1960 lines
79 KiB
Python
1960 lines
79 KiB
Python
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# Author: Travis Oliphant, 2002
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#
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# Further enhancements and tests added by numerous SciPy developers.
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#
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import warnings
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import numpy as np
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from numpy.random import RandomState
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from numpy.testing import (assert_array_equal,
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assert_almost_equal, assert_array_less, assert_array_almost_equal,
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assert_, assert_allclose, assert_equal, suppress_warnings)
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import pytest
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from pytest import raises as assert_raises
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from scipy import stats
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from .common_tests import check_named_results
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from .._hypotests import _get_wilcoxon_distr
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# Matplotlib is not a scipy dependency but is optionally used in probplot, so
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# check if it's available
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try:
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import matplotlib # type: ignore[import]
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matplotlib.rcParams['backend'] = 'Agg'
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import matplotlib.pyplot as plt # type: ignore[import]
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have_matplotlib = True
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except Exception:
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have_matplotlib = False
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# test data gear.dat from NIST for Levene and Bartlett test
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# https://www.itl.nist.gov/div898/handbook/eda/section3/eda3581.htm
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g1 = [1.006, 0.996, 0.998, 1.000, 0.992, 0.993, 1.002, 0.999, 0.994, 1.000]
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g2 = [0.998, 1.006, 1.000, 1.002, 0.997, 0.998, 0.996, 1.000, 1.006, 0.988]
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g3 = [0.991, 0.987, 0.997, 0.999, 0.995, 0.994, 1.000, 0.999, 0.996, 0.996]
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g4 = [1.005, 1.002, 0.994, 1.000, 0.995, 0.994, 0.998, 0.996, 1.002, 0.996]
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g5 = [0.998, 0.998, 0.982, 0.990, 1.002, 0.984, 0.996, 0.993, 0.980, 0.996]
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g6 = [1.009, 1.013, 1.009, 0.997, 0.988, 1.002, 0.995, 0.998, 0.981, 0.996]
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g7 = [0.990, 1.004, 0.996, 1.001, 0.998, 1.000, 1.018, 1.010, 0.996, 1.002]
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g8 = [0.998, 1.000, 1.006, 1.000, 1.002, 0.996, 0.998, 0.996, 1.002, 1.006]
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g9 = [1.002, 0.998, 0.996, 0.995, 0.996, 1.004, 1.004, 0.998, 0.999, 0.991]
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g10 = [0.991, 0.995, 0.984, 0.994, 0.997, 0.997, 0.991, 0.998, 1.004, 0.997]
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class TestBayes_mvs(object):
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def test_basic(self):
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# Expected values in this test simply taken from the function. For
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# some checks regarding correctness of implementation, see review in
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# gh-674
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data = [6, 9, 12, 7, 8, 8, 13]
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mean, var, std = stats.bayes_mvs(data)
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assert_almost_equal(mean.statistic, 9.0)
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assert_allclose(mean.minmax, (7.1036502226125329, 10.896349777387467),
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rtol=1e-14)
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assert_almost_equal(var.statistic, 10.0)
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assert_allclose(var.minmax, (3.1767242068607087, 24.45910381334018),
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rtol=1e-09)
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assert_almost_equal(std.statistic, 2.9724954732045084, decimal=14)
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assert_allclose(std.minmax, (1.7823367265645145, 4.9456146050146312),
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rtol=1e-14)
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def test_empty_input(self):
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assert_raises(ValueError, stats.bayes_mvs, [])
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def test_result_attributes(self):
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x = np.arange(15)
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attributes = ('statistic', 'minmax')
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res = stats.bayes_mvs(x)
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for i in res:
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check_named_results(i, attributes)
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class TestMvsdist(object):
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def test_basic(self):
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data = [6, 9, 12, 7, 8, 8, 13]
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mean, var, std = stats.mvsdist(data)
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assert_almost_equal(mean.mean(), 9.0)
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assert_allclose(mean.interval(0.9), (7.1036502226125329,
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10.896349777387467), rtol=1e-14)
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assert_almost_equal(var.mean(), 10.0)
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assert_allclose(var.interval(0.9), (3.1767242068607087,
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24.45910381334018), rtol=1e-09)
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assert_almost_equal(std.mean(), 2.9724954732045084, decimal=14)
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assert_allclose(std.interval(0.9), (1.7823367265645145,
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4.9456146050146312), rtol=1e-14)
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def test_empty_input(self):
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assert_raises(ValueError, stats.mvsdist, [])
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def test_bad_arg(self):
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# Raise ValueError if fewer than two data points are given.
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data = [1]
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assert_raises(ValueError, stats.mvsdist, data)
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def test_warns(self):
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# regression test for gh-5270
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# make sure there are no spurious divide-by-zero warnings
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with warnings.catch_warnings():
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warnings.simplefilter('error', RuntimeWarning)
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[x.mean() for x in stats.mvsdist([1, 2, 3])]
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[x.mean() for x in stats.mvsdist([1, 2, 3, 4, 5])]
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class TestShapiro(object):
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def test_basic(self):
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x1 = [0.11, 7.87, 4.61, 10.14, 7.95, 3.14, 0.46,
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4.43, 0.21, 4.75, 0.71, 1.52, 3.24,
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0.93, 0.42, 4.97, 9.53, 4.55, 0.47, 6.66]
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w, pw = stats.shapiro(x1)
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shapiro_test = stats.shapiro(x1)
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assert_almost_equal(w, 0.90047299861907959, decimal=6)
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assert_almost_equal(shapiro_test.statistic, 0.90047299861907959, decimal=6)
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assert_almost_equal(pw, 0.042089745402336121, decimal=6)
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assert_almost_equal(shapiro_test.pvalue, 0.042089745402336121, decimal=6)
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x2 = [1.36, 1.14, 2.92, 2.55, 1.46, 1.06, 5.27, -1.11,
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3.48, 1.10, 0.88, -0.51, 1.46, 0.52, 6.20, 1.69,
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0.08, 3.67, 2.81, 3.49]
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w, pw = stats.shapiro(x2)
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shapiro_test = stats.shapiro(x2)
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assert_almost_equal(w, 0.9590270, decimal=6)
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assert_almost_equal(shapiro_test.statistic, 0.9590270, decimal=6)
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assert_almost_equal(pw, 0.52460, decimal=3)
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assert_almost_equal(shapiro_test.pvalue, 0.52460, decimal=3)
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# Verified against R
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np.random.seed(12345678)
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x3 = stats.norm.rvs(loc=5, scale=3, size=100)
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w, pw = stats.shapiro(x3)
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shapiro_test = stats.shapiro(x3)
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assert_almost_equal(w, 0.9772805571556091, decimal=6)
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assert_almost_equal(shapiro_test.statistic, 0.9772805571556091, decimal=6)
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assert_almost_equal(pw, 0.08144091814756393, decimal=3)
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assert_almost_equal(shapiro_test.pvalue, 0.08144091814756393, decimal=3)
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# Extracted from original paper
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x4 = [0.139, 0.157, 0.175, 0.256, 0.344, 0.413, 0.503, 0.577, 0.614,
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0.655, 0.954, 1.392, 1.557, 1.648, 1.690, 1.994, 2.174, 2.206,
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3.245, 3.510, 3.571, 4.354, 4.980, 6.084, 8.351]
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W_expected = 0.83467
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p_expected = 0.000914
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w, pw = stats.shapiro(x4)
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shapiro_test = stats.shapiro(x4)
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assert_almost_equal(w, W_expected, decimal=4)
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assert_almost_equal(shapiro_test.statistic, W_expected, decimal=4)
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assert_almost_equal(pw, p_expected, decimal=5)
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assert_almost_equal(shapiro_test.pvalue, p_expected, decimal=5)
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def test_2d(self):
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x1 = [[0.11, 7.87, 4.61, 10.14, 7.95, 3.14, 0.46,
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4.43, 0.21, 4.75], [0.71, 1.52, 3.24,
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0.93, 0.42, 4.97, 9.53, 4.55, 0.47, 6.66]]
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w, pw = stats.shapiro(x1)
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shapiro_test = stats.shapiro(x1)
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assert_almost_equal(w, 0.90047299861907959, decimal=6)
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assert_almost_equal(shapiro_test.statistic, 0.90047299861907959, decimal=6)
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assert_almost_equal(pw, 0.042089745402336121, decimal=6)
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assert_almost_equal(shapiro_test.pvalue, 0.042089745402336121, decimal=6)
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x2 = [[1.36, 1.14, 2.92, 2.55, 1.46, 1.06, 5.27, -1.11,
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3.48, 1.10], [0.88, -0.51, 1.46, 0.52, 6.20, 1.69,
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0.08, 3.67, 2.81, 3.49]]
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w, pw = stats.shapiro(x2)
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shapiro_test = stats.shapiro(x2)
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assert_almost_equal(w, 0.9590270, decimal=6)
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assert_almost_equal(shapiro_test.statistic, 0.9590270, decimal=6)
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assert_almost_equal(pw, 0.52460, decimal=3)
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assert_almost_equal(shapiro_test.pvalue, 0.52460, decimal=3)
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def test_empty_input(self):
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assert_raises(ValueError, stats.shapiro, [])
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assert_raises(ValueError, stats.shapiro, [[], [], []])
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def test_not_enough_values(self):
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assert_raises(ValueError, stats.shapiro, [1, 2])
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assert_raises(ValueError, stats.shapiro, np.array([[], [2]], dtype=object))
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def test_bad_arg(self):
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# Length of x is less than 3.
