6.3.12.1.8. statsmodels.sandbox.distributions.sppatch.printresults

statsmodels.sandbox.distributions.sppatch.printresults(sample, arg, bres, kind='bootstrap')

calculate and print(Bootstrap or Monte Carlo result

Parameters:

sample : array

original sample data

arg : float (for general case will be array)

bres : array

parameter estimates from Bootstrap or Monte Carlo run

kind : {‘bootstrap’, ‘montecarlo’}

output is printed for Mootstrap (default) or Monte Carlo

Returns:

None, currently only printing

Notes

still a bit a mess because it is used for both Bootstrap and Monte Carlo

made correction:

reference point for bootstrap is estimated parameter

not clear:

I’m not doing any ddof adjustment in estimation of variance, do we need ddof>0 ?

todo: return results and string instead of printing