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Problem with _inference with constant weight
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"from selectinf.learning.core import _inference\n", | |
"%matplotlib inline\n", | |
"import matplotlib.pyplot as plt\n", | |
"import numpy as np\n", | |
"import statsmodels.api as sm" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"weight_fn = lambda z: np.ones_like(z)\n", | |
"pivots = []\n", | |
"intervals = []\n", | |
"delta = 1\n", | |
"for _ in range(2000):\n", | |
" Z = np.random.standard_normal() + delta\n", | |
" result = _inference(Z, np.array([[1.]]), weight_fn, hypothesis=delta, alpha=0.05)\n", | |
" pivots.append(result[0])\n", | |
" intervals.append(result[1])\n", | |
" " | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"plt.figure(figsize=((8,8)))\n", | |
"U = np.linspace(0, 1, 101)\n", | |
"plt.plot(U, sm.distributions.ECDF(pivots)(U), linewidth=3)\n", | |
"plt.plot([0, 1], [0, 1], 'k--')" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"intervals = np.array(intervals)\n", | |
"np.mean((intervals[:,0] < delta) * (intervals[:,1] > delta))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [] | |
} | |
], | |
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"cell_metadata_filter": "all,-slideshow" | |
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"kernelspec": { | |
"display_name": "Python 3", | |
"language": "python", | |
"name": "python3" | |
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"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 3 | |
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"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython3", | |
"version": "3.6.2" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 2 | |
} |
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