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v-statistic

Implements the v-statistic, a measure that compares the estimation accuracy of the ordinary least squares estimator against a random benchmark.

See the paper here: http://www.ncbi.nlm.nih.gov/m/pubmed/23661222/ which features an implementation in R.

I also wrote a python version, see here.

install and run

install with

Pkg.add("VStatistic")

run with

import VStatistic: vstat, sample_size

vstat(120, 4, .05) # get v-statistic
sample_size(3, .05, v=.9) # get needed (total n, n per predictor)

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