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x = [1]
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assert_raises(ValueError, stats.shapiro, x)
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def test_nan_input(self):
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x = np.arange(10.)
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x[9] = np.nan
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w, pw = stats.shapiro(x)
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shapiro_test = stats.shapiro(x)
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assert_equal(w, np.nan)
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assert_equal(shapiro_test.statistic, np.nan)
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assert_almost_equal(pw, 1.0)
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assert_almost_equal(shapiro_test.pvalue, 1.0)
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class TestAnderson(object):
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def test_normal(self):
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rs = RandomState(1234567890)
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x1 = rs.standard_exponential(size=50)
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x2 = rs.standard_normal(size=50)
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A, crit, sig = stats.anderson(x1)
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assert_array_less(crit[:-1], A)
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A, crit, sig = stats.anderson(x2)
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assert_array_less(A, crit[-2:])
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v = np.ones(10)
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v[0] = 0
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A, crit, sig = stats.anderson(v)
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# The expected statistic 3.208057 was computed independently of scipy.
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# For example, in R:
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# > library(nortest)
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# > v <- rep(1, 10)
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# > v[1] <- 0
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# > result <- ad.test(v)
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# > result$statistic
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# A
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# 3.208057
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assert_allclose(A, 3.208057)
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def test_expon(self):
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rs = RandomState(1234567890)
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x1 = rs.standard_exponential(size=50)
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x2 = rs.standard_normal(size=50)
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A, crit, sig = stats.anderson(x1, 'expon')
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assert_array_less(A, crit[-2:])
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with np.errstate(all='ignore'):
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A, crit, sig = stats.anderson(x2, 'expon')
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assert_(A > crit[-1])
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def test_gumbel(self):
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# Regression test for gh-6306. Before that issue was fixed,
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# this case would return a2=inf.
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v = np.ones(100)
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v[0] = 0.0
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a2, crit, sig = stats.anderson(v, 'gumbel')
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# A brief reimplementation of the calculation of the statistic.
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n = len(v)
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xbar, s = stats.gumbel_l.fit(v)
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logcdf = stats.gumbel_l.logcdf(v, xbar, s)
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logsf = stats.gumbel_l.logsf(v, xbar, s)
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i = np.arange(1, n+1)
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expected_a2 = -n - np.mean((2*i - 1) * (logcdf + logsf[::-1]))
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assert_allclose(a2, expected_a2)
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def test_bad_arg(self):
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assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp')
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def test_result_attributes(self):
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rs = RandomState(1234567890)
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x = rs.standard_exponential(size=50)
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res = stats.anderson(x)
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attributes = ('statistic', 'critical_values', 'significance_level')
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check_named_results(res, attributes)
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def test_gumbel_l(self):
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# gh-2592, gh-6337
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# Adds support to 'gumbel_r' and 'gumbel_l' as valid inputs for dist.
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rs = RandomState(1234567890)
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x = rs.gumbel(size=100)
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A1, crit1, sig1 = stats.anderson(x, 'gumbel')
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A2, crit2, sig2 = stats.anderson(x, 'gumbel_l')
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assert_allclose(A2, A1)
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def test_gumbel_r(self):
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# gh-2592, gh-6337
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# Adds support to 'gumbel_r' and 'gumbel_l' as valid inputs for dist.
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rs = RandomState(1234567890)
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x1 = rs.gumbel(size=100)
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x2 = np.ones(100)
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A1, crit1, sig1 = stats.anderson(x1, 'gumbel_r')
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A2, crit2, sig2 = stats.anderson(x2, 'gumbel_r')
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assert_array_less(A1, crit1[-2:])
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assert_(A2 > crit2[-1])
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class TestAndersonKSamp(object):
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def test_example1a(self):
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# Example data from Scholz & Stephens (1987), originally
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# published in Lehmann (1995, Nonparametrics, Statistical
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# Methods Based on Ranks, p. 309)
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# Pass a mixture of lists and arrays
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t1 = [38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0]
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t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8])
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t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0])
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t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8])
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Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=False)
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assert_almost_equal(Tk, 4.449, 3)
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assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459],
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tm[0:5], 4)
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assert_allclose(p, 0.0021, atol=0.00025)
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def test_example1b(self):
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# Example data from Scholz & Stephens (1987), originally
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# published in Lehmann (1995, Nonparametrics, Statistical
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# Methods Based on Ranks, p. 309)
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# Pass arrays
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t1 = np.array([38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0])
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t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8])
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t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0])
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t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8])
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Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=True)
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assert_almost_equal(Tk, 4.480, 3)
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assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459],
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tm[0:5], 4)
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assert_allclose(p, 0.0020, atol=0.00025)
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def test_example2a(self):
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# Example data taken from an earlier technical report of
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# Scholz and Stephens
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# Pass lists instead of arrays
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t1 = [194, 15, 41, 29, 33, 181]
