data generation using bootstrap method

조회 수: 8 (최근 30일)
som
som 2012년 12월 5일
댓글: peach_R 2024년 11월 9일 7:09
Hi all,
I have a data series like 'a':
a= [50;46;28;31;38;49;52;33;38;32;61;90;42;42;45;29;36;30;27;20;31;30;34;23;];
I want to genarate more data which originated from 'a' using bootstrap method.
How can I write this program?
Thanks in advance.

답변 (1개)

José-Luis
José-Luis 2012년 12월 5일
편집: José-Luis 2012년 12월 5일
Bootstrapping consists in selecting a subset of the data. That sounds like a job for randperm()
a = randi(60,1,50);
subsetSize = numel(a) - 1; %How many values in your bootstrap
numSamples = 10; %number of simulations
your_data = ones(numSamples,subsetSize); %one sample per row
for ii = 1:numSamples
your_data(ii,:) = a(randperm(subsetSize));
end
Note that you could also generate all possible subsets:
allSets = nchoosek(1:numel(a),subsetSize);
your_data = a(allSets);
And select your data from it, if you want to avoid repeated values.
  댓글 수: 1
peach_R
peach_R 2024년 11월 9일 7:09
I wonder why it starts from a = randi(60,1,50) as I think that 60 means integer from 1 to 60 not from elements in 'a'.

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