Package InversionTest :: Module MonteCarloSampler :: Class MCBWilcoxonRankTest
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Class MCBWilcoxonRankTest

         object --+            
                  |            
MonteCarloEstimator --+        
                      |        
       MCHypothesisTest --+    
                          |    
        MCBStoppingRuleTest --+
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                             MCBWilcoxonRankTest

Wilcoxon MC hypothesis test for the difference between location

Instance Methods [hide private]
 
__init__(self, sample1, sample2, alternative='two.sided', maxSamples=10000, pValue=0.05, upperBuffer=2.241, lowerBuffer=-2.241)
Initialize the estimator

Inherited from MCBStoppingRuleTest: addSamples, getBoundHit, getLowerBound, getUpperBound, isBoundHit

Inherited from MCHypothesisTest: getSampleFunction, getStatisticFunction

Inherited from MonteCarloEstimator: getEstimate, getNumSamples, updateEstimate

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Class Variables [hide private]

Inherited from MCBStoppingRuleTest: DEFAULT_LOWER_BUFFER, DEFAULT_P_VALUE, DEFAULT_UPPER_BUFFER, INNER_BOUND_NAME, LOWER_BOUND_NAME, UPPER_BOUND_NAME

Inherited from MCHypothesisTest: VERBOSE

Properties [hide private]

Inherited from object: __class__

Method Details [hide private]

__init__(self, sample1, sample2, alternative='two.sided', maxSamples=10000, pValue=0.05, upperBuffer=2.241, lowerBuffer=-2.241)
(Constructor)

 

Initialize the estimator

Parameters:
  • sample1 (list of object) - First sample of data points
  • sample2 (list of object) - Second sample of data points
  • alternative (str) - Alternate hypothesis, from the set GREATER_THAN_HYPOTHESIS, LESS_THAN_HYPOTHESIS, TWO_SIDED_HYPOTHESIS
  • maxSamples (int) - Maximum number of samples to run for an estimate
  • pValue (float) - P-value (alpha) for the test, in (0,1) range
  • upperBuffer (float) - Buffer width for upper bound (c1). Should be positive. Higher values require more positives to terminate early.
  • lowerBuffer (float) - Buffer width for the lower bound (c2). Should be negative. Higher absolute values require more negatives to terminate early.
Overrides: object.__init__