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, use x_test.

• kwargs – Keyword arguments for underlying model’s confidence method or for default_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 as x.

• y_hat - Filtered dependent variables used when calculating default confidence interval, usually same as y.

Return type

numpy.ndarray

References

DeSalvo70

DeSalvo, J. S. (1970), Standard Error of Forecast in Multiple Regression: Proof of a Useful Result., RAND Corporation.