Reputation: 107
I have the following code in R:
n <- 112 # Observations
p <- 4 # Variables
alpha <- 0.05 # Alpha is alpha
quant = qt(1-alpha/2, n-p-1) # which is 1.982383
From my research, the qt
function from R is related with to the t-distribution: R - qt function syntax
My question is:
How can I get the equivalent in Python?
Upvotes: 1
Views: 2454
Reputation: 18221
This is scipy.stats.t.ppf
:
In [26]: import scipy.stats
In [27]: n = 112
In [28]: p = 4
In [29]: alpha = 0.05
In [40]: scipy.stats.t.ppf(1 - alpha / 2, n - p - 1)
Out[40]: 1.9823833701230174
Alternatively, if you'd rather get rid of manually specifying that the tail is what you're interested in, there's scipy.stats.t.isf
:
In [40]: scipy.stats.t.isf(alpha / 2, n - p - 1)
Out[40]: 1.9823833701230174
Upvotes: 6