bootstrap_monte_carlo_estimator¶
-
pyapprox.control_variate_monte_carlo.
bootstrap_monte_carlo_estimator
(values, nbootstraps=10, verbose=True)[source]¶ Approxiamte the variance of the Monte Carlo estimate of the mean using bootstraping
- Parameters
- valuesnp.ndarry (nsamples,1)
The values used to compute the mean
- nbootstrapsinteger
The number of boostraps used to compute estimator variance
- verbose:
If True print the estimator mean and +/- 2 standard deviation interval
- Returns
- bootstrap_meanfloat
The bootstrap estimate of the estimator mean
- bootstrap_variancefloat
The bootstrap estimate of the estimator variance