I think it would make a good and useful addition and fit into scipy.stats. There are no pure confint functions yet, AFAIR. I recently wrote a function for the confidence interval for the median, mainly because I ran into the formulas that were easy to code. related open issue: how do we get confidence intervals for QQ-plot. aside: I don't like "percent", I prefer quantiles in [0, 1]. See discussion a while ago in numpy. Josef On Thu, Jun 11, 2020 at 1:01 PM Matt Haberland <mhaberla@calpoly.edu> wrote:
OK, we should let our statistics experts weigh in on this. (I'm not actually one of them.)
On Wed, Jun 10, 2020 at 10:46 PM Romain Jacob <jacobr@ethz.ch> wrote:
I think a dedicated function makes more sense. This function takes as input an array, a percentile and a confidence level, and returns the corresponding one-sided confidence intervals.
I quickly looked at the list of existing functions in scipy.stats but did not see any function in "summary statistics" that does similar things. So I would go for a new function. On 10/06/2020 20:38, Matt Haberland wrote:
Where do you envision this living in SciPy? In its own function, or added functionality to other functions e.g. scipy.stats.percentileofscore <https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.percentileo...> ?
On Tue, Jun 9, 2020 at 11:12 PM Romain Jacob <jacobr@ethz.ch> wrote:
On 09/06/2020 20:18, Matt Haberland wrote:
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.
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).
[1] https://www.jstor.org/stable/2957563 [2] doi.org/10.1002/0471722162.ch7 [3] https://perfeval.epfl.ch/
@WarrenWeckesser and I had planned to work on confidence intervals for the test statistics returned by our statistical tests <https://docs.scipy.org/doc/scipy/reference/stats.html#statistical-tests>.
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 :-)
Cheers, -- Romain
On Mon, Jun 8, 2020 at 2:11 AM Romain Jacob <jacobr@ethz.ch> wrote:
Hello everyone,
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].
I would be interested in contributing this. What do you think?
Cheers, -- Romain
[1] https://ieeexplore.ieee.org/document/6841797 [2] https://github.com/scipy/scipy/issues/10577 -- Romain Jacob Postdoctoral Researcher ETH Zurich - Computer Engineering and Networks Laboratory www.romainjacob.net @RJacobPartner <https://twitter.com/RJacobPartner> Gloriastrasse 35, ETZ G75 8092 Zurich +41 7 68 16 88 22 _______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev
-- Matt Haberland Assistant Professor BioResource and Agricultural Engineering 08A-3K, Cal Poly
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-- Romain Jacob Postdoctoral Researcher ETH Zurich - Computer Engineering and Networks Laboratory www.romainjacob.net @RJacobPartner <https://twitter.com/RJacobPartner> Gloriastrasse 35, ETZ G75 8092 Zurich +41 7 68 16 88 22 _______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev
-- Matt Haberland Assistant Professor BioResource and Agricultural Engineering 08A-3K, Cal Poly
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-- Matt Haberland Assistant Professor BioResource and Agricultural Engineering 08A-3K, Cal Poly _______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev