Bootstrap confidence interval - c++

Asked Nov 07 '13 at 11:03

Active Jul 24 '15 at 09:39

Viewed 1,152 times

I know how to calculate CI in R and Matlab, but for a new webapp I'd like to use some c++ code or c#, for and easier implementation.

A really simple method could be to use as confidence interval bounds, the 5th and 95th quantiles. An example of code for quantile calculation is the follow: http://cplusplus.happycodings.com/Beginners_Lab_Assignments/code52.html

My question is: do you have some code in c++ or c# for computation of CI with BCa?

edited Jul 24 '15 at 09:39

Siguza

asked Nov 07 '13 at 11:03

cristiano1974

1

Usually a 95% CI is reported, which requires the 2.5 and 97.5 percentiles. You can compute this quite easily in C++: (1) `std::sort` and (2) get the right percentile. – Marc Claesen Nov 07 '13 at 11:39
Thanks a lot Marc, I've done as you said. – cristiano1974 Nov 08 '13 at 15:42

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