[SciPy-Dev] Adding non-parametric methods to scipy.stats

[Matt Haberland]

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.percentileofscore.html#scipy.stats.percentileofscore>
?

On Tue, Jun 9, 2020 at 11:12 PM Romain Jacob <jacobr at 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 at 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 at python.org
>> https://mail.python.org/mailman/listinfo/scipy-dev
>>
>
>
> --
> Matt Haberland
> Assistant Professor
> BioResource and Agricultural Engineering
> 08A-3K, Cal Poly
>
> _______________________________________________
> SciPy-Dev mailing listSciPy-Dev at python.orghttps://mail.python.org/mailman/listinfo/scipy-dev
>
> --
> 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 at 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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