**This package is unmaintained. Its reliability is not guaranteed.**

Tools for resampling data to assess model fits

Depending on the level of granularity, you can use several functions for resampling data:

`splitrandom(df::DataFrame, proportion::Real)`

: Use this to split`df`

into two randomly chosen pieces. If`proportion == 0.75`

, the first piece will contain ~75% of the data and the second piece will ~25% of the data.`resample(df::DataFrame, n::Integer)`

: Use this to generate a new data set of size`n`

that is resampled with replacement from the rows of`df`

.`jackknife(df::DataFrame, statistic::Function)`

: Use this to run the jackknife. The Jackknife moves through the data, removing one row at a time and then applying the function`statistic`

to the remaining data. The results of all calls to`statistic`

are stored in a vector that is returned to the caller.`bootstrap(df::DataFrame, statistic::Function, n::Integer, proportion::Real)`

: Use this to run the nonparametric bootstrap. The bootstrap resamples the data`n`

times with each resampled data set containing`proportion`

of the data. The function`statistic`

is called on each resampled data set. The results of all calls to`statistic`

are stored in a vector that is returned to the caller.`crossvalidate(df::DataFrame, train::Function, test::Function, n::Integer, proportion::Real)`

: Use this function to fit a model using the`train`

function on`n`

resampled data sets and then test the fitted model using the`test`

function on those same data sets. Each time, the training data set will contain`proportion`

of`df`

and`1 - proportion`

will be held out as a test data set.`kfold_crossvalidate(df::DataFrame, train::Function, test::Function, k::Integer)`

: Use this function to fit a model using the`train`

function on`k`

data sets and then test the fitted model using the`test`

function on those same data sets. Each time, the training data set will contain the majority of the data with one of`k`

folds removed.

Using `splitrandom`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
df1, df2 = splitrandom(df, 0.75)
```

Using `resample`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
new_df = resample(df, 100)
```

Using `jackknife`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
resampled_means = jackknife(df, df -> mean(df["A"]))
se_hat = std(resampled_means)
```

Using `bootstrap`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
resampled_means = bootstrap(df, df -> mean(df["A"]), 1_000, 0.90)
se_hat = std(resampled_means)
```

Using `crossvalidate`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
function train(df)
mean(df["A"])
end
function test(df, m)
sqrt(mean((df["A"] - m).^2))
end
n_reps = 100
training_results, test_results = crossvalidate(df, train, test, n_reps, 0.75)
```

Using `kfold_crossvalidate`

:

```
using DataFrames, Resampling
df = DataFrame()
df["A"] = 1:100
function train(df)
mean(df["A"])
end
function test(df, m)
sqrt(mean((df["A"] - m).^2))
end
k = 10
training_results, test_results = kfold_crossvalidate(df, train, test, k)
```

01/13/2013

about 3 years ago

9 commits