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 and implementation in R.
I also wrote a Julia version, see https://github.com/dostodabsi/V.jl.
install with
`
[sudo] pip install vstat
`
import with
`
import vstat
`
and calculate v with
`
vstat.vstat(120, 4, .05)
`
or calculate necessary (total n, n per predictor) for a specific v with
`
vstat.sample_size(3, .05, v=.8)
`