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

[Matt Haberland]

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 at 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.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
>
> _______________________________________________
> SciPy-Dev mailing listSciPy-Dev at python.orghttps://mail.python.org/mailman/listinfo/scipy-dev
>
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>


-- 
Matt Haberland
Assistant Professor
BioResource and Agricultural Engineering
08A-3K, Cal Poly
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