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sdbootstrap

This is the Streaming Distributed Bootstrap, a statistical method for estimating uncertainty from finite sampling on bounded or unbounded data.

Features

  • The data may be bounded or unbounded.
  • The data may be distributed.
  • Bootstrap instances are distributed with (ie, local to) the data.
  • Supports importance weighting.
  • Supports ordinary bootstrap.

Python sdbootstrap module

cd sdbootstrap
pip install [-e] .

Test it.

python
import sdbootstrap

Be sure to include the scripts in

PATH=$PATH:<path-to>/sdbootstrap/bin

Documentation

See Wiki.