402 lines
10 KiB
Python
402 lines
10 KiB
Python
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"""
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.. _statsrefmanual:
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==========================================
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Statistical functions (:mod:`scipy.stats`)
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==========================================
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.. currentmodule:: scipy.stats
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This module contains a large number of probability distributions as
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well as a growing library of statistical functions.
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Each univariate distribution is an instance of a subclass of `rv_continuous`
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(`rv_discrete` for discrete distributions):
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.. autosummary::
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:toctree: generated/
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rv_continuous
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rv_discrete
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rv_histogram
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Continuous distributions
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========================
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.. autosummary::
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:toctree: generated/
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alpha -- Alpha
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anglit -- Anglit
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arcsine -- Arcsine
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argus -- Argus
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beta -- Beta
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betaprime -- Beta Prime
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bradford -- Bradford
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burr -- Burr (Type III)
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burr12 -- Burr (Type XII)
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cauchy -- Cauchy
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chi -- Chi
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chi2 -- Chi-squared
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cosine -- Cosine
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crystalball -- Crystalball
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dgamma -- Double Gamma
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dweibull -- Double Weibull
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erlang -- Erlang
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expon -- Exponential
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exponnorm -- Exponentially Modified Normal
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exponweib -- Exponentiated Weibull
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exponpow -- Exponential Power
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f -- F (Snecdor F)
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fatiguelife -- Fatigue Life (Birnbaum-Saunders)
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fisk -- Fisk
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foldcauchy -- Folded Cauchy
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foldnorm -- Folded Normal
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frechet_r -- Deprecated. Alias for weibull_min
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frechet_l -- Deprecated. Alias for weibull_max
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genlogistic -- Generalized Logistic
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gennorm -- Generalized normal
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genpareto -- Generalized Pareto
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genexpon -- Generalized Exponential
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genextreme -- Generalized Extreme Value
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gausshyper -- Gauss Hypergeometric
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gamma -- Gamma
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gengamma -- Generalized gamma
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genhalflogistic -- Generalized Half Logistic
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geninvgauss -- Generalized Inverse Gaussian
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gilbrat -- Gilbrat
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gompertz -- Gompertz (Truncated Gumbel)
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gumbel_r -- Right Sided Gumbel, Log-Weibull, Fisher-Tippett, Extreme Value Type I
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gumbel_l -- Left Sided Gumbel, etc.
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halfcauchy -- Half Cauchy
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halflogistic -- Half Logistic
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halfnorm -- Half Normal
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halfgennorm -- Generalized Half Normal
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hypsecant -- Hyperbolic Secant
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invgamma -- Inverse Gamma
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invgauss -- Inverse Gaussian
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invweibull -- Inverse Weibull
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johnsonsb -- Johnson SB
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johnsonsu -- Johnson SU
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kappa4 -- Kappa 4 parameter
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kappa3 -- Kappa 3 parameter
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ksone -- Distribution of Kolmogorov-Smirnov one-sided test statistic
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kstwo -- Distribution of Kolmogorov-Smirnov two-sided test statistic
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kstwobign -- Limiting Distribution of scaled Kolmogorov-Smirnov two-sided test statistic.
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laplace -- Laplace
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levy -- Levy
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levy_l
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levy_stable
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logistic -- Logistic
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loggamma -- Log-Gamma
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loglaplace -- Log-Laplace (Log Double Exponential)
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lognorm -- Log-Normal
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loguniform -- Log-Uniform
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lomax -- Lomax (Pareto of the second kind)
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maxwell -- Maxwell
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mielke -- Mielke's Beta-Kappa
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moyal -- Moyal
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nakagami -- Nakagami
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ncx2 -- Non-central chi-squared
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ncf -- Non-central F
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nct -- Non-central Student's T
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norm -- Normal (Gaussian)
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norminvgauss -- Normal Inverse Gaussian
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pareto -- Pareto
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pearson3 -- Pearson type III
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powerlaw -- Power-function
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powerlognorm -- Power log normal
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powernorm -- Power normal
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rdist -- R-distribution
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rayleigh -- Rayleigh
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rice -- Rice
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recipinvgauss -- Reciprocal Inverse Gaussian
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semicircular -- Semicircular
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skewnorm -- Skew normal
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t -- Student's T
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trapz -- Trapezoidal
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triang -- Triangular
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truncexpon -- Truncated Exponential
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truncnorm -- Truncated Normal
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tukeylambda -- Tukey-Lambda
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uniform -- Uniform
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vonmises -- Von-Mises (Circular)
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vonmises_line -- Von-Mises (Line)
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wald -- Wald
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weibull_min -- Minimum Weibull (see Frechet)
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weibull_max -- Maximum Weibull (see Frechet)
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wrapcauchy -- Wrapped Cauchy
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Multivariate distributions
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==========================
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.. autosummary::
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:toctree: generated/
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multivariate_normal -- Multivariate normal distribution
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matrix_normal -- Matrix normal distribution
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dirichlet -- Dirichlet
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wishart -- Wishart
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invwishart -- Inverse Wishart
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multinomial -- Multinomial distribution
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special_ortho_group -- SO(N) group
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ortho_group -- O(N) group
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unitary_group -- U(N) group
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random_correlation -- random correlation matrices
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Discrete distributions
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======================
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.. autosummary::
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:toctree: generated/
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bernoulli -- Bernoulli
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betabinom -- Beta-Binomial
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binom -- Binomial
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boltzmann -- Boltzmann (Truncated Discrete Exponential)
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dlaplace -- Discrete Laplacian
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geom -- Geometric
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hypergeom -- Hypergeometric
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logser -- Logarithmic (Log-Series, Series)
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nbinom -- Negative Binomial
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planck -- Planck (Discrete Exponential)
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poisson -- Poisson
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randint -- Discrete Uniform
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skellam -- Skellam
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zipf -- Zipf
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yulesimon -- Yule-Simon
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An overview of statistical functions is given below.
