<meta http-equiv="Content-Type" content="text/html; charset=utf-8"><div dir="ltr">Where do you envision this living in SciPy? In its own function, or added functionality to other functions e.g. <a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.percentileofscore.html#scipy.stats.percentileofscore">scipy.stats.percentileofscore</a>?</div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Tue, Jun 9, 2020 at 11:12 PM Romain Jacob <<a href="mailto:jacobr@ethz.ch">jacobr@ethz.ch</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div>
<div>On 09/06/2020 20:18, Matt Haberland
wrote:<br>
</div>
<blockquote type="cite">
<div dir="ltr">Yes, I think we would be interested in confidence
intervals, but I think the algorithm should be very well
standard/cited, even if it's not the best/most modern. <br>
</div>
</blockquote>
<p>Yes definitely! We did not invented the method I am referring to,
it a long-known approach (first proposed by Thompson in 1936 [1],
extended later and commonly found in textbooks, eg [2,3]). This
method is very simple, quite powerful, yet it has been largely
overlooked in many scientific fields. I found no available
implementation to facilitate its use (at least not in Python,
there may be something in R, I have not looked).<br>
</p>
<p>[1] <a href="https://www.jstor.org/stable/2957563" target="_blank">https://www.jstor.org/stable/2957563</a><br>
[2] <a href="http://doi.org/10.1002/0471722162.ch7" target="_blank">doi.org/10.1002/0471722162.ch7</a><br>
[3] <a href="https://perfeval.epfl.ch/" target="_blank">https://perfeval.epfl.ch/</a></p>
<blockquote type="cite">
<div dir="ltr">
<div>@WarrenWeckesser and I had planned to work on confidence
intervals for the test statistics returned by our <a href="https://docs.scipy.org/doc/scipy/reference/stats.html#statistical-tests" target="_blank">statistical tests</a>. <br>
</div>
</div>
</blockquote>
<p>That is also definitely interesting, although I am not myself an
expert in that area. I am glad to see that the complete list
contains some non-parametric tests :-)</p>
<p>Cheers,<br>
-- <br>
Romain<br>
</p>
<blockquote type="cite"><br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">On Mon, Jun 8, 2020 at 2:11 AM
Romain Jacob <<a href="mailto:jacobr@ethz.ch" target="_blank">jacobr@ethz.ch</a>>
wrote:<br>
</div>
<blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div>
<p>Hello everyone,</p>
<p>I have been working for some time on the implementation
of non-parametric methods to compute confidence intervals
for percentiles. There are some very interesting results
in the literature (see e.g. a nice pitch in [1]) which I
think it would be great to add to SciPy to make them more
readily available. It also seems to be rather in line with
"recent" discussions of the roadmap for scipy.stats [2]. <br>
</p>
<p>I would be interested in contributing this. What do you
think?</p>
<p>Cheers,<br>
-- <br>
Romain<br>
</p>
<p>[1] <a href="https://ieeexplore.ieee.org/document/6841797" target="_blank">https://ieeexplore.ieee.org/document/6841797</a><br>
[2] <a href="https://github.com/scipy/scipy/issues/10577" target="_blank">https://github.com/scipy/scipy/issues/10577</a></p>
<div>-- <br>
<div style="font-family:Arial,sans-serif;margin-left:0px">
<div style="color:rgb(31,64,122);font-size:0.9em;margin-bottom:0.2em;font-weight:bold">Romain
Jacob</div>
<div style="color:rgb(31,64,122);font-size:0.9em;margin-bottom:0.15em">Postdoctoral
Researcher</div>
<div style="color:rgb(31,64,122);font-size:0.75em;margin-bottom:0.5em">ETH
Zurich - Computer Engineering and Networks Laboratory
</div>
<div> <a href="https://www.romainjacob.net/" style="color:rgb(31,64,122);font-size:0.9em" target="_blank">www.romainjacob.net</a>
<br>
<a href="https://twitter.com/RJacobPartner" style="color:rgb(31,64,122);font-size:0.9em" target="_blank">@RJacobPartner</a>
</div>
<div style="font-size:0.9em;margin-top:0.5em">
Gloriastrasse 35, ETZ G75<br>
8092 Zurich <br>
+41 7 68 16 88 22 </div>
</div>
</div>
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</blockquote>
</div>
<br clear="all">
<div><br>
</div>
-- <br>
<div dir="ltr">
<div dir="ltr">Matt Haberland
<div>Assistant Professor</div>
<div>BioResource and Agricultural Engineering</div>
<div>08A-3K, Cal Poly<br>
</div>
</div>
</div>
<br>
<fieldset></fieldset>
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</blockquote>
<div>-- <br>
<div style="font-family:Arial,sans-serif;margin-left:0px">
<div style="color:rgb(31,64,122);font-size:0.9em;margin-bottom:0.2em;font-weight:bold">Romain Jacob</div>
<div style="color:rgb(31,64,122);font-size:0.9em;margin-bottom:0.15em">Postdoctoral Researcher</div>
<div style="color:rgb(31,64,122);font-size:0.75em;margin-bottom:0.5em">ETH Zurich - Computer Engineering and Networks
Laboratory </div>
<div> <a href="https://www.romainjacob.net/" style="color:rgb(31,64,122);font-size:0.9em" target="_blank">www.romainjacob.net</a>
<br>
<a href="https://twitter.com/RJacobPartner" style="color:rgb(31,64,122);font-size:0.9em" target="_blank">@RJacobPartner</a>
</div>
<div style="font-size:0.9em;margin-top:0.5em"> Gloriastrasse
35, ETZ G75<br>
8092 Zurich <br>
+41 7 68 16 88 22 </div>
</div>
</div>
</div>
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature"><div dir="ltr">Matt Haberland<div>Assistant Professor</div><div>BioResource and Agricultural Engineering</div><div>08A-3K, Cal Poly<br></div></div></div>