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https://github.com/ssoudan/bootstrap-ht

Bootstrap Hypothesis Testing in Rust

https://github.com/ssoudan/bootstrap-ht

Science Score: 26.0%

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Keywords

bootstraping hypothesis-testing rust statistics
Last synced: 6 months ago · JSON representation

Repository

Bootstrap Hypothesis Testing in Rust

Basic Info
  • Host: GitHub
  • Owner: ssoudan
  • Language: Rust
  • Default Branch: main
  • Homepage:
  • Size: 27.3 KB
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  • Watchers: 2
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Topics
bootstraping hypothesis-testing rust statistics
Created over 3 years ago · Last pushed over 1 year ago
Metadata Files
Readme

README.md

Bootstrap Hypothesis Testing in Rust

Build crates.io

Description

Sometime, we have no idea what the distribution of the test statistic is, we really want to be able to perform hypothesis tests, and we are willing to make the hypothesis that the samples we have are representative of the population.

This is where the bootstrap hypothesis testing comes in. The idea is to generate a large number of samples from the null distribution (distribution the samples would have if H0 is true - i.e. if both samples are from the same population) and then compute the test statistic for each of these samples. This gives a test statistics sampling distribution under H0.

We can then compute the p-value by counting the number of times the sampled test statistic is more 'extreme' than the test statistic for our initial samples.

# References - Introduction to the Bootstrap, Efron and Tibshirani - Bootstrap Hypothesis Testing - P-value - Stats 102A Lesson 9-2 Bootstrap Hypothesis Tests, Miles Chen

Usage

```rust use bootstrapht::prelude::*; use itertools::Itertools; use rand::prelude::Distribution; use rand::SeedableRng; use randchacha::ChaCha8Rng; use rand_distr::StandardNormal;

fn main() { let mut rng = ChaCha8Rng::seedfromu64(42);

let a = StandardNormal .sampleiter(&mut rng) .take(100) .collect::>(); let b = StandardNormal .sampleiter(&mut rng) .take(40) .map(|x: f64| x + 2.0) .collect::>();

let teststatisticfn = |a: &[f64], b: &[f64]| { let amax = a.iter().copied().fold(f64::NAN, f64::max); let bmax = b.iter().copied().fold(f64::NAN, f64::max); (amax - bmax).abs() };

let pvalue = bootstrap::twosamplesnonparametricht( &mut rng, &a, &b, teststatisticfn, bootstrap::PValueType::OneSidedRightTail, 10000, ) .unwrap(); asserteq!(pvalue, 0.0021); } ```

Owner

  • Name: Sebastien Soudan
  • Login: ssoudan
  • Kind: user
  • Location: San Jose, CA

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Dependencies

Cargo.toml cargo
  • approx 0 development
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