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Several of these functions have a similar version in
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`scipy.stats.mstats` which work for masked arrays.
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Summary statistics
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==================
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.. autosummary::
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:toctree: generated/
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describe -- Descriptive statistics
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gmean -- Geometric mean
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hmean -- Harmonic mean
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kurtosis -- Fisher or Pearson kurtosis
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mode -- Modal value
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moment -- Central moment
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skew -- Skewness
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kstat --
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kstatvar --
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tmean -- Truncated arithmetic mean
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tvar -- Truncated variance
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tmin --
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tmax --
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tstd --
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tsem --
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variation -- Coefficient of variation
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find_repeats
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trim_mean
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gstd -- Geometric Standard Deviation
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iqr
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sem
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bayes_mvs
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mvsdist
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entropy
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median_absolute_deviation
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median_abs_deviation
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Frequency statistics
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====================
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.. autosummary::
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:toctree: generated/
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cumfreq
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itemfreq
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percentileofscore
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scoreatpercentile
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relfreq
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.. autosummary::
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:toctree: generated/
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binned_statistic -- Compute a binned statistic for a set of data.
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binned_statistic_2d -- Compute a 2-D binned statistic for a set of data.
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binned_statistic_dd -- Compute a d-D binned statistic for a set of data.
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Correlation functions
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=====================
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.. autosummary::
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:toctree: generated/
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f_oneway
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pearsonr
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spearmanr
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pointbiserialr
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kendalltau
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weightedtau
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linregress
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siegelslopes
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theilslopes
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multiscale_graphcorr
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Statistical tests
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=================
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.. autosummary::
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:toctree: generated/
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ttest_1samp
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ttest_ind
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ttest_ind_from_stats
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ttest_rel
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chisquare
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power_divergence
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kstest
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ks_1samp
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ks_2samp
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epps_singleton_2samp
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mannwhitneyu
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tiecorrect
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rankdata
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ranksums
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wilcoxon
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kruskal
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friedmanchisquare
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brunnermunzel
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combine_pvalues
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jarque_bera
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.. autosummary::
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:toctree: generated/
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ansari
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bartlett
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levene
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shapiro
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anderson
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anderson_ksamp
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binom_test
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fligner
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median_test
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mood
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skewtest
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kurtosistest
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normaltest
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Transformations
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===============
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.. autosummary::
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:toctree: generated/
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boxcox
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boxcox_normmax
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boxcox_llf
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yeojohnson
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yeojohnson_normmax
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yeojohnson_llf
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obrientransform
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sigmaclip
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trimboth
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trim1
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zmap
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zscore
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Statistical distances
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=====================
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.. autosummary::
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:toctree: generated/
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wasserstein_distance
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energy_distance
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Random variate generation
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=========================
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.. autosummary::
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:toctree: generated/
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rvs_ratio_uniforms
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Circular statistical functions
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==============================
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.. autosummary::
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:toctree: generated/
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circmean
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circvar
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circstd
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Contingency table functions
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===========================
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.. autosummary::
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:toctree: generated/
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chi2_contingency
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contingency.expected_freq
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contingency.margins
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fisher_exact
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Plot-tests
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==========
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.. autosummary::
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:toctree: generated/
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ppcc_max
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ppcc_plot
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probplot
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boxcox_normplot
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yeojohnson_normplot
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Masked statistics functions
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===========================
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.. toctree::
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stats.mstats
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Univariate and multivariate kernel density estimation
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=====================================================
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.. autosummary::
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:toctree: generated/
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gaussian_kde
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Warnings used in :mod:`scipy.stats`
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===================================
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.. autosummary::
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:toctree: generated/
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F_onewayConstantInputWarning
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F_onewayBadInputSizesWarning
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PearsonRConstantInputWarning
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PearsonRNearConstantInputWarning
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SpearmanRConstantInputWarning
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For many more stat related functions install the software R and the
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interface package rpy.
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"""
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from .stats import *
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from .distributions import *
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from .morestats import *
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from ._binned_statistic import *
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from .kde import gaussian_kde
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from . import mstats
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from .contingency import chi2_contingency
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from ._multivariate import *
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__all__ = [s for s in dir() if not s.startswith("_")] # Remove dunders.
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from scipy._lib._testutils import PytestTester
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test = PytestTester(__name__)
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del PytestTester
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