Decompose estimate_errors() and redefine alpha #65
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iewaij
changed the title
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Sorry for letting this hang, looks great. We need to exclude v0.5 tests and allow nightly failures. |
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this is a breaking change. how about a depwarn? |
Yes! We havn't tagged a new version yet, but this should definitely be handled before we do. |
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Sounds great, I'm adding a depwarn for it. |
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Fix issue #64.
estimate_errors()is decomposed intostandard_errors(),margin_errors()andestimate_errors().standard_errors()andmargin_errors()will return standard errors and margin of errors, whileestimate_errors()will print out standard errors, margin of errors and confidence intervals. What the presentestimate_errors()does is equal tomargin_errors().The
alphaparameter should be defined as significance level to reduce ambiguity and therefore usequantile(dist, 1 - alpha/2)to find (two-sided) critical values. Present version ofestimate_errors(fit, alpha=0.95)is actually finding 90% confidence interval if I'm understanding the code correctly.