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bootstrap_success_rate

Function bootstrap_success_rate 

Source
pub fn bootstrap_success_rate(q: &Mat) -> Option<f64>
Expand description

Closed-form bootstrapped success rate P_s = ∏ᵢ [2Φ(1/(2σ_{î_i|I})) − 1] from the conditional variances D[i] of the L D Lᵀ factorisation of q. Returns None if q is not positive definite.