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t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118]
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t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34]
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t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29,
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118, 25, 156, 310, 76, 26, 44, 23, 62]
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t5 = [130, 208, 70, 101, 208]
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t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27]
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t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33]
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t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5,
|
||
|
12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95]
|
||
|
t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82,
|
||
|
54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24]
|
||
|
t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36,
|
||
|
22, 139, 210, 97, 30, 23, 13, 14]
|
||
|
t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438]
|
||
|
t12 = [50, 254, 5, 283, 35, 12]
|
||
|
t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130]
|
||
|
t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66,
|
||
|
61, 34]
|
||
|
|
||
|
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8,
|
||
|
t9, t10, t11, t12, t13, t14),
|
||
|
midrank=False)
|
||
|
assert_almost_equal(Tk, 3.288, 3)
|
||
|
assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009],
|
||
|
tm[0:5], 4)
|
||
|
assert_allclose(p, 0.0041, atol=0.00025)
|
||
|
|
||
|
def test_example2b(self):
|
||
|
# Example data taken from an earlier technical report of
|
||
|
# Scholz and Stephens
|
||
|
t1 = [194, 15, 41, 29, 33, 181]
|
||
|
t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118]
|
||
|
t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34]
|
||
|
t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29,
|
||
|
118, 25, 156, 310, 76, 26, 44, 23, 62]
|
||
|
t5 = [130, 208, 70, 101, 208]
|
||
|
t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27]
|
||
|
t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33]
|
||
|
t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5,
|
||
|
12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95]
|
||
|
t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82,
|
||
|
54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24]
|
||
|
t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36,
|
||
|
22, 139, 210, 97, 30, 23, 13, 14]
|
||
|
t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438]
|
||
|
t12 = [50, 254, 5, 283, 35, 12]
|
||
|
t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130]
|
||
|
t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66,
|
||
|
61, 34]
|
||
|
|
||
|
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8,
|
||
|
t9, t10, t11, t12, t13, t14),
|
||
|
midrank=True)
|
||
|
|
||
|
assert_almost_equal(Tk, 3.294, 3)
|
||
|
assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009],
|
||
|
tm[0:5], 4)
|
||
|
assert_allclose(p, 0.0041, atol=0.00025)
|
||
|
|
||
|
def test_R_kSamples(self):
|
||
|
# test values generates with R package kSamples
|
||
|
# package version 1.2-6 (2017-06-14)
|
||
|
# r1 = 1:100
|
||
|
# continuous case (no ties) --> version 1
|
||
|
# res <- kSamples::ad.test(r1, r1 + 40.5)
|
||
|
# res$ad[1, "T.AD"] # 41.105
|
||
|
# res$ad[1, " asympt. P-value"] # 5.8399e-18
|
||
|
#
|
||
|
# discrete case (ties allowed) --> version 2 (here: midrank=True)
|
||
|
# res$ad[2, "T.AD"] # 41.235
|
||
|
#
|
||
|
# res <- kSamples::ad.test(r1, r1 + .5)
|
||
|
# res$ad[1, "T.AD"] # -1.2824
|
||
|
# res$ad[1, " asympt. P-value"] # 1
|
||
|
# res$ad[2, "T.AD"] # -1.2944
|
||
|
#
|
||
|
# res <- kSamples::ad.test(r1, r1 + 7.5)
|
||
|
# res$ad[1, "T.AD"] # 1.4923
|
||
|
# res$ad[1, " asympt. P-value"] # 0.077501
|
||
|
#
|
||
|
# res <- kSamples::ad.test(r1, r1 + 6)
|
||
|
# res$ad[2, "T.AD"] # 0.63892
|
||
|
# res$ad[2, " asympt. P-value"] # 0.17981
|
||
|
#
|
||
|
# res <- kSamples::ad.test(r1, r1 + 11.5)
|
||
|
# res$ad[1, "T.AD"] # 4.5042
|
||
|
# res$ad[1, " asympt. P-value"] # 0.00545
|
||
|
#
|
||
|
# res <- kSamples::ad.test(r1, r1 + 13.5)
|
||
|
# res$ad[1, "T.AD"] # 6.2982
|
||
|
# res$ad[1, " asympt. P-value"] # 0.00118
|
||
|
|
||
|
x1 = np.linspace(1, 100, 100)
|
||
|
# test case: different distributions;p-value floored at 0.001
|
||
|
# test case for issue #5493 / #8536
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message='p-value floored')
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 40.5], midrank=False)
|
||
|
assert_almost_equal(s, 41.105, 3)
|
||
|
assert_equal(p, 0.001)
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message='p-value floored')
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 40.5])
|
||
|
assert_almost_equal(s, 41.235, 3)
|
||
|
assert_equal(p, 0.001)
|
||
|
|
||
|
# test case: similar distributions --> p-value capped at 0.25
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message='p-value capped')
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + .5], midrank=False)
|
||
|
assert_almost_equal(s, -1.2824, 4)
|
||
|
assert_equal(p, 0.25)
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message='p-value capped')
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + .5])
|
||
|
assert_almost_equal(s, -1.2944, 4)
|
||
|
assert_equal(p, 0.25)
|
||
|
|
||
|
# test case: check interpolated p-value in [0.01, 0.25] (no ties)
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 7.5], midrank=False)
|
||
|
assert_almost_equal(s, 1.4923, 4)
|
||
|
assert_allclose(p, 0.0775, atol=0.005, rtol=0)
|
||
|
|
||
|
# test case: check interpolated p-value in [0.01, 0.25] (w/ ties)
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 6])
|
||
|
assert_almost_equal(s, 0.6389, 4)
|
||
|
assert_allclose(p, 0.1798, atol=0.005, rtol=0)
|
||
|
|
||
|
# test extended critical values for p=0.001 and p=0.005
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 11.5], midrank=False)
|
||
|
assert_almost_equal(s, 4.5042, 4)
|
||
|
assert_allclose(p, 0.00545, atol=0.0005, rtol=0)
|
||
|
|
||
|
s, _, p = stats.anderson_ksamp([x1, x1 + 13.5], midrank=False)
|
||
|
assert_almost_equal(s, 6.2982, 4)
|
||
|
assert_allclose(p, 0.00118, atol=0.0001, rtol=0)
|
||
|
|
||
|
def test_not_enough_samples(self):
|
||
|
assert_raises(ValueError, stats.anderson_ksamp, np.ones(5))
|
||
|
|
||
|
def test_no_distinct_observations(self):
|
||
|
assert_raises(ValueError, stats.anderson_ksamp,
|
||
|
(np.ones(5), np.ones(5)))
|
||
|
|
||
|
def test_empty_sample(self):
|
||
|
assert_raises(ValueError, stats.anderson_ksamp, (np.ones(5), []))
|
||
|
|
||
|
def test_result_attributes(self):
|
||
|
# Pass a mixture of lists and arrays
|
||
|
t1 = [38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0]
|
||
|
t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8])
|
||
|
res = stats.anderson_ksamp((t1, t2), midrank=False)
|
||
|
|
||
|
attributes = ('statistic', 'critical_values', 'significance_level')
|
||
|
check_named_results(res, attributes)
|
||
|
|
||
|
|
||
|
class TestAnsari(object):
|
||
|
|
||
|
def test_small(self):
|
||
|
x = [1, 2, 3, 3, 4]
|
||
|
y = [3, 2, 6, 1, 6, 1, 4, 1]
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, "Ties preclude use of exact statistic.")
|
||
|
W, pval = stats.ansari(x, y)
|
||
|
assert_almost_equal(W, 23.5, 11)
|
||
|
assert_almost_equal(pval, 0.13499256881897437, 11)
|
||
|
|
||
|
def test_approx(self):
|
||
|
ramsay = np.array((111, 107, 100, 99, 102, 106, 109, 108, 104, 99,
|
||
|
101, 96, 97, 102, 107, 113, 116, 113, 110, 98))
|
||
|
parekh = np.array((107, 108, 106, 98, 105, 103, 110, 105, 104,
|
||
|
100, 96, 108, 103, 104, 114, 114, 113, 108,
|
||
|
106, 99))
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, "Ties preclude use of exact statistic.")
|
||
|
W, pval = stats.ansari(ramsay, parekh)
|
||
|
|
||
|
assert_almost_equal(W, 185.5, 11)
|
||
|
assert_almost_equal(pval, 0.18145819972867083, 11)
|
||
|
|
||
|
def test_exact(self):
|
||
|
W, pval = stats.ansari([1, 2, 3, 4], [15, 5, 20, 8, 10, 12])
|
||
|
assert_almost_equal(W, 10.0, 11)
|
||
|
assert_almost_equal(pval, 0.533333333333333333, 7)
|
||
|
|
||
|
def test_bad_arg(self):
|
||
|
assert_raises(ValueError, stats.ansari, [], [1])
|
||
|
assert_raises(ValueError, stats.ansari, [1], [])
|
||
|
|
||
|
def test_result_attributes(self):
|
||
|
x = [1, 2, 3, 3, 4]
|
||
|
y = [3, 2, 6, 1, 6, 1, 4, 1]
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, "Ties preclude use of exact statistic.")
|
||
|
res = stats.ansari(x, y)
|
||
|
attributes = ('statistic', 'pvalue')
|
||
|
check_named_results(res, attributes)
|
||
|
|
||
|
|
||
|
class TestBartlett(object):
|
||
|
|
||
|
def test_data(self):
|
||
|
# https://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm
|
||
|
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
|
||
|
T, pval = stats.bartlett(*args)
|
||
|
assert_almost_equal(T, 20.78587342806484, 7)
|
||
|
assert_almost_equal(pval, 0.0136358632781, 7)
|
||
|
|
||
|
def test_bad_arg(self):
|
||
|
# Too few args raises ValueError.
|
||
|
assert_raises(ValueError, stats.bartlett, [1])
|
||
|
|
||
|
def test_result_attributes(self):
|
||
|
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
|
||
|
res = stats.bartlett(*args)
|
||
|
attributes = ('statistic', 'pvalue')
|
||
|
check_named_results(res, attributes)
|
||
|
|
||
|
def test_empty_arg(self):
|
||
|
args = (g1, g2, g3, g4, g5, g6, g7, g8, g9, g10, [])
|
||
|
assert_equal((np.nan, np.nan), stats.bartlett(*args))
|
||
|
|
||
|
# temporary fix for issue #9252: only accept 1d input
|
||
|
def test_1d_input(self):
|
||
|
x = np.array([[1, 2], [3, 4]])
|
||
|
assert_raises(ValueError, stats.bartlett, g1, x)
|
||
|
|
||
|
|
||
|
class TestLevene(object):
|
||
|
|
||
|
def test_data(self):
|
||
|
# https://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
|
||
|
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
|
||
|
W, pval = stats.levene(*args)
|
||
|
assert_almost_equal(W, 1.7059176930008939, 7)
|
||
|
assert_almost_equal(pval, 0.0990829755522, 7)
|
||
|
|
||
|
def test_trimmed1(self):
