Jonathan Simon jonadsimon

Data scientist, algorithm tinkerer, machine learning engineer

jonadsimon / mann_whitney_u_test.py

Created June 12, 2018 23:32

Perform Mann-Whitney U Test in Python

	from scipy.stats import mannwhitneyu

	statistic, pvalue = mannwhitneyu(agent_durations, population_durations, use_continuity=True, alternative='two-sided')

jonadsimon / benjamini_hochberg_procedure.py

Created June 12, 2018 23:50

Perform the Benjamini-Hochberg Procedure in Python

	from statsmodels.sandbox.stats.multicomp import multipletests

	reject, pvals_corrected, alphacSidak, alphacBonf = multipletests(p_values, alpha=0.2, method='fdr_bh')

jonadsimon / jensen_shannon_divergence.py

Created November 4, 2018 22:06

	from scipy.stats import entropy
	def jensen_shannon_div(p, q):
	m = (p + q) / 2
	return (entropy(p, m) + entropy(q, m)) / 2.0