diff --git a/thicket/stats/__init__.py b/thicket/stats/__init__.py index 2fa5a50a..1404fdaa 100644 --- a/thicket/stats/__init__.py +++ b/thicket/stats/__init__.py @@ -23,6 +23,7 @@ from .preference import preference from .distance import bhattacharyya_distance from .distance import hellinger_distance +from .confidence_interval import confidence_interval try: diff --git a/thicket/stats/confidence_interval.py b/thicket/stats/confidence_interval.py new file mode 100644 index 00000000..2c014644 --- /dev/null +++ b/thicket/stats/confidence_interval.py @@ -0,0 +1,50 @@ +# Copyright 2022 Lawrence Livermore National Security, LLC and other +# Thicket Project Developers. See the top-level LICENSE file for details. +# +# SPDX-License-Identifier: MIT + +import numpy as np +import pandas as pd +import scipy.stats as stats + +import thicket as th +from ..utils import verify_thicket_structures +from .stats_utils import cache_stats_op +from thicket.stats import mean + + +@cache_stats_op +def confidence_interval(thicket, columns=None, confidence_value=0.95): + output_column_names = [] + + mean_cols = th.stats.mean(thicket, columns=columns) + std_cols = th.stats.std(thicket, columns=columns) + sample_sizes = [] + z = stats.norm.ppf((1 + confidence_value) / 2) + + idx = pd.IndexSlice + for node in thicket.graph.traverse(): + node_df = thicket.dataframe.loc[idx[node, :]] + sample_sizes.append(len(node_df)) + + for i in range(0, len(columns)): + x = thicket.statsframe.dataframe[mean_cols[i]] + s = thicket.statsframe.dataframe[std_cols[i]] + n = sample_sizes + + c_p = x + (z * (s / np.sqrt(n))) + c_m = x - (z * (s / np.sqrt(n))) + + out = list(zip(c_m, c_p)) + out = pd.Series(out, index=thicket.statsframe.dataframe.index) + + # If multi index, place below first level + out_col = f"confidence_interval_{confidence_value}_{columns[i]}" + output_column_names.append(out_col) + thicket.statsframe.dataframe[out_col] = out + break + + thicket.statsframe.dataframe = thicket.statsframe.dataframe.sort_index(axis=1) + return output_column_names + +