estimagic
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Add Bayesian bootstrap
What would you like to enhance and why? Is it related to an issue/problem?
Currently, estimagic only supports the standard bootstrap. The Bayesian bootstrap (Rubin, 1980) provides an alternative with good theoretical properties in both a Bayesian and frequentist world. A good summary is given in this Twitter thread.
Describe the solution you'd like
Translate this R script to Python and integrate the functionality into the bootstrap
function. Possibly use a bayesian=True
flag or a type="bayesian"
argument.