Montecarlino
Parellel implementation of bootstrap confidence intervals and permutation tests.
Installation
pip install montecarlinoExamples
Let's compute the 95% confidence interval for the median of a set of values:
from montecarlino import bootstrap_interval
x1 = np.array([0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46])
bootstrap_interval(np.median, x1)Now let's compare the medians of two samples, i.e. what's the p-value of the difference of the medians assuming there is no difference?
from montecarlino import grouped_permutation_test
def _median_difference(x, y):
return np.median(x) - np.median(y)
x1 = np.array([0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46])
x2 = np.array([1.15, 0.88, 0.90, 0.74, 1.21])
grouped_permutation_test(median_difference, [x1, x2])
