resampling.hpp

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#ifndef RESAMPLING_HPP
#define RESAMPLING_HPP
 
#include <algorithm>
#include <random>
#include <stdexcept>
#include <vector>
 
namespace gpmp {
 
namespace stats {
 
class Resampling {
  public:
    static std::vector<int> bootstrap(const std::vector<int> &data,
                                      int numSamples);
 
    static std::vector<int> subsample(const std::vector<int> &data,
                                      int numSamples);
 
    static std::vector<std::vector<int>>
    jackknife(const std::vector<int> &data);
 
    static std::vector<std::vector<int>>
    permutation_test(const std::vector<int> &data, int numPermutations);
 
    static std::vector<double> bootstrap_t(const std::vector<double> &data,
                                           int numSamples);
 
    static std::pair<double, double>
    bootstrap_ci(const std::vector<double> &data, double alpha, int numSamples);
 
    static std::vector<double>
    smoothed_bootstrap(const std::vector<double> &data, int numSamples);
 
    static std::vector<double>
    circular_block_bootstrap(const std::vector<double> &data,
                             int blockSize,
                             int numSamples);
 
    static std::vector<double>
    time_series_bootstrap(const std::vector<double> &data, int numSamples);
 
    static std::vector<double>
    weighted_bootstrap(const std::vector<double> &data,
                       const std::vector<double> &weights,
                       int size);
 
    static double permutation_p_value(const std::vector<double> &data1,
                                      const std::vector<double> &data2,
                                      double observedStatistic);
};
} // namespace stats
} // namespace gpmp
 
#endif