BootstrappingΒΆ
Suppose you want to calculate a quantity \(f(X)\) on your data frame \(X\).
Bootstrapping samples multiple versions \(Y_i\) of \(X\) by drawing elements with replacement from the
data frame with the same length the data frame itself.
On all these \(Y_i\), the function \(f\) is evaluated, creating a distribution of possible values for
\(f(X)\).
The standard deviation of this distribution is the (symmetric) uncertainty returned by uncertain_panda
.
If you request the asymmetric uncertainty, the 1 sigma quantile in both directions around the median
is returned.
You can find some more information on bootstrapping in the net, e.g. on wikipedia.