48 lines
1.2 KiB
C
48 lines
1.2 KiB
C
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#include <stdlib.h>
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#include <gsl/gsl_rstat.h>
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#include <gsl/gsl_statistics_double.h>
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#include "bootstrap.h"
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/* Computes an approximation to the asymptotic median
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* and its standard deviation by bootstrapping (ie
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* repeated resampling) the original `sample`, `boots`
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* times.
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*
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* The functions returns an `uncert` pair of mean and
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* stdev of the medians computed on each sample.
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*/
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uncert bootstrap_median(
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const gsl_rng *r,
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double *sample, size_t n,
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int boots) {
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/* We use a running statistics to not
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* store the full resampled array.
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*/
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gsl_rstat_workspace* w = gsl_rstat_alloc();
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double *values = calloc(boots, sizeof(double));
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for (size_t i = 0; i < boots; i++) {
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/* The sampling is simply done by generating
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* an array index uniformely in [0, n-1].
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*/
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for (size_t j = 0; j < n; j++) {
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size_t choice = gsl_rng_uniform_int(r, n);
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gsl_rstat_add(sample[choice], w);
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}
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values[i] = gsl_rstat_median(w);
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}
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/* Compute mean and stdev of the medians
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* of each newly bootstrapped sample.
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*/
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uncert median;
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median.n = gsl_stats_mean(values, 1, boots);
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median.s = gsl_stats_sd(values, 1, boots);
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return median;
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}
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