMap: Map<String, DoubleArray>, name: String? = null) : RNStreamControlIfc

A collection of Bootstrap instances to permit multidimensional bootstrapping. Construction depends on a named mapping of double[] arrays that represent the original samples. A static create method also allows creation based on a mapping to implementations of the SampleIfc.

The name provided for each dataset (or sampler) should be unique and will be used to identify the associated bootstrap results. We call this name a addFactor.

Parameters

name

the name of the instance

dataMap

a map holding the name for each data set, names cannot be null and the arrays cannot be null

Constructors

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constructor(estimator: BSEstimatorIfc = BSEstimatorIfc.Average(), dataMap: Map<String, DoubleArray>, name: String? = null)

Types

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object Companion

Properties

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If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers

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open override var antithetic: Boolean

False means at least one is false.

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val id: Long
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open override var resetStartStreamOption: Boolean

If true, the stream will automatically participate in having its stream reset to its start stream via stream managers

Functions

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open override fun advanceToNextSubStream()

Positions the RNG at the beginning of its next substream for all bootstraps

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Gets a map with key = name, where name is the associated bootstrap name and the value is List holding a RVariableIfc representation for each bootstrap generate within the bootstrap. The size of the list is the number of bootstrap samples generated. Each element of the list is a RVariableIfc representation of the data with the bootstrap generate.

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Gets a map with key = name, where name is the associated bootstrap name and the value is the array holding the sample averages for each bootstrap samples within the bootstrap

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Gets a map with key = name, where name is the associated bootstrap name and the value is List holding the sample data for each bootstrap generate within the bootstrap. The size of the list is the number of bootstrap samples generated. Each element of the list is the data associated with each generate.

Gets a map with key = name, where name is the associated bootstrap name and the value is the sample data for the bth bootstrap generate. The size of the array is the size of the generated bootstrap generate, the array may be of zero length if the samples were not saved

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Gets a map with key = name, where name is the associated bootstrap name and the value is an array holding the sample variances for each bootstrap samples within the bootstrap

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fun generateSamples(numBootstrapSamples: Int, saveBootstrapSamples: Boolean = false)
fun generateSamples(numBootstrapSamples: Map<String, Int>, saveBootstrapSamples: Boolean = false)

This method changes the underlying state of the Bootstrap instance by performing the bootstrap sampling.

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open override fun resetStartStream()

The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized for all bootstraps

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open override fun resetStartSubStream()

Resets the position of the RNG at the start of the current substream for all bootstraps

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open override fun toString(): String