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This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).

References:
-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.
-BdoDshlmann, P. and M. MdoTAchler (2008): Computational Statistics, Lecture Notes, ETH Zurich.

No Matlab toolboxes are required.



This function computes a double block bootstrap percentile confidence interval and a bootstrap standard error for the difference of two z-transformed Pearson correlation coefficients. The z-statistic is defined as Zd = z1-z2 = atanh(r1)-atanh(r2),...



Bootstrap the yield curve, discount curve and the forward curve from market data

***************** BOOTSTRAPPING RESULTS **********************

Time (Years)| Yield Curve | Discount Curve| Forward Curve |



Included m-files offer two closely related applications of companion File Exchange submission BSTRAP, implementing 'simple bootstrap' and '0.632 bootstrap' prediction-error estimators, as described in Section 17.6 of Efron and Tibshirani (1993)....



CORRPERC performs a bootstrap (of size equal to n_iters) on correlation matrices of input variable Y and computes the percentiles corrsperc (according to input perc) of each correlation. The function also provides the standard deviation corrstd...



Set of Matlab scripts for efficiently implementing Leo Breiman's non-negative garotte. For estimation of the garotte constraint we use either k-fold cross validation or the little bootstrap.



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



Skulls is a Multi-Network WebCache in PHP used from p2p clients to bootstrap.

It is used mainly for Gnutella/Gnutella2 but it can work with any networks (after configuring vars.php). It use text file to store data so it doesn't require...



Xeditium is a framework of extensible XML document editior/browser with Swing and Web interfaces on a recursive bootstrap mechanism of JavaWebStart. It launches Tapestry/Jetty httpd internally and serves dynamic generated JNLP files.



Easy bootstrap "Gentoo Prefix" for several unix-like operating systems (Solaris, Linux, AIX, HP-UX, Interix, ...)



A convenient script to fully (but safely) automate all the steps in the release process: clone a release branch, bootstrap autotools, make a distribution tarball, run stress tests on the tarball, try a build from the tarball, check that valid...



This project is the reference/bootstrap compiler for the Aglaia programming language. The language is object oriented and supports garbage collection, contracts, etc. Care is taken to ensure consistent and clean syntax, and to reduce programmer...



I was writing code to do bootstrapping on a set of data. I wanted a test case where if I asked for one bootstrap I would be returned the original data. lambdas and function references saved me from inefficient code.



This package contains a set of functions for inferiential statistics
using resampling methods. Data are organized into arrays so multiple tests can be run at once (up to one million test per second). The package supports bootstrap,...



Function BSTRAG builds on an earlier FEX submission, BSTRAP - itself an extension of BOOTSTRP (Statistics Toolbox, v. 5-6) - by implementing 'groupwise' operation, wherein rows of x (,y,z,..) are split into several groups (having n1, n2, n3, .....



Considering some input arguments, this function performs n simulations with random trades in a price matrix, saving 3 performance indicators (annualized return, annualized standard deviation and annualized sharpe) at each simulation

For...