Josef Perktold josef-pkt
josef-pkt
/ empirical_likelihood.py
Created
March 20, 2012 19:29
— forked from jseabold/empirical_likelihood.py
Empirical Likelihood with Moment Constraints
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| ''' | |
| Author: Skipper | |
| https://gist.github.com/2109628 | |
| Josef: adjustments to example | |
| ''' | |
| from statsmodels.base.model import LikelihoodModel |
josef-pkt
/ ex_treatment_effect.ipynb
Created
February 8, 2022 17:28
treatment effect ATE and POM under conditional independence
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| # -*- coding: utf-8 -*- | |
| """ | |
| Created on Fri Jun 15 14:00:29 2012 | |
| Author: Josef Perktold | |
| License: MIT, BSD-3 (for statsmodels) | |
| http://en.wikipedia.org/wiki/Distance_correlation | |
| Yaroslav and Satrajit on sklearn mailing list |
josef-pkt
/ stationary_block_bootstrap.py
Created
April 2, 2012 01:14
Performs a stationary block bootstrap resampling of elements from a time series, or rows of an input matrix representing a multivariate time series.
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| #Copyright (c) 2011, Josh Hemann (hemann @ colorado . edu) | |
| #All rights reserved. | |
| # | |
| #Redistribution and use in source and binary forms, with or without | |
| #modification, are permitted provided that the following conditions are met: | |
| # * Redistributions of source code must retain the above copyright | |
| # notice, this list of conditions and the following disclaimer. | |
| # * Redistributions in binary form must reproduce the above copyright | |
| # notice, this list of conditions and the following disclaimer in the | |
| # documentation and/or other materials provided with the distribution. |
josef-pkt
/ try_twosample_poisson_overdispersion.ipynb
Last active
November 18, 2021 22:51
heteroscedasticity and overdispersion in GLM-Poisson
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josef-pkt
/ try_mannwhitneyu_permute.py
Created
October 10, 2012 14:56
permutation pvalues for mannwhitneyu
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| # -*- coding: utf-8 -*- | |
| """Mann-Whitney U rank test with permutation p-values | |
| Created on Tue Oct 09 13:22:52 2012 | |
| Author: Josef Perktold, based on scipy function | |
| I'm keeping currently more results than I need for checking | |
| Monte Carlo: size and power for n1=5, n2=25 |
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josef-pkt
/ ex_knots_bsplines.ipynb
Created
November 1, 2018 20:04
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josef-pkt
/ ex_kde_asymmetric.ipynb
Last active
March 8, 2021 21:16
kernel density and kernel distribution estimation for positive and unit interval data, using asymmetric kernels
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josef-pkt
/ beta_kde.ipynb
Created
February 20, 2021 20:17
quick experiment for kde on interval [0, 1] using beta kernel
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