Created
March 6, 2017 04:49
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Check hypotheses with bootstrap using Spark
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// Code for blogpost https://fullstackml.com/2016/01/19/how-to-check-hypotheses-with-bootstrap-and-apache-spark/ | |
import scala.util.Sorting.quickSort | |
def getConfInterval(input: org.apache.spark.rdd.RDD[Double], N: Int, left: Double, right:Double) | |
: (Double, Double) = { | |
// Simulate by sampling and calculating averages for each of subsamples | |
val hist = Array.fill(N){0.0} | |
for (i <- 0 to N-1) { | |
hist(i) = input.sample(withReplacement = true, fraction = 1.0).mean | |
} | |
// Sort the averages and calculate quantiles | |
quickSort(hist) | |
val left_quantile = hist((N*left).toInt) | |
val right_quantile = hist((N*right).toInt) | |
return (left_quantile, right_quantile) | |
} |
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