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WIP: Adding Likelihood Q Ratio Test (LQRT) #85

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merged 3 commits into from Dec 20, 2019
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adam2392
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@adam2392 adam2392 commented Dec 4, 2019

Addresses: #83

Description: This is a PR that adds the LQRT robust statistical test, which is proven in [1] to be more robust in terms of power for fixed alpha level compared to both the t-test and the Wilcoxon rank-sum test. The python package at: https://github.com/alyakin314/lqrt implements this in Python in both 1-sample and 2-sample case with the possibility of unequal variances to be as general as possible.

Currently work in progress.

References:
[1]: Qin, Yichen & E. Priebe, Carey. (2017). Robust Hypothesis Testing via Lq-Likelihood. Statistica Sinica. 27. 10.5705/ss.202015.0441.

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adam2392 commented Dec 9, 2019

Let me know what else would be necessary at this point to move this into the release stage. I would love to get this working to use for myself :p.

@josesho
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josesho commented Dec 10, 2019

Hi @adam2392 ,

Tests are passing, great! Here's what's left to do.

TODO:

  • Update release-notes.rst with a short description of the changes.
  • Update version number (0.2.8) in setup.py and __init__.py.
  • Add tests in test_01_effsizes_pvals.py to check that LqRT results (for simple 2-group paired and unpaired cases)

@josesho josesho changed the base branch from master to v0.2.8 December 20, 2019 05:47
@josesho josesho merged commit a2f2d60 into ACCLAB:v0.2.8 Dec 20, 2019
@josesho josesho mentioned this pull request Dec 23, 2019
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