6.3.6.2.3. statsmodels.sandbox.distributions.gof_new.bootstrap¶
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statsmodels.sandbox.distributions.gof_new.
bootstrap
(distr, args=(), nobs=200, nrep=100, value=None, batch_size=None)[source]¶ Monte Carlo (or parametric bootstrap) p-values for gof
currently hardcoded for A^2 only
assumes vectorized fit_vec method, builds and analyses (nobs, nrep) sample in one step
rename function to less generic
this works also with nrep=1