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statistics-bootstrap-v5.1.4

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@acp29 acp29 released this 12 Jan 16:58
· 653 commits to master since this release

!!! IMPORTANT NOTICE: This version has a significant bug introduced in 5.1.0 that affects bootstrap resampling, particularly for Windows users. Please use version 5.1.5 or above instead. !!!

Changes in v5.1.4 since v5.1.3:

  • The semiparametric method used before in bootcoeff and bootemm was sensitive to heteroskedasticity. The non-parametric resampling now implemented is robust to violations of the assumptions of homoskedasticity and normality. These changes also widen the options in terms of how the intervals can be constructed (e.g. BCa, calibration etc). This approach is also taken by the R function bootstrap_parameters for lm models.
  • Fixed bug that caused excessively large STATS structure array to be preallocated in bootknife function when bootfun on the data input argument returns a vector
  • Fixed a bug in the bootknife function that could lead to errors if bootfun on the data input argument returns a vector AND when the some bootstrap statistics contain NaN
  • Fixed minor bug in bootknife during stratified sampling that threw an error if any stratum had only 1 observation/row
  • Replaced call to regress function in bootknife to remove it's dependency on the Statistics package/toolbox
  • Added linear interpolation as fail safe for kernel density estimation when constructing bootstrap confidence intervals using bootknife.