[SciPy-User] Python significance / error interval / confidence interval module?

[josef.pktd at gmail.com]

On Fri, Jun 17, 2011 at 11:12 AM, Gael Varoquaux
<gael.varoquaux at normalesup.org> wrote:
> On Fri, Jun 17, 2011 at 05:08:16PM +0200, Christoph Deil wrote:
>>    I am looking for a python module for significance / error interval /
>>    confidence interval computation.
>
> How about http://pypi.python.org/pypi/uncertainties/
>
>>    Specifically I am looking for Poisson rate estimates in the presence of
>>    uncertain background and / or efficiency, e.g. for an "on/off
>>    measurement".
>
> Wow, that seems a bit more involved than Gaussian error statistics. I am
> not sure that the above package will solve your problem.
>
>>    The standard method of Rolke I am mainly interested in is available in
>>    ROOT and RooStats, a C++ high energy physics data analysis package:
>
> If you really need proper Poisson-rate errors, then you might indeed not
> to translate the Rolke method to Python. How about contributing it to
> uncertainties.

It's a very specific model, and I doubt it's covered by any general
packages, but implementing
http://lanl.arxiv.org/abs/physics/0403059
assuming this is the background for it, doesn't sound too difficult.

The main work it looks like is keeping track of all the different
models and parameterizations.
scipy.stats.distributions and scipy.optimize (fmin, fsolve) will cover
much of the calculations.

(But then of course there is testing and taking care of corner cases
which takes at least several times as long as the initial
implementation, in my experience.)

Josef

> G
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