Python One go: Bootstrapped uncertainty quantification given observation matrix
github.comOne go function for Bootstrapped uncertainty quantification given observation matrix. It will generate at a given x% confidence interval, uncertainty. Signature is as follows:
def bootstrap_observed_matrix_ci( observations: np.array, nboot: int = 1000, lower_quantile: float = 0.025, upper_quantile: float = 0.975, )