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

[Romain Jacob]

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.percentileofscore.html#scipy.stats.percentileofscore>?
>
> On Tue, Jun 9, 2020 at 11:12 PM Romain Jacob <jacobr at ethz.ch 
> <mailto: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
>     <http://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
>>     <mailto: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 <https://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 <mailto: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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>     -- 
>     Romain Jacob
>     Postdoctoral Researcher
>     ETH Zurich - Computer Engineering and Networks Laboratory
>     www.romainjacob.net <https://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 <mailto: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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