[SciPy-user] Bootstrap?

josef.pktd@gmai... josef.pktd@gmai...
Tue Jul 7 06:25:49 CDT 2009


On Tue, Jul 7, 2009 at 6:28 AM, Joshua Stults<joshua.stults@gmail.com> wrote:
> Hello,
>
> I was wondering if scipy had something similar to Octave/Matlab's
> empricial_rnd().  Here's the blurb from Octave's help describing the
> function:
>
>  -- Function File:  empirical_rnd (N, DATA)
>  -- Function File:  empirical_rnd (DATA, R, C)
>  -- Function File:  empirical_rnd (DATA, SZ)
>     Generate a bootstrap sample of size N from the empirical
>     distribution obtained from the univariate sample DATA.
>
>     If R and C are given create a matrix with R rows and C columns. Or
>     if SZ is a vector, create a matrix of size SZ.
>
> So basically you pass it an array of data, and it returns bootstrap
> samples (resampling from the array with replacement).
>
> I did a quick search on 'scipy bootstrap', 'scipy distributions' and
> 'scipy empirical_rnd', but didn't turn up anything promising.  Any
> help / pointers greatly appreciated.  Thanks.
>
> --
> Joshua Stults
> Website: http://j-stults.blogspot.com
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>

I was looking for bootstrap in python a while ago and didn't find much
except for one blog post.
Drawing from the data array can be done with random integers as indices:

d is data array

        sample_size = len(d)
        # Choose #sample_size members of d at random, with replacement
        choices = numpy.random.random_integers(0, sample_size-1, sample_size)
        sample = d[choices]

Josef


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