Significance quantile-unbiased (SQU) in development). (b7923d9c) · Commits · dsbowen / multiple-inference

examples/losers_presentation.ipynb

+107 −9

File changed.

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examples/utils.py

+31 −8

Original line number	Diff line number	Diff line
		@@ -209,13 +209,21 @@ class RankConditionAnimation:
		self._conventional_vline = ax.axvline(
		self.xlim[0], color=self.palette[1], linestyle="--"
		)
		self._conventional_label = ax.text(self.xlim[0], y_offset, r"$Z_\theta(\theta)$", ha="center")
		self._conventional_label = ax.text(self.xlim[0], y_offset, r"$x$", ha="center")
		# (distribution of conventional estimate line plot, vertical line at conventional point estimate) tuples
		conditional_mean_str = r"$Z_\theta(\theta{0}) + \frac{{\Sigma(\theta{0},\theta)}}{{\Sigma(\theta)}} x$"
		self._distribution_plots = [
		(
		ax.plot([], [], color=self.palette[0])[0],
		ax.axvline(color=self.palette[0], linestyle="--"),
		ax.text(0, y_offset, r"$Z_\theta(\theta{})$".format(i*"'"), ha="center")
		ax.text(
		0,
		y_offset,
		conditional_mean_str.format(
		i * "'"
		),
		ha="center",
		),
		)
		for i in range(1, len(self.mean))
		]
		@@ -240,7 +248,8 @@ class QuantileUnbiasedAnimation:
		Defaults to seaborn default palette.
		n_frames (int): Number of frames to animate. Defaults to 120.
		"""
		Y_OFFSET = -.07

		Y_OFFSET = -0.07

		def __init__(
		self,
		@@ -337,7 +346,13 @@ class QuantileUnbiasedAnimation:
		self._cdf_data.append(cdf)
		self._cdf_plot.set_data(self._x_data, self._cdf_data)

		plots = [self._loc_vline, self._loc_text, self._sf_plot, self._cdf_hline, self._cdf_plot]
		plots = [
		self._loc_vline,
		self._loc_text,
		self._sf_plot,
		self._cdf_hline,
		self._cdf_plot,
		]
		if self.projection_len is None:
		return plots

		@@ -355,7 +370,11 @@ class QuantileUnbiasedAnimation:
		)
		self._projection_lower_text.set_x(loc - self.projection_len)
		self._projection_upper_text.set_x(loc + self.projection_len)
		return plots + [self._projection_plot, self._projection_lower_text, self._projection_upper_text]
		return plots + [
		self._projection_plot,
		self._projection_lower_text,
		self._projection_upper_text,
		]

		def make_animation(
		self, title: str = None, xlabel: str = None
		@@ -401,7 +420,11 @@ class QuantileUnbiasedAnimation:
		self.xlim[0], color=self.palette[3], linestyle="--"
		)
		# text showing the estimator notation
		loc_text = r"$\hat{\mu}_\alpha$" if self.projection_len is None else r"$\hat{\mu}^H_\alpha$"
		loc_text = (
		r"$\hat{\mu}_\alpha$"
		if self.projection_len is None
		else r"$\hat{\mu}^H_\alpha$"
		)
		self._loc_text = ax.text(self.xlim[0], self.Y_OFFSET, loc_text, ha="center")

		# plot of the survival function of the truncated normal
		@@ -420,13 +443,13 @@ class QuantileUnbiasedAnimation:
		self.xlim[0] - self.projection_len,
		self.Y_OFFSET,
		loc_text[:-1] + r" - c_\beta \sqrt{\Sigma(\theta)}$",
		ha="center"
		ha="center",
		)
		self._projection_upper_text = ax.text(
		self.xlim[0] + self.projection_len,
		self.Y_OFFSET,
		loc_text[:-1] + r" + c_\beta \sqrt{\Sigma(\theta)}$",
		ha="center"
		ha="center",
		)

		return animation.FuncAnimation(

setup.cfg

+2 −2

Original line number	Diff line number	Diff line
		[metadata]
		name = conditional-inference
		version = 0.0.2
		version = 0.0.3
		author = Dillon Bowen
		author_email = dsbowen@wharton.upenn.edu
		description = A statistics package for comparing multiple policies or treatments.
		@@ -31,7 +31,7 @@ where = src
		[build_sphinx]
		project = Conditional Inference
		copyright = 2021, Dillon Bowen
		release = 0.0.2
		release = 0.0.3
		source-dir = docs

		[coverage:report]

simulations/losers-presentation/analysis.ipynb

+203 −44

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src/conditional_inference/base.py

+2 −1

Original line number	Diff line number	Diff line
		@@ -77,7 +77,8 @@ class ConventionalEstimatesData:
		):
		# assume mean is pd.Series-like
		return self.mean_orig.index.to_list()
		return [f"x{i}" for i in range(self.mean.shape[0])]
		zfill = int(np.log10(len(self.mean)))
		return [f"x{str(i).zfill(zfill)}" for i in range(len(self.mean))]

		@exog_names.setter
		def exog_names(