Inference

Inference(self, alpha, p, tests=1)

Base class for inference.

Parameters

Name	Type	Description	Default
alpha	float	Probability of Type I error \(\alpha\).	required
p	int	Number of parameters \(p\).	required
tests	int	Number of hypothesis tests.	1

Attributes

Name	Description
alpha	Probability of Type I error \(\alpha\).
conf_int	Confidence intervals for each parameter (\(p \times 2\) matrix).
estimate	Estimates for each parameter.
n	Number of observations \(n\).
names	Names for each parameter.
p	Number of parameters \(p\).
p_value	P-values for each hypothesis test.

Methods

Name	Description
batch	For each sample unit in the batch
infer	Calculate confidence interval and p-value, then
update	Update statistics with new data.

batch

Inference.batch(xs, **kwargs)

For each sample unit in the batch

1. call update,
2. call infer, and
3. append the Inference object to a list.

Returns

Name	Type	Description
	List[Inference]

infer

Inference.infer(**kwargs)

Calculate confidence interval and p-value, then

1. keep the maximum lower bound and minimum upper bound for the confidence interval; and
2. keep the minimum p-value.

update

Inference.update(x, **kwargs)

Update statistics with new data.