Created
November 26, 2014 23:40
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Bootstrapping in C++ using variadic templates for parallel estimators application
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template <typename T> | |
struct estimate { T mean, lbound, ubound, stdev; } | |
template <typename T, typename... Rs> | |
std::tuple<estimate<Rs>...> bootstrap(std::vector<T> &sample, size_t resamples, | |
std::function<Rs(std::vector<T>)>... estimators) | |
{ | |
const size_t n = sample.size(); | |
// re-sample and estimate our sample | |
std::default_random_engine rng; | |
std::uniform_int_distribution<size_t> index_dist(0, n - 1); | |
std::vector<std::tuple<Rs...>> esample; | |
esample.reserve(resamples); | |
for (size_t i = 0; i < resamples; ++i) | |
{ | |
std::vector<T> bsample; | |
bsample.reserve(n); | |
for (size_t j = 0; j < n; ++j) | |
{ | |
bsample.emplace_back(sample[index_dist(rng)]); | |
} | |
esample.empalce_back(estimators(bsample)...); | |
} | |
// lets calculate mean | |
std::tuple<Rs...> emean = {Rs(0)...}; | |
for (const auto &evalue : esample) | |
{ | |
// XXX: what to put here? | |
// emean += evalue; <-- element-by-element | |
} | |
return {}; // TODO: | |
} |
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