Higher Criticism statistical hypothesis testing
Project description
HCtest -- Higher Criticism Test
Higher Criticism (HC) test statistics for testing the global significance of many independent hypotheses. As an input, the test receives a list of P-values and returns the HC test statistics. See (Donoho & Jin 2004)
Example:
from scipy.stats import norm
from hctest import HCtest
n = 1000 #number of samples
X = norm.rvs(size=n)
pvals = norm.sf(X)
hc = HCtest(pvals)
hc_val, p_th = hc.HCstar(gamma = 0.25)
print("Higher-Criticism statistic = ", hc_val)
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Close
Hashes for higher-criticism-test-0.1.7.tar.gz
Algorithm | Hash digest | |
---|---|---|
SHA256 | 115e16a553826e642176c54c48c092ac5a9f04ad23bfe035b80a71575d274f18 |
|
MD5 | d7e6a550b62dec8155ffd39de34c6a04 |
|
BLAKE2b-256 | a5f510eb0bcfa947ffe438220a6be129ce23c7900c8b4e018c6b112fc339f94c |
Close
Hashes for higher_criticism_test-0.1.7-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 53631fa4e6bcdff747fb5361b1f3411970a13dd70fde3ce1f9b90cd6177a7727 |
|
MD5 | 79923f8891db00e4fe7018aec5fe1fe3 |
|
BLAKE2b-256 | 05ff778184e68ccda26e1e0363faf63aefc5f73a30295f813c04790bfbf61d2f |