statsmodels.stats.nonparametric.RankCompareResult.confint_lintransf

RankCompareResult.confint_lintransf(const=-1, slope=2, alpha=0.05, alternative='two-sided')[source]

confidence interval of a linear transformation of prob1

This computes the confidence interval for

d = const + slope * prob1

Default values correspond to Somers’ d.

Parameters:
const : float

Constant and slope for linear (affine) transformation.

slope : float

Constant and slope for linear (affine) transformation.

alpha : float

Significance level for the confidence interval, coverage is 1-alpha

alternative : str

The alternative hypothesis, H1, has to be one of the following

  • ’two-sided’ : H1: prob - value not equal to 0.

  • ’larger’ : H1: prob - value > 0

  • ’smaller’ : H1: prob - value < 0

Returns:

  • lower (float or ndarray) – Lower confidence limit. This is -inf for the one-sided alternative “smaller”.

  • upper (float or ndarray) – Upper confidence limit. This is inf for the one-sided alternative “larger”.