Permutation test

bootstrap tests/permutation.py

@@ -0,0 +1,33 @@
+import numpy as np
+import matplotlib.pyplot as plt
+
+def permutation_test(first_array, second_array, resampling=30000, print_result=True, seed=0):
+
+    np.random.seed = seed
+
+    H0_diff = abs(first_array.mean() - second_array.mean())
+
+    total_array = np.hstack([first_array, second_array])
+
+    mean_diffs = []
+
+    for _ in range(resampling):
+
+        np.random.shuffle(total_array)
+
+        random_first_array = total_array[:first_array.shape[0]]
+        random_second_array = total_array[first_array.shape[0]:]
+
+        mean_diff = abs(random_first_array.mean() - random_second_array.mean())
+        mean_diffs.append(mean_diff)
+
+    nb_extreme_values = 0
+
+    for min_diff in mean_diffs:
+        if min_diff > abs(H0_diff):
+            nb_extreme_values += 1
+
+    p_value = nb_extreme_values / len(mean_diffs)
+
+    if print_result : print(f"P-value is {p_value:.2f}")
+    return p_value