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Merge pull request cdt15#165 from paullabonne/fix-163
Resample from original residuals in bootstrap cdt15#163
2 parents 6176164 + 3e09c9e commit f2e53cf

1 file changed

Lines changed: 3 additions & 2 deletions

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lingam/var_lingam.py

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -145,14 +145,15 @@ def bootstrap(self, X, n_sampling):
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self.fit(X)
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fitted_ar_coefs = self._ar_coefs
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residuals = self._residuals
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total_effects = np.zeros(
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[n_sampling, n_features, n_features * (1 + self._lags)]
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)
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adjacency_matrices = []
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for i in range(n_sampling):
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sampled_residuals = resample(self._residuals, n_samples=n_samples)
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sampled_residuals = resample(residuals, n_samples=n_samples)
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resampled_X = np.zeros((n_samples, n_features))
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for j in range(n_samples):

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