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Implementation of the v-statistic

Project description

v-statistic

Implements the v-statistic, a measure that compares the estimation accuracy of the ordinary least squares estimator against a random benchmark.

See the paper here: http://www.ncbi.nlm.nih.gov/m/pubmed/23661222/ which features and implementation in R.

I also wrote a Julia version, see https://github.com/dostodabsi/V.jl.

install and run

install with

` [sudo] pip install vstat `

import with

` import vstat `

and calculate v with

` vstat.vstat(120, 4, .05) `

or calculate necessary (total n, n per predictor) for a specific v with

` vstat.sample_size(3, .05, v=.8) `

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