API Reference

Factor models (mosaicperm.factor)

MosaicFactorTest(outcomes, exposures, test_stat)	Mosaic test for factor models with known exposures.
MosaicBCV(new_exposures, *args, **kwargs)	Mosaic factor test based on mosaicperm.statistics.adaptive_mosaic_bcv_stat()
ols_residuals(outcomes, exposures)	Computes residuals via cross-sectional OLS.

Test statistics (mosaicperm.statistics)

mean_maxcorr_stat(residuals, **kwargs)	Mean maximum (absolute) correlation statistic.
quantile_maxcorr_stat(residuals[, qs])	Quantiles of maximum (absolute) correlation statistic.
mosaic_bcv_stat(residuals, new_exposure, tiles)	Out-of-sample R^2 measuring improvement for an augmented model containing an additional exposure.
adaptive_mosaic_bcv_stat(residuals, ...[, mus])	Computes a mosaic BCV statistic for several augmented models.
approximate_sparse_pcas(Sigma[, quantiles])	Performs approximate sparse pca.
active_subset(residuals[, subset, min_std])	Returns subjects whose residual stdev is above min_std.

Tilings (mosaicperm.tilings)

Tiling(tiles[, check_valid])	A class to store tilings used in mosaic tests.
default_factor_tiles(exposures[, n_obs, ...])	Computes default tiling for factor models.
random_tiles(n_obs, n_subjects, nbatches, ...)	Partitions outcomes into nbatches x ngroups random tiles.
check_valid_tiling(tiles)	Checks validity of a tiling.

Other core functions (mosaicperm.core)

compute_adaptive_pval(statistic, null_statistics)	Computes an adaptive p-value based on one or more test statistics.
MosaicPermutationTest()	Generic class meant for subclassing.