recombinator 0.0.1

Recombinator - Statistical Resampling in Python

Recombinator - Statistical Resampling in Python

Overview

Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bootstrap, as well as optimal block-length selection.

Algorithms

• I.I.D. bootstrap: Standard i.i.d. bootstrap for one-dimensional and multi-dimensional data, balanced bootstrap, anthithetic bootstrap
• Block based bootstrap: Moving Block Bootstrap, Circular Block Bootstrap, Stationary Bootstrap, Tapered Block-Bootstrap
• Optimal block-length selection algorithm for Circular Block Bootstrap and Stationary Bootstrap

Table of Contents

1. Installation
2. Getting Started

Installation

Latest Release

    pip install recombinator

or

    pip3 install recombinator

if not using Anaconda.

To get the latest version, clone the repository from github, open a terminal/command prompt, navigate to the root folder and install via

    pip install .

or

    pip3 install . 

if not using Anaconda.

Most Recent Version on GitHub

1. Clone the github repository via

    git clone https://github.com/InvestmentSystems/recombinator.git

2. Navigate to the recombinator base directory and run

    pip install .

Getting Started

Please see the Jupyter notebooks 'notebooks/Block Bootstrap.ipynb' and 'notebooks/IID Bootstrap.ipynb' for examples.