cellrank.ul.models.GAMR.default_confidence_interval¶
-
GAMR.
default_confidence_interval
(x_test=None, **kwargs)¶ Calculate the confidence interval, if the underlying
model
has no method for it.This formula is taken from [DeSalvo70], eq. 5.
- Parameters
x_test¶ (
Optional
[ndarray
]) – Array of shape (n_samples,) used for confidence interval calculation. If None, usex_test
.kwargs¶ – Keyword arguments for underlying
model
’s confidence method or fordefault_confidence_interval()
.
- Returns
Updates the following fields:
conf_int
- Array of shape (n_samples, 2) containing the lower and upper bounds of the confidence interval.x_hat
- Filtered independent variables used when calculating default confidence interval, usually same asx
.y_hat
- Filtered dependent variables used when calculating default confidence interval, usually same asy
.
- Return type
References
- DeSalvo70
DeSalvo, J. S. (1970), Standard Error of Forecast in Multiple Regression: Proof of a Useful Result., RAND Corporation.