Implementation of the 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
` [sudo] pip install vstat `
` 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) `