Metadata-Version: 2.1
Name: statkit
Version: 0.1.0
Summary: Confidence intervals and p-values for sci-kit learn.
Project-URL: Homepage, https://gitlab.com/hylkedonker/statkit
Project-URL: Bug Tracker, https://gitlab.com/hylkedonker/statkit/-/issues
Author-email: "H. C. Donker" <h.c.donker@umcg.nl>
License: MIT License
        
        Copyright (c) 2022 Hylke C. Donker
        
        Permission is hereby granted, free of charge, to any person obtaining a copy
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        The above copyright notice and this permission notice shall be included in all
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        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Requires-Python: >=3.9
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: pomegranate>=0.14.8
Requires-Dist: scikit-learn
Requires-Dist: scipy
Requires-Dist: statsmodels
Description-Content-Type: text/markdown

# Statkit
Supplement your sci-kit learn models with 95 % confidence intervals and p-values.

## Description
- Estimate 95 % confidence intervals for your test scores.

For example, to compute a 95 % confidence interval of the area under the
receiver operating characteristic curve (ROC AUC):
```python
from sklearn.metrics import roc_auc_score
from statkit.non_parametric import bootstrap_score

y_prob = model.predict(X_test)
auc_95ci = bootstrap_score(y_test, y_prob, metric=roc_auc_score)
print('Area under the ROC curve:', auc_95ci)
```

- Compute p-value to test if one model is significantly better than another.

For example, to test if the area under the receiver operating characteristic
curve (ROC AUC) of model 1 is significantly larger than model 2:
```python
from sklearn.metrics import roc_auc_score
from statkit.non_parametric import paired_permutation_test

y_pred_1 = model_1.predict(X_test)
y_pred_2 = model_2.predict(X_test)
p_value = paired_permutation_test(y_test, y_pred_1, y_pred_2, metric=roc_auc_score)
```

Detailed documentation can be on the [Statkit API documentation pages](https://hylkedonker.gitlab.io/statkit).

## Installation
```bash
pip3 install statkit
```

## Support
You can open a ticket in the [Issue tracker](https://gitlab.com/hylkedonker/statkit/-/issues).

## Contributing
We are open for contributions.
If you open a pull request, make sure that your code is:
- Well documented,
- Code formatted with [black](https://github.com/psf/black),
- And contains an accompanying unit test.


## Authors and acknowledgment
Hylke C. Donker

## License
This code is licensed under the [MIT license](LICENSE).
