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Python One go: Bootstrapped uncertainty quantification given observation matrix

Posted by northlondoner |3 hours ago |1 comments

northlondoner 3 hours ago

One go function for Bootstrapped uncertainty quantification given observation matrix. It will generate at a given x% confidence interval, uncertainty. Signature is as follows:

def bootstrap_observed_matrix_ci( observations: np.array, nboot: int = 1000, lower_quantile: float = 0.025, upper_quantile: float = 0.975, )