resample.rb

      # Generate +n+ resamples (with replacement) from +sample+, computing each
      # estimate from +estimators+ over each resample. +estimators+ is an array
      # of arity 1 procs, where the argument is a +Statsample::Vector+. Returns
      # an array of length +estimators.length+, where each element is an array
      # of length +n+ containing the computed resample estimates.
      #
      # Example:
      #
      #   a = (1..100).collect { rand(100) }.to_scale
      #   rs = Statsample::Resample.resample(a, 10, [:mean.to_proc, :sd.to_proc])
      #   rs.length #=> 2
      #   rs[0].size #=> 10
      #   rs => [Vector(type:scale, n:10)[47.96,48.11,...],
      #          Vector(type:scale, n:10)[31.341043538800847,...]]
      #
      def resample(sample, n, estimators)
        result = Array.new(estimators.length) { Array.new(n) }
        (0...n).each do |j|
          resample = sample.sample_with_replacement(sample.size).to_scale
          estimators.each_with_index do |est, i|
            result[i][j] = est.call(resample)
          end
        end
        result.map {|a| a.to_scale }
      end