cellrank.ul.models.SKLearnModel.default_confidence_interval

SKLearnModel.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
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.