|
||
|
# Test that center='trimmed' gives the same result as center='mean'
|
||
|
# when proportiontocut=0.
|
||
|
W1, pval1 = stats.levene(g1, g2, g3, center='mean')
|
||
|
W2, pval2 = stats.levene(g1, g2, g3, center='trimmed',
|
||
|
proportiontocut=0.0)
|
||
|
assert_almost_equal(W1, W2)
|
||
|
assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
def test_trimmed2(self):
|
||
|
x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0]
|
||
|
y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0]
|
||
|
np.random.seed(1234)
|
||
|
x2 = np.random.permutation(x)
|
||
|
|
||
|
# Use center='trimmed'
|
||
|
W0, pval0 = stats.levene(x, y, center='trimmed',
|
||
|
proportiontocut=0.125)
|
||
|
W1, pval1 = stats.levene(x2, y, center='trimmed',
|
||
|
proportiontocut=0.125)
|
||
|
# Trim the data here, and use center='mean'
|
||
|
W2, pval2 = stats.levene(x[1:-1], y[1:-1], center='mean')
|
||
|
# Result should be the same.
|
||
|
assert_almost_equal(W0, W2)
|
||
|
assert_almost_equal(W1, W2)
|
||
|
assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
def test_equal_mean_median(self):
|
||
|
x = np.linspace(-1, 1, 21)
|
||
|
np.random.seed(1234)
|
||
|
x2 = np.random.permutation(x)
|
||
|
y = x**3
|
||
|
W1, pval1 = stats.levene(x, y, center='mean')
|
||
|
W2, pval2 = stats.levene(x2, y, center='median')
|
||
|
assert_almost_equal(W1, W2)
|
||
|
assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
def test_bad_keyword(self):
|
||
|
x = np.linspace(-1, 1, 21)
|
||
|
assert_raises(TypeError, stats.levene, x, x, portiontocut=0.1)
|
||
|
|
||
|
def test_bad_center_value(self):
|
||
|
x = np.linspace(-1, 1, 21)
|
||
|
assert_raises(ValueError, stats.levene, x, x, center='trim')
|
||
|
|
||
|
def test_too_few_args(self):
|
||
|
assert_raises(ValueError, stats.levene, [1])
|
||
|
|
||
|
def test_result_attributes(self):
|
||
|
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
|
||
|
res = stats.levene(*args)
|
||
|
attributes = ('statistic', 'pvalue')
|
||
|
check_named_results(res, attributes)
|
||
|
|
||
|
# temporary fix for issue #9252: only accept 1d input
|
||
|
def test_1d_input(self):
|
||
|
x = np.array([[1, 2], [3, 4]])
|
||
|
assert_raises(ValueError, stats.levene, g1, x)
|
||
|
|
||
|
|
||
|
class TestBinomP(object):
|
||
|
|
||
|
def test_data(self):
|
||
|
pval = stats.binom_test(100, 250)
|
||
|
assert_almost_equal(pval, 0.0018833009350757682, 11)
|
||
|
pval = stats.binom_test(201, 405)
|
||
|
assert_almost_equal(pval, 0.92085205962670713, 11)
|
||
|
pval = stats.binom_test([682, 243], p=3.0/4)
|
||
|
assert_almost_equal(pval, 0.38249155957481695, 11)
|
||
|
|
||
|
def test_bad_len_x(self):
|
||
|
# Length of x must be 1 or 2.
|
||
|
assert_raises(ValueError, stats.binom_test, [1, 2, 3])
|
||
|
|
||
|
def test_bad_n(self):
|
||
|
# len(x) is 1, but n is invalid.
|
||
|
# Missing n
|
||
|
assert_raises(ValueError, stats.binom_test, [100])
|
||
|
# n less than x[0]
|
||
|
assert_raises(ValueError, stats.binom_test, [100], n=50)
|
||
|
|
||
|
def test_bad_p(self):
|
||
|
assert_raises(ValueError, stats.binom_test, [50, 50], p=2.0)
|
||
|
|
||
|
def test_alternatives(self):
|
||
|
res = stats.binom_test(51, 235, p=1./6, alternative='less')
|
||
|
assert_almost_equal(res, 0.982022657605858)
|
||
|
|
||
|
res = stats.binom_test(51, 235, p=1./6, alternative='greater')
|
||
|
assert_almost_equal(res, 0.02654424571169085)
|
||
|
|
||
|
res = stats.binom_test(51, 235, p=1./6, alternative='two-sided')
|
||
|
assert_almost_equal(res, 0.0437479701823997)
|
||
|
|
||
|
|
||
|
class TestFligner(object):
|
||
|
|
||
|
def test_data(self):
|
||
|
# numbers from R: fligner.test in package stats
|
||
|
x1 = np.arange(5)
|
||
|
assert_array_almost_equal(stats.fligner(x1, x1**2),
|
||
|
(3.2282229927203536, 0.072379187848207877),
|
||
|
11)
|
||
|
|
||
|
def test_trimmed1(self):
|
||
|
# Perturb input to break ties in the transformed data
|
||
|
# See https://github.com/scipy/scipy/pull/8042 for more details
|
||
|
rs = np.random.RandomState(123)
|
||
|
_perturb = lambda g: (np.asarray(g) + 1e-10*rs.randn(len(g))).tolist()
|
||
|
g1_ = _perturb(g1)
|
||
|
g2_ = _perturb(g2)
|
||
|
g3_ = _perturb(g3)
|
||
|
# Test that center='trimmed' gives the same result as center='mean'
|
||
|
# when proportiontocut=0.
|
||
|
Xsq1, pval1 = stats.fligner(g1_, g2_, g3_, center='mean')
|
||
|
Xsq2, pval2 = stats.fligner(g1_, g2_, g3_, center='trimmed',
|
||
|
proportiontocut=0.0)
|
||
|
assert_almost_equal(Xsq1, Xsq2)
|
||
|
assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
def test_trimmed2(self):
|
||
|
x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0]
|
||
|
y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0]
|
||
|
# Use center='trimmed'
|
||
|
Xsq1, pval1 = stats.fligner(x, y, center='trimmed',
|
||
|
proportiontocut=0.125)
|
||
|
# Trim the data here, and use center='mean'
|
||
|
Xsq2, pval2 = stats.fligner(x[1:-1], y[1:-1], center='mean')
|
||
|
# Result should be the same.
|
||
|
assert_almost_equal(Xsq1, Xsq2)
|
||
|
assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
# The following test looks reasonable at first, but fligner() uses the
|
||
|
# function stats.rankdata(), and in one of the cases in this test,
|
||
|
# there are ties, while in the other (because of normal rounding
|
||
|
# errors) there are not. This difference leads to differences in the
|
||
|
# third significant digit of W.
|
||
|
#
|
||
|
#def test_equal_mean_median(self):
|
||
|
# x = np.linspace(-1,1,21)
|
||
|
# y = x**3
|
||
|
# W1, pval1 = stats.fligner(x, y, center='mean')
|
||
|
# W2, pval2 = stats.fligner(x, y, center='median')
|
||
|
# assert_almost_equal(W1, W2)
|
||
|
# assert_almost_equal(pval1, pval2)
|
||
|
|
||
|
def test_bad_keyword(self):
|
||
|
x = np.linspace(-1, 1, 21)
|
||
|
assert_raises(TypeError, stats.fligner, x, x, portiontocut=0.1)
|
||
|
|
||
|
def test_bad_center_value(self):
|
||
|
x = np.linspace(-1, 1, 21)
|
||
|
assert_raises(ValueError, stats.fligner, x, x, center='trim')
|
||
|
|
||
|
def test_bad_num_args(self):
