Just specific to Nemenyi and Dunns tests, I didn't check the other parts of
this discussion.

They were discussed here
https://github.com/statsmodels/statsmodels/issues/852  (starting after a
few comments)
with code available in gists but not yet in a PR for statsmodels

Josef

On Sat, Oct 31, 2015 at 2:42 PM, Dayvid Victor <victor.d...@gmail.com>
wrote:

> Thank you all,
>
> The Orange will work just fine:
> http://docs.orange.biolab.si/3/modules/evaluation.cd.html
>
> Andreas, I'm not sure if this is the kind of thing that needed
> to be in sklearn, maybe scipy (stats) and matplotlib (graph).
>
> Thanks,
>
> On Thu, Oct 29, 2015 at 1:55 PM, Arnaud Joly <a.j...@ulg.ac.be> wrote:
>
>> scipy allows to perform the friedman test.
>> Orange has the tool to drawn the critical distance diagram.
>>
>> And you can easily compute the critical distance using stats model:
>>
>> from statsmodels.stats.libqsturng import qsturng
>> q_alpha = qsturng(1 - alpha, n_methods, np.inf) / np.sqrt(2)
>> cd = q_alpha * np.sqrt(n_methods * (n_methods + 1) / (6 * n_datasets))
>>
>>
>> Best regards,
>> Arnaud
>>
>>
>> On 29 Oct 2015, at 17:48, Andreas Mueller <t3k...@gmail.com> wrote:
>>
>> Sorry, don't know of a package. But it might be interesting for sklearn?
>>
>> So that's a Nemenyi test?
>> https://en.wikipedia.org/wiki/Nemenyi_test
>>
>> I never heard of that but it sounds interesting.
>>
>> It seems a bit hard to interpret, though.
>> Also: does the diagram punt if the initial multiple comparison null
>> hypothesis can not be rejected?
>>
>> Only looking at ranks also seems to discard a lot of information....
>>
>> Here is the reference (I think):
>> http://www.jmlr.org/papers/v7/demsar06a.html
>>
>> Seems pretty well-cited.
>>
>>
>>
>> On 10/29/2015 09:28 AM, Dayvid Victor wrote:
>>
>> Hi,
>>
>> Do you guys know any tool to generate CDdiagram - in order to evaluate
>> the difference of performance of sklearn classifiers?
>>
>> <Mail Attachment.png>
>> http://theoval.cmp.uea.ac.uk/matlab/critdiff/cd1.png​
>>
>> There is a R package called performanceEstimation which has
>> a CDdiagram implementation, but it uses an specific R object
>> [it is not as simple as it should be to connect using rpy2].
>>
>>
>> Thanks,
>> --
>> *Dayvid Victor R. de Oliveira*
>> PhD Candidate in Computer Science at Federal University of Pernambuco
>> (UFPE)
>> MSc in Computer Science at Federal University of Pernambuco (UFPE)
>> BSc in Computer Engineering - Federal University of Pernambuco (UFPE)
>>
>>
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>
>
> --
> *Dayvid Victor R. de Oliveira*
> PhD Candidate in Computer Science at Federal University of Pernambuco
> (UFPE)
> MSc in Computer Science at Federal University of Pernambuco (UFPE)
> BSc in Computer Engineering - Federal University of Pernambuco (UFPE)
>
>
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