Researchers often use the bootstrap to understand a sample drawn
    from a population with unknown distribution. The exact bootstrap method is a
    practical tool for exploring the distribution of small sample size data. For
    a sample of size n, the exact bootstrap method generates the entire space of
    n to the power of n resamples and calculates all realizations of the selected
    statistic. The 'exactamente' package includes functions for implementing two
    bootstrap methods, the exact bootstrap and the regular bootstrap. The
    exact_bootstrap() function applies the exact bootstrap method following
    methodologies outlined in Kisielinska (2013) <doi:10.1007/s00180-012-0350-0>.
    The regular_bootstrap() function offers a more traditional bootstrap approach,
    where users can determine the number of resamples. The e_vs_r() function
    allows users to directly compare results from these bootstrap methods. To
    augment user experience, 'exactamente' includes the function exactamente_app()
    which launches an interactive 'shiny' web application. This application
    facilitates exploration and comparison of the bootstrap methods, providing
    options for modifying various parameters and visualizing results.

Calculates exact tests and confidence intervals for one-sample binomial and one- or two-sample Poisson cases (see Fay (2010) <doi:10.32614/rj-2010-008>).

This is a package for exact Confidence Intervals for the difference between two independent or dependent proportions.

Construct the admissible exact intervals for the binomial proportion, the Poisson mean and the total number of subjects with a certain attribute or the total number of the subjects for the hypergeometric distribution. Both one-sided and two-sided intervals are of interest. This package can be used to calculate the intervals constructed methods developed by Wang (2014) <doi:10.5705/ss.2012.257> and Wang (2015) <doi:10.1111/biom.12360>.

Quickly and accurately summarizes raster values over polygonal areas ("zonal statistics").