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…ion consistently for all cases
bartvanb
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Apr 24, 2025
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bartvanb
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I can't really verify whether this is correct as I don't know the algorithm well enough.
What I'm missing is documentation and unit tests for this change.
| # Calculate confidence interval using cumulative variance | ||
| if n_i > d_i and n_i > 0 and S_t > 0: | ||
| std_err = S_t * np.sqrt(cumulative_var) | ||
| z = stats.norm.ppf(1 - 0.05 / 2) # 95% CI |
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I had to think about this code. Isn't it more easily readable to put CI_95_PCT_TWOSIDED = 0.975 and then use that one?
| import numpy as np | ||
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| from typing import Dict, List, Union | ||
| from scipy import stats |
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scipy is not included in requirements.txt - maybe it is a dependency of one of the other ones? Not sure if you need to include it.
Same for numpy and pandas actually
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