|
||
|
# Too few args raises ValueError.
|
||
|
assert_raises(ValueError, stats.fligner, [1])
|
||
|
|
||
|
def test_empty_arg(self):
|
||
|
x = np.arange(5)
|
||
|
assert_equal((np.nan, np.nan), stats.fligner(x, x**2, []))
|
||
|
|
||
|
|
||
|
class TestMood(object):
|
||
|
def test_mood(self):
|
||
|
# numbers from R: mood.test in package stats
|
||
|
x1 = np.arange(5)
|
||
|
assert_array_almost_equal(stats.mood(x1, x1**2),
|
||
|
(-1.3830857299399906, 0.16663858066771478),
|
||
|
11)
|
||
|
|
||
|
def test_mood_order_of_args(self):
|
||
|
# z should change sign when the order of arguments changes, pvalue
|
||
|
# should not change
|
||
|
np.random.seed(1234)
|
||
|
x1 = np.random.randn(10, 1)
|
||
|
x2 = np.random.randn(15, 1)
|
||
|
z1, p1 = stats.mood(x1, x2)
|
||
|
z2, p2 = stats.mood(x2, x1)
|
||
|
assert_array_almost_equal([z1, p1], [-z2, p2])
|
||
|
|
||
|
def test_mood_with_axis_none(self):
|
||
|
# Test with axis = None, compare with results from R
|
||
|
x1 = [-0.626453810742332, 0.183643324222082, -0.835628612410047,
|
||
|
1.59528080213779, 0.329507771815361, -0.820468384118015,
|
||
|
0.487429052428485, 0.738324705129217, 0.575781351653492,
|
||
|
-0.305388387156356, 1.51178116845085, 0.389843236411431,
|
||
|
-0.621240580541804, -2.2146998871775, 1.12493091814311,
|
||
|
-0.0449336090152309, -0.0161902630989461, 0.943836210685299,
|
||
|
0.821221195098089, 0.593901321217509]
|
||
|
|
||
|
x2 = [-0.896914546624981, 0.184849184646742, 1.58784533120882,
|
||
|
-1.13037567424629, -0.0802517565509893, 0.132420284381094,
|
||
|
0.707954729271733, -0.23969802417184, 1.98447393665293,
|
||
|
-0.138787012119665, 0.417650750792556, 0.981752777463662,
|
||
|
-0.392695355503813, -1.03966897694891, 1.78222896030858,
|
||
|
-2.31106908460517, 0.878604580921265, 0.035806718015226,
|
||
|
1.01282869212708, 0.432265154539617, 2.09081920524915,
|
||
|
-1.19992581964387, 1.58963820029007, 1.95465164222325,
|
||
|
0.00493777682814261, -2.45170638784613, 0.477237302613617,
|
||
|
-0.596558168631403, 0.792203270299649, 0.289636710177348]
|
||
|
|
||
|
x1 = np.array(x1)
|
||
|
x2 = np.array(x2)
|
||
|
x1.shape = (10, 2)
|
||
|
x2.shape = (15, 2)
|
||
|
assert_array_almost_equal(stats.mood(x1, x2, axis=None),
|
||
|
[-1.31716607555, 0.18778296257])
|
||
|
|
||
|
def test_mood_2d(self):
|
||
|
# Test if the results of mood test in 2-D case are consistent with the
|
||
|
# R result for the same inputs. Numbers from R mood.test().
|
||
|
ny = 5
|
||
|
np.random.seed(1234)
|
||
|
x1 = np.random.randn(10, ny)
|
||
|
x2 = np.random.randn(15, ny)
|
||
|
z_vectest, pval_vectest = stats.mood(x1, x2)
|
||
|
|
||
|
for j in range(ny):
|
||
|
assert_array_almost_equal([z_vectest[j], pval_vectest[j]],
|
||
|
stats.mood(x1[:, j], x2[:, j]))
|
||
|
|
||
|
# inverse order of dimensions
|
||
|
x1 = x1.transpose()
|
||
|
x2 = x2.transpose()
|
||
|
z_vectest, pval_vectest = stats.mood(x1, x2, axis=1)
|
||
|
|
||
|
for i in range(ny):
|
||
|
# check axis handling is self consistent
|
||
|
assert_array_almost_equal([z_vectest[i], pval_vectest[i]],
|
||
|
stats.mood(x1[i, :], x2[i, :]))
|
||
|
|
||
|
def test_mood_3d(self):
|
||
|
shape = (10, 5, 6)
|
||
|
np.random.seed(1234)
|
||
|
x1 = np.random.randn(*shape)
|
||
|
x2 = np.random.randn(*shape)
|
||
|
|
||
|
for axis in range(3):
|
||
|
z_vectest, pval_vectest = stats.mood(x1, x2, axis=axis)
|
||
|
# Tests that result for 3-D arrays is equal to that for the
|
||
|
# same calculation on a set of 1-D arrays taken from the
|
||
|
# 3-D array
|
||
|
axes_idx = ([1, 2], [0, 2], [0, 1]) # the two axes != axis
|
||
|
for i in range(shape[axes_idx[axis][0]]):
|
||
|
for j in range(shape[axes_idx[axis][1]]):
|
||
|
if axis == 0:
|
||
|
slice1 = x1[:, i, j]
|
||
|
slice2 = x2[:, i, j]
|
||
|
elif axis == 1:
|
||
|
slice1 = x1[i, :, j]
|
||
|
slice2 = x2[i, :, j]
|
||
|
else:
|
||
|
slice1 = x1[i, j, :]
|
||
|
slice2 = x2[i, j, :]
|
||
|
|
||
|
assert_array_almost_equal([z_vectest[i, j],
|
||
|
pval_vectest[i, j]],
|
||
|
stats.mood(slice1, slice2))
|
||
|
|
||
|
def test_mood_bad_arg(self):
|
||
|
# Raise ValueError when the sum of the lengths of the args is
|
||
|
# less than 3
|
||
|
assert_raises(ValueError, stats.mood, [1], [])
|
||
|
|
||
|
|
||
|
class TestProbplot(object):
|
||
|
|
||
|
def test_basic(self):
|
||
|
np.random.seed(12345)
|
||
|
x = stats.norm.rvs(size=20)
|
||
|
osm, osr = stats.probplot(x, fit=False)
|
||
|
osm_expected = [-1.8241636, -1.38768012, -1.11829229, -0.91222575,
|
||
|
-0.73908135, -0.5857176, -0.44506467, -0.31273668,
|
||
|
-0.18568928, -0.06158146, 0.06158146, 0.18568928,
|
||
|
0.31273668, 0.44506467, 0.5857176, 0.73908135,
|
||
|
0.91222575, 1.11829229, 1.38768012, 1.8241636]
|
||
|
assert_allclose(osr, np.sort(x))
|
||
|
assert_allclose(osm, osm_expected)
|
||
|
|
||
|
res, res_fit = stats.probplot(x, fit=True)
|
||
|
res_fit_expected = [1.05361841, 0.31297795, 0.98741609]
|
||
|
assert_allclose(res_fit, res_fit_expected)
|
||
|
|
||
|
def test_sparams_keyword(self):
|
||
|
np.random.seed(123456)
|
||
|
x = stats.norm.rvs(size=100)
|
||
|
# Check that None, () and 0 (loc=0, for normal distribution) all work
|
||
|
# and give the same results
|
||
|
osm1, osr1 = stats.probplot(x, sparams=None, fit=False)
|
||
|
osm2, osr2 = stats.probplot(x, sparams=0, fit=False)
|
||
|
osm3, osr3 = stats.probplot(x, sparams=(), fit=False)
|
||
|
assert_allclose(osm1, osm2)
|
||
|
assert_allclose(osm1, osm3)
|
||
|
assert_allclose(osr1, osr2)
|
||
|
assert_allclose(osr1, osr3)
|
||
|
# Check giving (loc, scale) params for normal distribution
|
||
|
osm, osr = stats.probplot(x, sparams=(), fit=False)
|
||
|
|
||
|
def test_dist_keyword(self):
|
||
|
np.random.seed(12345)
|
||
|
x = stats.norm.rvs(size=20)
|
||
|
osm1, osr1 = stats.probplot(x, fit=False, dist='t', sparams=(3,))
|
||
|
osm2, osr2 = stats.probplot(x, fit=False, dist=stats.t, sparams=(3,))
|
||
|
assert_allclose(osm1, osm2)
|
||
|
assert_allclose(osr1, osr2)
|
||
|
|
||
|
assert_raises(ValueError, stats.probplot, x, dist='wrong-dist-name')
|
||
|
assert_raises(AttributeError, stats.probplot, x, dist=[])
|
||
|
|
||
|
class custom_dist(object):
|
||
|
"""Some class that looks just enough like a distribution."""
