confidence / fisher z score

gistfile1.py

'''
simple up / down 85% confidence score.... 

http://amix.dk/blog/post/19588?source=google
(among others)
'''

#Rewritten code from /r2/r2/lib/db/_sorts.pyx

from math import sqrt

def confidence(ups, downs):
    n = ups + downs
    if n == 0:
        return 0
    
    z = 1.0 #1.0 = 85%, 1.6 = 95%
    phat = float(ups) / n
    return sqrt(phat+z*z/(2*n)-z*((phat*(1-phat)+z*z/(4*n))/n))/(1+z*z/n)