Miscellaneous

Confidence Interval

mlpy.percentile_ci_median(x, nboot=1000, alpha=0.025000000000000001, rseed=0)

Percentile confidence interval for the median of a sample x and unknown distribution.

Input

• x - [1D numpy array] sample
• nboot - [integer] (>1) number of resamples
• alpha - [float] confidence level is 100*(1-alpha) (0.0<alpha<1.0)
• rseed - [integer] random seed

Output

• ci - (cimin, cimax) confidence interval

Example:

>>> from numpy import *
>>> from mlpy import *
>>> x = array([1,2,4,3,2,2,1,1,2,3,4,3,2])
>>> percentile_ci_median(x, nboot = 100)
(1.8461538461538463, 2.8461538461538463)

Functions from GSL

mlpy.gamma()

Gamma Function

mlpy.fact()

Factorial x!

mlpy.quantile()

Quantile value of sorted data