Tests / noise_tolerance_spearman_split

Noise Tolerance Spearman Split

AMBIGUOUSCES PotentialHIGH confidence

Description

Figures

Noise Tolerance: Spearman Split by Rho GroupNoise Tolerance: Spearman Split by Rho Group

Statistics

p low0.2127
p high0.2859
p value1
nfci q25-0.6040
nfci q750.1003
statistic-0.0501
n low months162
n high months162
spearman low nfci0.3705
spearman high nfci0.3204
diff high minus low-0.0501

Script

thesis-tests/tests/potential/test_arrow_prediction.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_arrow_prediction

Data Sources

  • Chicago Fed NFCI