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Validation of PhEq_bootstrap [Software]

posted by Helmut Homepage - Vienna, Austria, 2018-07-13 01:29  - Posting: # 19041
Views: 1,199

Hi ElMaestro,

» The magnitude of the variability of the estimate is dependent on the number of bootstraps and the within- and between-variability. This is just the nature of it.

Yessir, rightyright!

» What I don't quite get is how the need for 80 Mb files (files, really???) arises.

Dokumentation, darling! The file contains not only the four estimates (ƒ1, ƒ2, unbiased ƒ2, ƒ2*) in full precision for the X bootstraps but also the raw data (+average, variance) of all samples. That’s a fucking lot.

» For 25000 bootstraps you should only need to allocate e.g. 25000x a double datatype (8 bytes) for the storage of f2*, which isn't even a megabyte from the heap.

Sure. The memory consumption is low, regardless which software you use.

» But note I did not care to read any of the Pascal source code.

No need for that. Download the stuff and give it a try.

» However, speed or memory consumption is a mundane issue. If the calculation is proper then no need to whine at all.

ACK. The code is reasonably fast. The documentation states “Please bear in mind that the algorithm is very demanding in terms of CPU time, therefore observe progress bar at the bottom and be patient…” On my machine 25,000 bootstraps took ~3 seconds.

» When I do this in C, I allocate 8 Mbs from the heap, and it takes a blink of an eye or two with a million bootstraps and sorting, …

Oh dear! On my machine 1 mio took ~1 hour with ~90% of the time spent on sorting. My Pascal is rusty but lines 162–181 of the source stinks of Bubble Sort. In R I would likely opt for a parallelized version of QuickSort.

» … and no intermediary files anywhere, …

Making validation interesting. 1 mio produced a nice 3GB result file and a 63MB log-file. Print the ~18 mio lines of the result file and add an impressive amount of paper to the dossier.

» … and it provides derivation of the bootstrap CI in various flavours: Raw, bias corrected, and bias corrected and accelerated.

Congratulations!

Cheers,
Helmut Schütz
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