ENH Bootstrap analysis #261
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…rmance statistics while at it.
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@a-campbell Can you help reviewing this? |
| n_samples = kwargs.pop('n_samples', 1000) | ||
| out = np.empty(n_samples) | ||
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| if len(args) > 0: |
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would it be clearer to pass factor returns in as a kwarg?
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| for stat_func in SIMPLE_STAT_FUNCS: | ||
| stat_name = stat_func.__name__ | ||
| bootstrap_values[stat_name] = calc_bootstrap(stat_func, |
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You could go straight to the DataFrame here, but the dict -> df is fine
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Looks great! Made a few comments. This is going to be a really interesting feature. |
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Addresses #208. Depends on #262.