Adding method for confidence interval to bootstrap solver

src/elexsolver/TransitionMatrixSolver.py

@@ -102,9 +102,12 @@ def __init__(self, B=1000, strict=True):
         self._strict = strict
         self._B = B
 
+        # class members that are instantiated during model-fit
+        self._predicted_transitions = None
+
     def fit_predict(self, X, Y, weights=None):
         maes = []
-        predicted_transitions = []
+        self._predicted_transitions = []
 
         # assuming pandas.DataFrame
         if not isinstance(X, np.ndarray):
@@ -113,7 +116,7 @@ def fit_predict(self, X, Y, weights=None):
             Y = Y.to_numpy()
 
         tm = TransitionMatrixSolver(strict=self._strict, verbose=False)
-        predicted_transitions.append(tm.fit_predict(X, Y, weights=weights))
+        self._predicted_transitions.append(tm.fit_predict(X, Y, weights=weights))
         maes.append(tm.MAE)
 
         for b in tqdm(range(0, self._B - 1), desc="Bootstrapping"):
@@ -123,9 +126,22 @@ def fit_predict(self, X, Y, weights=None):
             )
             indices = [np.where((X == x).all(axis=1))[0][0] for x in X_resampled]
             Y_resampled = Y[indices]
-            predicted_transitions.append(tm.fit_predict(X_resampled, Y_resampled, weights=None))
+            self._predicted_transitions.append(tm.fit_predict(X_resampled, Y_resampled, weights=None))
             maes.append(tm.MAE)
 
         self._mae = np.mean(maes)
         LOG.info("MAE = %s", np.around(self._mae, 4))
-        return np.mean(predicted_transitions, axis=0)
+        return np.mean(self._predicted_transitions, axis=0)
+
+    def get_confidence_interval(self, alpha):
+        if alpha > 1:
+            alpha = alpha / 100
+        if alpha < 0 or alpha >= 1:
+            raise ValueError(f"Invalid confidence interval {alpha}.")
+
+        p_lower = ((1.0 - alpha) / 2.0) * 100
+        p_upper = ((1.0 + alpha) / 2.0) * 100
+        return (
+            np.percentile(self._predicted_transitions, p_lower, axis=0),
+            np.percentile(self._predicted_transitions, p_upper, axis=0),
+        )