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jacobgil / confidenceinterval

The long missing library for python confidence intervals
MIT License
131 stars 14 forks source link

Validation #1

Open hubtub2 opened 1 year ago

hubtub2 commented 1 year ago

Great work! How can I trust the confidence intervals it returns - did you do anykind of validation - maybe comparing results with the standard R implementations?

Would be cool to have like a (small) test report for some examples - in case you are in a regulated environment.

jacobgil commented 1 year ago

Hi, The validation I did do was comparing the results of the bootstrap method with the analytical implementation. I didn't compare with R (i'm also not an R user). A test against R is a very good idea! What R functions/packages do you recommend testing this against?

I guess it would be cool to have a unit test, where the results are compared against R, maybe using https://rpy2.github.io

(Btw, Any contribution around this would be much appreciated!)