- 11 Jan, 2023 1 commit
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Thibault Hallouin authored
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- 10 Jan, 2023 1 commit
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Thibault Hallouin authored
as mentioned in https://github.com/xtensor-stack/xtensor/issues/2629, the behaviour of the random generator is controlled by the implementation of the standard library, so it cannot be expected to behave the same across platforms
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- 27 Dec, 2022 1 commit
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Thibault Hallouin authored
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- 26 Dec, 2022 1 commit
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Thibault Hallouin authored
This is required for the bindings, because the 2D views on 4D tensors must be on the correct type (i.e. pytensor/rtensor/xtensor). Although, casting of the views to become xtensor could have been used instead. In doing so, there is no source file to be compiled anymore, so this becomes a header-only library. But to keep the "public" headers separate from the implementation, a subdirectory "detail/" is added.
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- 01 Dec, 2022 1 commit
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Thibault Hallouin authored
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- 06 Oct, 2022 1 commit
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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.
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