ENH Bootstrap analysis #261
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Merged
twiecki
force-pushed
the
bootstrap
branch
3 times, most recently
from
9d84e84 to
b708e90
Compare
twiecki
force-pushed
the
bootstrap
branch
2 times, most recently
from
933bd25 to
9c01662
Compare
|
|
…rmance statistics while at it.
|
|
|
@a-campbell Can you help reviewing this? |
| n_samples = kwargs.pop('n_samples', 1000) | ||
| out = np.empty(n_samples) | ||
|
|
||
| if len(args) > 0: |
There was a problem hiding this comment.
would it be clearer to pass factor returns in as a kwarg?
|
|
||
| for stat_func in SIMPLE_STAT_FUNCS: | ||
| stat_name = stat_func.__name__ | ||
| bootstrap_values[stat_name] = calc_bootstrap(stat_func, |
There was a problem hiding this comment.
You could go straight to the DataFrame here, but the dict -> df is fine
|
Looks great! Made a few comments. This is going to be a really interesting feature. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Addresses #208. Depends on #262.