• Thibault Hallouin's avatar
    implement bootstrapping method for metric uncertainty estimation · 16ce8f4e
    Thibault Hallouin authored
    The bootstrapping method is based on a non-overlapping block sampling
    with replacement, where the blocks are years of data. The number of
    samples and the sample length (i.e the number of year blocks) are both
    customisable.
    
    The method is accessible both for deterministic and probabilistic
    evaluation where a new axis is added. For now, the metrics for all the
    samples are returned, but in the future, some summary statistics would
    be implemented (e.g. quantiles or mean/standard deviation).
    
    /!\ For determinist evaluation, the n-dimensional functionality became
        untenable such that the number of dimensions was fixed and
        restricted to 2D tensors.
    
    New unit tests are included to test both the bootstrapping generator
    and the numerical results obtained with the bootstrapping turned on.
    16ce8f4e