|
||
|
def ppf(self, q):
|
||
|
return stats.norm.ppf(q, loc=2)
|
||
|
|
||
|
osm1, osr1 = stats.probplot(x, sparams=(2,), fit=False)
|
||
|
osm2, osr2 = stats.probplot(x, dist=custom_dist(), fit=False)
|
||
|
assert_allclose(osm1, osm2)
|
||
|
assert_allclose(osr1, osr2)
|
||
|
|
||
|
@pytest.mark.skipif(not have_matplotlib, reason="no matplotlib")
|
||
|
def test_plot_kwarg(self):
|
||
|
np.random.seed(7654321)
|
||
|
fig = plt.figure()
|
||
|
fig.add_subplot(111)
|
||
|
x = stats.t.rvs(3, size=100)
|
||
|
res1, fitres1 = stats.probplot(x, plot=plt)
|
||
|
plt.close()
|
||
|
res2, fitres2 = stats.probplot(x, plot=None)
|
||
|
res3 = stats.probplot(x, fit=False, plot=plt)
|
||
|
plt.close()
|
||
|
res4 = stats.probplot(x, fit=False, plot=None)
|
||
|
# Check that results are consistent between combinations of `fit` and
|
||
|
# `plot` keywords.
|
||
|
assert_(len(res1) == len(res2) == len(res3) == len(res4) == 2)
|
||
|
assert_allclose(res1, res2)
|
||
|
assert_allclose(res1, res3)
|
||
|
assert_allclose(res1, res4)
|
||
|
assert_allclose(fitres1, fitres2)
|
||
|
|
||
|
# Check that a Matplotlib Axes object is accepted
|
||
|
fig = plt.figure()
|
||
|
ax = fig.add_subplot(111)
|
||
|
stats.probplot(x, fit=False, plot=ax)
|
||
|
plt.close()
|
||
|
|
||
|
def test_probplot_bad_args(self):
|
||
|
# Raise ValueError when given an invalid distribution.
|
||
|
assert_raises(ValueError, stats.probplot, [1], dist="plate_of_shrimp")
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_equal(stats.probplot([], fit=False),
|
||
|
(np.array([]), np.array([])))
|
||
|
assert_equal(stats.probplot([], fit=True),
|
||
|
((np.array([]), np.array([])),
|
||
|
(np.nan, np.nan, 0.0)))
|
||
|
|
||
|
def test_array_of_size_one(self):
|
||
|
with np.errstate(invalid='ignore'):
|
||
|
assert_equal(stats.probplot([1], fit=True),
|
||
|
((np.array([0.]), np.array([1])),
|
||
|
(np.nan, np.nan, 0.0)))
|
||
|
|
||
|
|
||
|
class TestWilcoxon(object):
|
||
|
def test_wilcoxon_bad_arg(self):
|
||
|
# Raise ValueError when two args of different lengths are given or
|
||
|
# zero_method is unknown.
|
||
|
assert_raises(ValueError, stats.wilcoxon, [1], [1, 2])
|
||
|
assert_raises(ValueError, stats.wilcoxon, [1, 2], [1, 2], "dummy")
|
||
|
assert_raises(ValueError, stats.wilcoxon, [1, 2], [1, 2],
|
||
|
alternative="dummy")
|
||
|
assert_raises(ValueError, stats.wilcoxon, [1]*10, mode="xyz")
|
||
|
|
||
|
def test_zero_diff(self):
|
||
|
x = np.arange(20)
|
||
|
# pratt and wilcox do not work if x - y == 0
|
||
|
assert_raises(ValueError, stats.wilcoxon, x, x, "wilcox",
|
||
|
mode="approx")
|
||
|
assert_raises(ValueError, stats.wilcoxon, x, x, "pratt",
|
||
|
mode="approx")
|
||
|
# ranksum is n*(n+1)/2, split in half if zero_method == "zsplit"
|
||
|
assert_equal(stats.wilcoxon(x, x, "zsplit", mode="approx"),
|
||
|
(20*21/4, 1.0))
|
||
|
|
||
|
def test_pratt(self):
|
||
|
# regression test for gh-6805: p-value matches value from R package
|
||
|
# coin (wilcoxsign_test) reported in the issue
|
||
|
x = [1, 2, 3, 4]
|
||
|
y = [1, 2, 3, 5]
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Sample size too small")
|
||
|
res = stats.wilcoxon(x, y, zero_method="pratt", mode="approx")
|
||
|
assert_allclose(res, (0.0, 0.31731050786291415))
|
||
|
|
||
|
def test_wilcoxon_arg_type(self):
|
||
|
# Should be able to accept list as arguments.
|
||
|
# Address issue 6070.
|
||
|
arr = [1, 2, 3, 0, -1, 3, 1, 2, 1, 1, 2]
|
||
|
|
||
|
_ = stats.wilcoxon(arr, zero_method="pratt", mode="approx")
|
||
|
_ = stats.wilcoxon(arr, zero_method="zsplit", mode="approx")
|
||
|
_ = stats.wilcoxon(arr, zero_method="wilcox", mode="approx")
|
||
|
|
||
|
def test_accuracy_wilcoxon(self):
|
||
|
freq = [1, 4, 16, 15, 8, 4, 5, 1, 2]
|
||
|
nums = range(-4, 5)
|
||
|
x = np.concatenate([[u] * v for u, v in zip(nums, freq)])
|
||
|
y = np.zeros(x.size)
|
||
|
|
||
|
T, p = stats.wilcoxon(x, y, "pratt", mode="approx")
|
||
|
assert_allclose(T, 423)
|
||
|
assert_allclose(p, 0.0031724568006762576)
|
||
|
|
||
|
T, p = stats.wilcoxon(x, y, "zsplit", mode="approx")
|
||
|
assert_allclose(T, 441)
|
||
|
assert_allclose(p, 0.0032145343172473055)
|
||
|
|
||
|
T, p = stats.wilcoxon(x, y, "wilcox", mode="approx")
|
||
|
assert_allclose(T, 327)
|
||
|
assert_allclose(p, 0.00641346115861)
|
||
|
|
||
|
# Test the 'correction' option, using values computed in R with:
|
||
|
# > wilcox.test(x, y, paired=TRUE, exact=FALSE, correct={FALSE,TRUE})
|
||
|
x = np.array([120, 114, 181, 188, 180, 146, 121, 191, 132, 113, 127, 112])
|
||
|
y = np.array([133, 143, 119, 189, 112, 199, 198, 113, 115, 121, 142, 187])
|
||
|
T, p = stats.wilcoxon(x, y, correction=False, mode="approx")
|
||
|
assert_equal(T, 34)
|
||
|
assert_allclose(p, 0.6948866, rtol=1e-6)
|
||
|
T, p = stats.wilcoxon(x, y, correction=True, mode="approx")
|
||
|
assert_equal(T, 34)
|
||
|
assert_allclose(p, 0.7240817, rtol=1e-6)
|
||
|
|
||
|
def test_wilcoxon_result_attributes(self):
|
||
|
x = np.array([120, 114, 181, 188, 180, 146, 121, 191, 132, 113, 127, 112])
|
||
|
y = np.array([133, 143, 119, 189, 112, 199, 198, 113, 115, 121, 142, 187])
|
||
|
res = stats.wilcoxon(x, y, correction=False, mode="approx")
|
||
|
attributes = ('statistic', 'pvalue')
|
||
|
check_named_results(res, attributes)
|
||
|
|
||
|
def test_wilcoxon_tie(self):
