[Gretl-users] Re: Resample without replacement (Artur Tarassow)
Am 22.09.2019 um 01:52 schrieb Allin Cottrell:
If so, it appears they're not doing random sampling, they're
considering
all contiguous sub-samples of a certain size.
...
There's nothing random here and it would be easy to generate such
subsets in hansl without the help of any special function.
I agree on the non-randomness with respect to all possible subsets.
Randomness might come in at a "meta" level if one wanted to select a
random subset of the full set of such samples -- presumably, without
replacement.
Yes, that's how I understood the randomness coming in.
That could be done easily using msample() on a vector of
contiguous index values (just {1,2,3,4,5} for the toy case above).
Given
the selected indices, getting the samples would then be a simple
deterministic calculation.
Not sure I understand that. Previously you said that taking blocks
without replacement would be tricky. Now you say it's simple?
(But I haven't had time right now to give it much thought, sorry.)
cheers
sven