data generation using bootstrap method
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Hi all,
I have a data series like 'a':
a= [50;46;28;31;38;49;52;33;38;32;61;90;42;42;45;29;36;30;27;20;31;30;34;23;];
I want to genarate more data which originated from 'a' using bootstrap method.
How can I write this program?
Thanks in advance.
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José-Luis
el 5 de Dic. de 2012
Editada: José-Luis
el 5 de Dic. de 2012
Bootstrapping consists in selecting a subset of the data. That sounds like a job for randperm()
a = randi(60,1,50);
subsetSize = numel(a) - 1; %How many values in your bootstrap
numSamples = 10; %number of simulations
your_data = ones(numSamples,subsetSize); %one sample per row
for ii = 1:numSamples
your_data(ii,:) = a(randperm(subsetSize));
end
Note that you could also generate all possible subsets:
allSets = nchoosek(1:numel(a),subsetSize);
your_data = a(allSets);
And select your data from it, if you want to avoid repeated values.
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