Package InversionTest :: Module MonteCarloSampler
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Module MonteCarloSampler

Classes [hide private]
  MCBMeanDifferenceTest
Hypothesis test for the difference between means (e.g., like a t-Test)
  MCBStoppingRuleTest
Hypothesis test based on the MCB stopping rule (Kim 2010) Terminates when it hits bounds or when the maximal samples have been hit.
  MCBWilcoxonRankTest
Wilcoxon MC hypothesis test for the difference between location
  MCHypothesisTest
Monte Carlo Bernoulli Hypothesis Test
  MCMeanDifferenceTest
Hypothesis test for the difference between means Terminates after a fixed number of samples
  MCWilcoxonRankTest
Hypothesis test for the difference between means Terminates after a fixed number of samples
  MonteCarloEstimator
A Monte Carlo Estimator
Functions [hide private]
list of float, list of float
convertSamplesToRanks(x, y)
Convert two sets of samples into their equivalent ranks For ranks that share the same value, average the range of ranks that they would hold.
float
meanDifference(x, y)
Difference of means between x and y, i.e.
float
wilcoxonRankSum(x, y)
Sum of ranks of y If either sample has zero elements, this raises an error
Variables [hide private]
  GREATER_THAN_HYPOTHESIS = 'greater'
  LESS_THAN_HYPOTHESIS = 'less'
  TEST_HYPOTHESES = frozenset(['greater', 'less', 'two.sided'])
  TWO_SIDED_HYPOTHESIS = 'two.sided'
  __loader__ = <zipimporter object "C:\Python27\lib\site-package...
  __package__ = 'InversionTest'
Function Details [hide private]

convertSamplesToRanks(x, y)

 

Convert two sets of samples into their equivalent ranks For ranks that share the same value, average the range of ranks that they would hold.

Parameters:
  • x (list of float) - First sample
  • y (list of float) - Second sample
Returns: list of float, list of float
Tuple of (sample of x-ranks, sample of y-ranks)

meanDifference(x, y)

 

Difference of means between x and y, i.e. avg(y) - avg(x) If either sample has zero elements, this raises an error

Parameters:
  • x (list of float) - First sample
  • y (list of float) - Second sample
Returns: float
Mean of y minus mean of x

wilcoxonRankSum(x, y)

 

Sum of ranks of y If either sample has zero elements, this raises an error

Parameters:
  • x (list of float) - First sample
  • y (list of float) - Second sample
Returns: float
Sum of ranks of y

Variables Details [hide private]

__loader__

Value:
<zipimporter object "C:\Python27\lib\site-packages\inversiontest-1.1-p\
y2.7.egg\InversionTest\">