Bootstrap resample

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Bootstrap resample

Jessica Koh
Hello,

I was trying to resample data with replacement by strata and with clusters. Maybe I haven't looked up enough, but the current bootstrap function does not handle strata and clusters. I had to code bootstrap resample code from scratch (which fortunately was not too difficult), but I thought it would be nice to have a function that resamples data with clusters and by strata. 

Is anyone aware of the existing julia library/function that does that? If not, where can I discuss this?

Thank you!

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Re: Bootstrap resample

Diego Javier Zea
Hi Jessica,

The actual Bootstrap.jl package doesn't have that functionality (AFAIK), but maybe you can find useful the StratifiedRandomSum function in MLBase.jl.

Best


El sábado, 25 de junio de 2016, 3:08:02 (UTC-3), Jessica Koh escribió:
Hello,

I was trying to resample data with replacement by strata and with clusters. Maybe I haven't looked up enough, but the current bootstrap function does not handle strata and clusters. I had to code bootstrap resample code from scratch (which fortunately was not too difficult), but I thought it would be nice to have a function that resamples data with clusters and by strata. 

Is anyone aware of the existing julia library/function that does that? If not, where can I discuss this?

Thank you!

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Re: Bootstrap resample

Diego Javier Zea
Aah! In the case you want sub-sampling inside a group, if your data is in a DataFrame you can use the by function, and call the sample function from it.

El sábado, 25 de junio de 2016, 21:00:56 (UTC-3), Diego Javier Zea escribió:
Hi Jessica,

The actual <a href="https://github.com/juliangehring/Bootstrap.jl" target="_blank" rel="nofollow" onmousedown="this.href=&#39;https://www.google.com/url?q\x3dhttps%3A%2F%2Fgithub.com%2Fjuliangehring%2FBootstrap.jl\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNHd6hNU7-CbCuDdI8so4agXnM5QBw&#39;;return true;" onclick="this.href=&#39;https://www.google.com/url?q\x3dhttps%3A%2F%2Fgithub.com%2Fjuliangehring%2FBootstrap.jl\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNHd6hNU7-CbCuDdI8so4agXnM5QBw&#39;;return true;">Bootstrap.jl package doesn't have that functionality (AFAIK), but maybe you can find useful the <a href="http://mlbasejl.readthedocs.io/en/latest/crossval.html#cross-validation-schemes" target="_blank" rel="nofollow" onmousedown="this.href=&#39;http://www.google.com/url?q\x3dhttp%3A%2F%2Fmlbasejl.readthedocs.io%2Fen%2Flatest%2Fcrossval.html%23cross-validation-schemes\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNGnx8mi5QYNQHjixAc7wrzwdi2Bpw&#39;;return true;" onclick="this.href=&#39;http://www.google.com/url?q\x3dhttp%3A%2F%2Fmlbasejl.readthedocs.io%2Fen%2Flatest%2Fcrossval.html%23cross-validation-schemes\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNGnx8mi5QYNQHjixAc7wrzwdi2Bpw&#39;;return true;">StratifiedRandomSum function in <a href="https://github.com/JuliaStats/MLBase.jl" target="_blank" rel="nofollow" onmousedown="this.href=&#39;https://www.google.com/url?q\x3dhttps%3A%2F%2Fgithub.com%2FJuliaStats%2FMLBase.jl\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNHwFUwnw-pKVGG6Fyw4EjAt7Cu-Zg&#39;;return true;" onclick="this.href=&#39;https://www.google.com/url?q\x3dhttps%3A%2F%2Fgithub.com%2FJuliaStats%2FMLBase.jl\x26sa\x3dD\x26sntz\x3d1\x26usg\x3dAFQjCNHwFUwnw-pKVGG6Fyw4EjAt7Cu-Zg&#39;;return true;">MLBase.jl.

Best


El sábado, 25 de junio de 2016, 3:08:02 (UTC-3), Jessica Koh escribió:
Hello,

I was trying to resample data with replacement by strata and with clusters. Maybe I haven't looked up enough, but the current bootstrap function does not handle strata and clusters. I had to code bootstrap resample code from scratch (which fortunately was not too difficult), but I thought it would be nice to have a function that resamples data with clusters and by strata. 

Is anyone aware of the existing julia library/function that does that? If not, where can I discuss this?

Thank you!

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Re: Bootstrap resample

colintbowers
In reply to this post by Jessica Koh
I don't know much about strata and cluster bootstrapping. It isn't related to dependent bootstraps is it? I wrote a package for dependent bootstraps, but haven't added it to metadata. Source code is here: https://github.com/colintbowers/DependentBootstrap.jl

Cheers,

Colin

On Saturday, 25 June 2016 16:08:02 UTC+10, Jessica Koh wrote:
Hello,

I was trying to resample data with replacement by strata and with clusters. Maybe I haven't looked up enough, but the current bootstrap function does not handle strata and clusters. I had to code bootstrap resample code from scratch (which fortunately was not too difficult), but I thought it would be nice to have a function that resamples data with clusters and by strata. 

Is anyone aware of the existing julia library/function that does that? If not, where can I discuss this?

Thank you!

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