Bootstrap resample

[Jessica Koh]

Hello,

I was trying to resample data with replacement by strata and with clusters. Maybe I haven't looked up enough, but the current bootstrap function does not handle strata and clusters. I had to code bootstrap resample code from scratch (which fortunately was not too difficult), but I thought it would be nice to have a function that resamples data with clusters and by strata. 

Is anyone aware of the existing julia library/function that does that? If not, where can I discuss this?

Thank you!

[Diego Javier Zea]

Hi Jessica,

The actual Bootstrap.jl package doesn't have that functionality (AFAIK), but maybe you can find useful the StratifiedRandomSum function in MLBase.jl.

Best

[Diego Javier Zea]

Aah! In the case you want sub-sampling inside a group, if your data is in a DataFrame you can use the by function, and call the sample function from it.

[colint...@gmail.com]

I don't know much about strata and cluster bootstrapping. It isn't related to dependent bootstraps is it? I wrote a package for dependent bootstraps, but haven't added it to metadata. Source code is here: https://github.com/colintbowers/DependentBootstrap.jl

Cheers,

Colin