Scikits.bootstrap provides bootstrap confidence interval algorithms for scipy.
It also provides an algorithm which estimates the probability that the statistics lies satisfies some criteria, e.g. lies in some interval.
At present, it is rather feature-incomplete and in flux. However, the functions that have been written should be relatively stable as far as results.
Much of the code has been written based off the descriptions from Efron and Tibshirani's Introduction to the Bootstrap, and results should match the results obtained from following those explanations. However, the current ABC code is based off of the modified-BSD-licensed R port of the Efron bootstrap code, as I do not believe I currently have a sufficient understanding of the ABC method to write the code independently.
In any case, please contact me (Constantine Evans [email protected]) with any questions or suggestions. I'm trying to add documentation, and will be adding tests as well. I'm especially interested, however, in how the API should actually look; please let me know if you think the package should be organized differently.
The package is licensed under the Modified BSD License.