def lin_reg_variance_delta()

in spotify_confidence/analysis/frequentist/confidence_computers/z_test_linreg_computer.py [0:0]

• 12 lines of code
• 1 McCabe index (conditional complexity)

def lin_reg_variance_delta(row, **kwargs):
    y = row[kwargs[NUMERATOR]]
    n = row[kwargs[DENOMINATOR]]

    XX = unlist(row[kwargs[FEATURE_SUMSQ]])
    X = unlist(row[kwargs[FEATURE]])
    Xy = unlist(row[kwargs[FEATURE_CROSS]])

    sample_var = XX / n - dfmatmul(X / n, X / n)
    sample_cov = Xy / n - dfmatmul(X / n, y / n)
    b = np.atleast_2d(row[REGRESSION_PARAM])
    variance2 = np.matmul(np.transpose(b), np.matmul(sample_var, b)).item()
    variance3 = -2 * np.matmul(np.transpose(b), sample_cov).item()

    return variance2 + variance3