|
||
|
# Regression test for gh-2391.
|
||
|
# Corresponding R code is:
|
||
|
# > result = wilcox.test(rep(0.1, 10), exact=FALSE, correct=FALSE)
|
||
|
# > result$p.value
|
||
|
# [1] 0.001565402
|
||
|
# > result = wilcox.test(rep(0.1, 10), exact=FALSE, correct=TRUE)
|
||
|
# > result$p.value
|
||
|
# [1] 0.001904195
|
||
|
stat, p = stats.wilcoxon([0.1] * 10, mode="approx")
|
||
|
expected_p = 0.001565402
|
||
|
assert_equal(stat, 0)
|
||
|
assert_allclose(p, expected_p, rtol=1e-6)
|
||
|
|
||
|
stat, p = stats.wilcoxon([0.1] * 10, correction=True, mode="approx")
|
||
|
expected_p = 0.001904195
|
||
|
assert_equal(stat, 0)
|
||
|
assert_allclose(p, expected_p, rtol=1e-6)
|
||
|
|
||
|
def test_onesided(self):
|
||
|
# tested against "R version 3.4.1 (2017-06-30)"
|
||
|
# x <- c(125, 115, 130, 140, 140, 115, 140, 125, 140, 135)
|
||
|
# y <- c(110, 122, 125, 120, 140, 124, 123, 137, 135, 145)
|
||
|
# cfg <- list(x = x, y = y, paired = TRUE, exact = FALSE)
|
||
|
# do.call(wilcox.test, c(cfg, list(alternative = "less", correct = FALSE)))
|
||
|
# do.call(wilcox.test, c(cfg, list(alternative = "less", correct = TRUE)))
|
||
|
# do.call(wilcox.test, c(cfg, list(alternative = "greater", correct = FALSE)))
|
||
|
# do.call(wilcox.test, c(cfg, list(alternative = "greater", correct = TRUE)))
|
||
|
x = [125, 115, 130, 140, 140, 115, 140, 125, 140, 135]
|
||
|
y = [110, 122, 125, 120, 140, 124, 123, 137, 135, 145]
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Sample size too small")
|
||
|
w, p = stats.wilcoxon(x, y, alternative="less", mode="approx")
|
||
|
assert_equal(w, 27)
|
||
|
assert_almost_equal(p, 0.7031847, decimal=6)
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Sample size too small")
|
||
|
w, p = stats.wilcoxon(x, y, alternative="less", correction=True,
|
||
|
mode="approx")
|
||
|
assert_equal(w, 27)
|
||
|
assert_almost_equal(p, 0.7233656, decimal=6)
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Sample size too small")
|
||
|
w, p = stats.wilcoxon(x, y, alternative="greater", mode="approx")
|
||
|
assert_equal(w, 27)
|
||
|
assert_almost_equal(p, 0.2968153, decimal=6)
|
||
|
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Sample size too small")
|
||
|
w, p = stats.wilcoxon(x, y, alternative="greater", correction=True,
|
||
|
mode="approx")
|
||
|
assert_equal(w, 27)
|
||
|
assert_almost_equal(p, 0.3176447, decimal=6)
|
||
|
|
||
|
def test_exact_basic(self):
|
||
|
for n in range(1, 26):
|
||
|
cnt = _get_wilcoxon_distr(n)
|
||
|
assert_equal(n*(n+1)/2 + 1, len(cnt))
|
||
|
assert_equal(sum(cnt), 2**n)
|
||
|
|
||
|
def test_exact_pval(self):
|
||
|
# expected values computed with "R version 3.4.1 (2017-06-30)"
|
||
|
x = np.array([1.81, 0.82, 1.56, -0.48, 0.81, 1.28, -1.04, 0.23,
|
||
|
-0.75, 0.14])
|
||
|
y = np.array([0.71, 0.65, -0.2, 0.85, -1.1, -0.45, -0.84, -0.24,
|
||
|
-0.68, -0.76])
|
||
|
_, p = stats.wilcoxon(x, y, alternative="two-sided", mode="exact")
|
||
|
assert_almost_equal(p, 0.1054688, decimal=6)
|
||
|
_, p = stats.wilcoxon(x, y, alternative="less", mode="exact")
|
||
|
assert_almost_equal(p, 0.9580078, decimal=6)
|
||
|
_, p = stats.wilcoxon(x, y, alternative="greater", mode="exact")
|
||
|
assert_almost_equal(p, 0.05273438, decimal=6)
|
||
|
|
||
|
x = np.arange(0, 20) + 0.5
|
||
|
y = np.arange(20, 0, -1)
|
||
|
_, p = stats.wilcoxon(x, y, alternative="two-sided", mode="exact")
|
||
|
assert_almost_equal(p, 0.8694878, decimal=6)
|
||
|
_, p = stats.wilcoxon(x, y, alternative="less", mode="exact")
|
||
|
assert_almost_equal(p, 0.4347439, decimal=6)
|
||
|
_, p = stats.wilcoxon(x, y, alternative="greater", mode="exact")
|
||
|
assert_almost_equal(p, 0.5795889, decimal=6)
|
||
|
|
||
|
d = np.arange(26) + 1
|
||
|
assert_raises(ValueError, stats.wilcoxon, d, mode="exact")
|
||
|
|
||
|
# These inputs were chosen to give a W statistic that is either the
|
||
|
# center of the distribution (when the length of the support is odd), or
|
||
|
# the value to the left of the center (when the length of the support is
|
||
|
# even). Also, the numbers are chosen so that the W statistic is the
|
||
|
# sum of the positive values.
|
||
|
@pytest.mark.parametrize('x', [[-1, -2, 3],
|
||
|
[-1, 2, -3, -4, 5],
|
||
|
[-1, -2, 3, -4, -5, -6, 7, 8]])
|
||
|
def test_exact_p_1(self, x):
|
||
|
w, p = stats.wilcoxon(x)
|
||
|
x = np.array(x)
|
||
|
wtrue = x[x > 0].sum()
|
||
|
assert_equal(w, wtrue)
|
||
|
assert_equal(p, 1)
|
||
|
|
||
|
def test_auto(self):
|
||
|
# auto default to exact if there are no ties and n<= 25
|
||
|
x = np.arange(0, 25) + 0.5
|
||
|
y = np.arange(25, 0, -1)
|
||
|
assert_equal(stats.wilcoxon(x, y),
|
||
|
stats.wilcoxon(x, y, mode="exact"))
|
||
|
|
||
|
# if there are ties (i.e. zeros in d = x-y), then switch to approx
|
||
|
d = np.arange(0, 13)
|
||
|
with suppress_warnings() as sup:
|
||
|
sup.filter(UserWarning, message="Exact p-value calculation")
|
||
|
w, p = stats.wilcoxon(d)
|
||
|
assert_equal(stats.wilcoxon(d, mode="approx"), (w, p))
|
||
|
|
||
|
# use approximation for samples > 25
|
||
|
d = np.arange(1, 27)
|
||
|
assert_equal(stats.wilcoxon(d), stats.wilcoxon(d, mode="approx"))
|
||
|
|
||
|
|
||
|
class TestKstat(object):
|
||
|
def test_moments_normal_distribution(self):
|
||
|
np.random.seed(32149)
|
||
|
data = np.random.randn(12345)
|
||
|
moments = [stats.kstat(data, n) for n in [1, 2, 3, 4]]
|
||
|
|
||
|
expected = [0.011315, 1.017931, 0.05811052, 0.0754134]
|
||
|
assert_allclose(moments, expected, rtol=1e-4)
|
||
|
|
||
|
# test equivalence with `stats.moment`
|
||
|
m1 = stats.moment(data, moment=1)
|
||
|
m2 = stats.moment(data, moment=2)
|
||
|
m3 = stats.moment(data, moment=3)
|
||
|
assert_allclose((m1, m2, m3), expected[:-1], atol=0.02, rtol=1e-2)
|
||
|
|
||
|
def test_empty_input(self):
|
||
|
assert_raises(ValueError, stats.kstat, [])
|
||
|
|
||
|
def test_nan_input(self):
|
||
|
data = np.arange(10.)
|
||
|
data[6] = np.nan
|
||
|
|
||
|
assert_equal(stats.kstat(data), np.nan)
|
||
|
|
||
|
def test_kstat_bad_arg(self):
|
||
|
# Raise ValueError if n > 4 or n < 1.
|
||
|
data = np.arange(10)
|
||
|
for n in [0, 4.001]:
|
||
|
assert_raises(ValueError, stats.kstat, data, n=n)
|
||
|
|
||
|
|
||
|
class TestKstatVar(object):
|
||
|
def test_empty_input(self):
|
||
|
assert_raises(ValueError, stats.kstatvar, [])
|
||
|
|
||
|
def test_nan_input(self):
|
||
|
data = np.arange(10.)
