hamstest
hamstest estimates arbitrarily small p-values in two-sample permutation tests using hash-augmented adaptive multilevel splitting Monte Carlo.
Installation
pip install hamstest
Native C++ adapters for the bundled KS and Mann-Whitney U tests are optional:
pip install "hamstest[adapters]"
To check whether a native adapter is active while running the estimator, enable debug logging:
import logging
logging.basicConfig(level=logging.DEBUG)
Plotting helpers used by notebooks are optional:
pip install "hamstest[plotting]"
Quick start
from hamstest import Estimator
from hamstest.permutation_tests.kstest import KSTest
test = KSTest(100, 900)
target_score = int(0.333 * 100 * 900)
estimator = Estimator(test, sample_size=101, seed=0)
log_pvalue, log_pvalue_stderr = estimator.estimate(target_score)
test should implement the permutation-test interfaces exported by
hamstest: AbstractPermutationTest and AbstractPermutationTestSubset.
The package also ships reference implementations in hamstest.permutation_tests.
Adapter packages
The package includes the C++ dispatcher and a helper command for starting custom native adapters:
hamstest-adapter-init my_hamstest_adapter --kind my_test
Example adapters for KS and Mann-Whitney U tests are developed in the same
GitHub repository and are published separately. They can be installed together
with hamstest[adapters] or as individual packages:
pip install hamstest-adapter-ks
pip install hamstest-adapter-mannwhitneyu
Project
Source code and issue tracking are available at https://github.com/golikov-nik/hamstest.
1 maintainer
Metadata
1 maintainer
Release files for hamstest 0.1.1
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Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| hamstest-0.1.1.tar.gz | 17.2 kB | Details |
Built distributions (wheels)
Total release size: 2.4 MB
Release files / hamstest-0.1.1.tar.gz
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