Skip to content
Projects
Groups
Snippets
Help
Loading...
Sign in
Toggle navigation
F
ffm-baseline
Project
Project
Details
Activity
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
ML
ffm-baseline
Commits
27276aa6
Commit
27276aa6
authored
Feb 19, 2019
by
王志伟
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
数据指标波动假设检验统计
parent
41f521c6
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
6 additions
and
6 deletions
+6
-6
hypothesis_test.py
eda/recommended_indexs/hypothesis_test.py
+6
-6
No files found.
eda/recommended_indexs/hypothesis_test.py
View file @
27276aa6
...
...
@@ -97,19 +97,19 @@ def t_test(x,y): #进行t检验
if
p_value
>
0.05
:
#认为数据方差具有齐性,equal_var=ture
t_test
=
ttest_ind
(
x
,
y
,
equal_var
=
True
)
t_p_value
=
t_test
[
1
]
print
(
t_p_value
)
#
print(t_p_value)
if
t_p_value
>
0.05
:
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:"
%
t_p_value
)
else
:
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:"
%
t_p_value
)
else
:
#认为数据方差不具有齐性,equal_var=false
t_test
=
ttest_ind
(
x
,
y
,
equal_var
=
False
)
t_p_value
=
t_test
[
1
]
print
(
t_p_value
)
#
print(t_p_value)
if
t_p_value
>
0.05
:
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:"
%
t_p_value
)
else
:
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:"
%
t_p_value
)
#
# ###假设检验,判断是否具有显著性
#
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment