Phase 2
StatisticalProcessMonitoring.BlockBootstrap
— TypeBlockBootstrap{T} <: AbstractSampling
Represents 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 aBlockBootstrap
object for a vector of data.BlockBootstrap(blocksize::Int, data::Matrix{T}) where T
: Constructs aBlockBootstrap
object for a matrix of data.
StatisticalProcessMonitoring.Bootstrap
— TypeBootstrap <: AbstractSampling
Represents a bootstrap sampling method.
StatisticalProcessMonitoring.StationaryBootstrap
— TypeStationaryBootstrap{T} <: AbstractSampling
Represents 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 aStationaryBootstrap
object for a vector of data.StationaryBootstrap(blocksize::Int, data::Matrix{T}) where T
: Constructs aStationaryBootstrap
object for a matrix of data.