Phase 2
StatisticalProcessMonitoring.BlockBootstrap — TypeBlockBootstrap{T} <: AbstractSamplingRepresents a (circular) block bootstrap sampling method.
Fields
block::T: The current block of data being sampled from.blocksize::Int: The size of each block.t::Int: The current index within the block.
Constructors
BlockBootstrap(blocksize::Int, data::Vector{T}) where T: Constructs aBlockBootstrapobject for a vector of data.BlockBootstrap(blocksize::Int, data::Matrix{T}) where T: Constructs aBlockBootstrapobject for a matrix of data.
StatisticalProcessMonitoring.Bootstrap — TypeBootstrap <: AbstractSamplingRepresents a bootstrap sampling method.
StatisticalProcessMonitoring.StationaryBootstrap — TypeStationaryBootstrap{T} <: AbstractSamplingRepresents a stationary block bootstrap sampling method, where the block length is sampled from a Geometric random variable.
Fields
block::T: The current block of data being sampled from.blocksize::Int: The average size of each block.t::Int: The current index within the block.
Constructors
StationaryBootstrap(blocksize::Int, data::Vector{T}) where T: Constructs aStationaryBootstrapobject for a vector of data.StationaryBootstrap(blocksize::Int, data::Matrix{T}) where T: Constructs aStationaryBootstrapobject for a matrix of data.