Recombinator - Statistical Resampling in Python
Project description
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
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
- Clone the github repository via
git clone https://github.com/InvestmentSystems/recombinator.git
- 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.
Project details
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