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A bootstrap implementation for Python
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Kevin Sheppard
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Oct 16, 2014, 11:15:57 PM
10/16/14
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A generic bootstrap for both NumPy and Pandas arrays. Routines for confidence interval construction and covariance estimation.
Docs:
http://arch.readthedocs.org/en/latest/bootstrap/bootstrap.html
Example Notebook with Probit from statsmodels
nbviewer.ipython.org/github/bashtage/arch/blob/master/examples/bootstrap_examples.ipynb
Code:
https://github.com/bashtage/arch
Paul Hobson
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Oct 17, 2014, 12:38:31 AM
10/17/14
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Kevin,
This looks fantastic. Thanks for sharing!
-p
josef...@gmail.com
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Oct 17, 2014, 1:00:36 AM
10/17/14
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On Fri, Oct 17, 2014 at 12:38 AM, Paul Hobson <
pmho...@gmail.com
> wrote:
> Kevin,
>
> This looks fantastic. Thanks for sharing!
I agree, also very good documentation.
Josef
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