P5-statistics-caseresampling

Efficient resampling and calculation of medians with confidence intervals

The purpose of this XS module is to calculate the median or in principle also other statistics with confidence intervals on a sample. To do that, it uses a technique called bootstrapping. In a nutshell, it resamples the sample a lot of times and for each resample, it calculates the median. From the distribution of medians, it then calculates the confidence limits.

In order to implement the confidence limit calculation, various other functions had to be implemented efficiently both algorithmically efficient and done in C. These functions may be useful in their own right and are thus exposed to Perl. Most notably, this exposes a median and general selection algorithm that works in linear time as opposed to the trivial implementation that requires On*logn.