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ngreifer avatar ngreifer commented on June 18, 2024

Interesting suggestion. That should be pretty easy to implement.

from fwb.

ngreifer avatar ngreifer commented on June 18, 2024

Done in the new version. I added Mammen weights, which are second-order accurate and related to the wild bootstrap, multinomial weights, which yield identical results to using the ordinary resampling bootstrap, and Poisson weights, which are similar to multinomial weights but a little faster to generate. The Gamma weights turned out to be very specific and not amenable to use in general contexts. The Mammen weights have their desired properties, anyway (positive; mean, SD, and skew all equal to 1).

The type of weights can be specified using the wtype argument to fwb() or by setting a global default using set_fwb_wtype().

from fwb.

vincentarelbundock avatar vincentarelbundock commented on June 18, 2024

Very cool!

from fwb.

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