|
||
|
data[6] = np.nan
|
||
|
|
||
|
assert_equal(stats.kstat(data), np.nan)
|
||
|
|
||
|
def test_bad_arg(self):
|
||
|
# Raise ValueError is n is not 1 or 2.
|
||
|
data = [1]
|
||
|
n = 10
|
||
|
assert_raises(ValueError, stats.kstatvar, data, n=n)
|
||
|
|
||
|
|
||
|
class TestPpccPlot(object):
|
||
|
def setup_method(self):
|
||
|
np.random.seed(7654321)
|
||
|
self.x = stats.loggamma.rvs(5, size=500) + 5
|
||
|
|
||
|
def test_basic(self):
|
||
|
N = 5
|
||
|
svals, ppcc = stats.ppcc_plot(self.x, -10, 10, N=N)
|
||
|
ppcc_expected = [0.21139644, 0.21384059, 0.98766719, 0.97980182,
|
||
|
0.93519298]
|
||
|
assert_allclose(svals, np.linspace(-10, 10, num=N))
|
||
|
assert_allclose(ppcc, ppcc_expected)
|
||
|
|
||
|
def test_dist(self):
|
||
|
# Test that we can specify distributions both by name and as objects.
|
||
|
svals1, ppcc1 = stats.ppcc_plot(self.x, -10, 10, dist='tukeylambda')
|
||
|
svals2, ppcc2 = stats.ppcc_plot(self.x, -10, 10,
|
||
|
dist=stats.tukeylambda)
|
||
|
assert_allclose(svals1, svals2, rtol=1e-20)
|
||
|
assert_allclose(ppcc1, ppcc2, rtol=1e-20)
|
||
|
# Test that 'tukeylambda' is the default dist
|
||
|
svals3, ppcc3 = stats.ppcc_plot(self.x, -10, 10)
|
||
|
assert_allclose(svals1, svals3, rtol=1e-20)
|
||
|
assert_allclose(ppcc1, ppcc3, rtol=1e-20)
|
||
|
|
||
|
@pytest.mark.skipif(not have_matplotlib, reason="no matplotlib")
|
||
|
def test_plot_kwarg(self):
|
||
|
# Check with the matplotlib.pyplot module
|
||
|
fig = plt.figure()
|
||
|
ax = fig.add_subplot(111)
|
||
|
stats.ppcc_plot(self.x, -20, 20, plot=plt)
|
||
|
fig.delaxes(ax)
|
||
|
|
||
|
# Check that a Matplotlib Axes object is accepted
|
||
|
ax = fig.add_subplot(111)
|
||
|
stats.ppcc_plot(self.x, -20, 20, plot=ax)
|
||
|
plt.close()
|
||
|
|
||
|
def test_invalid_inputs(self):
|
||
|
# `b` has to be larger than `a`
|
||
|
assert_raises(ValueError, stats.ppcc_plot, self.x, 1, 0)
|
||
|
|
||
|
# Raise ValueError when given an invalid distribution.
|
||
|
assert_raises(ValueError, stats.ppcc_plot, [1, 2, 3], 0, 1,
|
||
|
dist="plate_of_shrimp")
|
||
|
|
||
|
def test_empty(self):
|
||
|
# For consistency with probplot return for one empty array,
|
||
|
# ppcc contains all zeros and svals is the same as for normal array
|
||
|
# input.
|
||
|
svals, ppcc = stats.ppcc_plot([], 0, 1)
|
||
|
assert_allclose(svals, np.linspace(0, 1, num=80))
|
||
|
assert_allclose(ppcc, np.zeros(80, dtype=float))
|
||
|
|
||
|
|
||
|
class TestPpccMax(object):
|
||
|
def test_ppcc_max_bad_arg(self):
|
||
|
# Raise ValueError when given an invalid distribution.
|
||
|
data = [1]
|
||
|
assert_raises(ValueError, stats.ppcc_max, data, dist="plate_of_shrimp")
|
||
|
|
||
|
def test_ppcc_max_basic(self):
|
||
|
np.random.seed(1234567)
|
||
|
x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000) + 1e4
|
||
|
assert_almost_equal(stats.ppcc_max(x), -0.71215366521264145, decimal=7)
|
||
|
|
||
|
def test_dist(self):
|
||
|
np.random.seed(1234567)
|
||
|
x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000) + 1e4
|
||
|
|
||
|
# Test that we can specify distributions both by name and as objects.
|
||
|
max1 = stats.ppcc_max(x, dist='tukeylambda')
|
||
|
max2 = stats.ppcc_max(x, dist=stats.tukeylambda)
|
||
|
assert_almost_equal(max1, -0.71215366521264145, decimal=5)
|
||
|
assert_almost_equal(max2, -0.71215366521264145, decimal=5)
|
||
|
|
||
|
# Test that 'tukeylambda' is the default dist
|
||
|
max3 = stats.ppcc_max(x)
|
||
|
assert_almost_equal(max3, -0.71215366521264145, decimal=5)
|
||
|
|
||
|
def test_brack(self):
|
||
|
np.random.seed(1234567)
|
||
|
x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000) + 1e4
|
||
|
assert_raises(ValueError, stats.ppcc_max, x, brack=(0.0, 1.0, 0.5))
|
||
|
|
||
|
assert_almost_equal(stats.ppcc_max(x, brack=(0, 1)),
|
||
|
-0.71215366521264145, decimal=7)
|
||
|
|
||
|
assert_almost_equal(stats.ppcc_max(x, brack=(-2, 2)),
|
||
|
-0.71215366521264145, decimal=7)
|
||
|
|
||
|
|
||
|
class TestBoxcox_llf(object):
|
||
|
|
||
|
def test_basic(self):
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=10000, loc=10)
|
||
|
lmbda = 1
|
||
|
llf = stats.boxcox_llf(lmbda, x)
|
||
|
llf_expected = -x.size / 2. * np.log(np.sum(x.std()**2))
|
||
|
assert_allclose(llf, llf_expected)
|
||
|
|
||
|
def test_array_like(self):
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=100, loc=10)
|
||
|
lmbda = 1
|
||
|
llf = stats.boxcox_llf(lmbda, x)
|
||
|
llf2 = stats.boxcox_llf(lmbda, list(x))
|
||
|
assert_allclose(llf, llf2, rtol=1e-12)
|
||
|
|
||
|
def test_2d_input(self):
|
||
|
# Note: boxcox_llf() was already working with 2-D input (sort of), so
|
||
|
# keep it like that. boxcox() doesn't work with 2-D input though, due
|
||
|
# to brent() returning a scalar.
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=100, loc=10)
|
||
|
lmbda = 1
|
||
|
llf = stats.boxcox_llf(lmbda, x)
|
||
|
llf2 = stats.boxcox_llf(lmbda, np.vstack([x, x]).T)
|
||
|
assert_allclose([llf, llf], llf2, rtol=1e-12)
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_(np.isnan(stats.boxcox_llf(1, [])))
|
||
|
|
||
|
def test_gh_6873(self):
|
||
|
# Regression test for gh-6873.
|
||
|
# This example was taken from gh-7534, a duplicate of gh-6873.
|
||
|
data = [198.0, 233.0, 233.0, 392.0]
|
||
|
llf = stats.boxcox_llf(-8, data)
|
||
|
# The expected value was computed with mpmath.
|
||
|
assert_allclose(llf, -17.93934208579061)
|
||
|
|
||
|
|
||
|
# This is the data from github user Qukaiyi, given as an example
|
||
|
# of a data set that caused boxcox to fail.
|
||
|
_boxcox_data = [
|
||
|
15957, 112079, 1039553, 711775, 173111, 307382, 183155, 53366, 760875,
|
||
|
207500, 160045, 473714, 40194, 440319, 133261, 265444, 155590, 36660,
|
||
|
904939, 55108, 138391, 339146, 458053, 63324, 1377727, 1342632, 41575,
|
||
|
68685, 172755, 63323, 368161, 199695, 538214, 167760, 388610, 398855,
|
||
|
1001873, 364591, 1320518, 194060, 194324, 2318551, 196114, 64225, 272000,
|
||
|
198668, 123585, 86420, 1925556, 695798, 88664, 46199, 759135, 28051,
|
||
|
345094, 1977752, 51778, 82746, 638126, 2560910, 45830, 140576, 1603787,
|
||
|
57371, 548730, 5343629, 2298913, 998813, 2156812, 423966, 68350, 145237,
|
||
|
131935, 1600305, 342359, 111398, 1409144, 281007, 60314, 242004, 113418,
|
||
|
246211, 61940, 95858, 957805, 40909, 307955, 174159, 124278, 241193,
|
||
|
872614, 304180, 146719, 64361, 87478, 509360, 167169, 933479, 620561,
|
||
|
483333, 97416, 143518, 286905, 597837, 2556043, 89065, 69944, 196858,
|
||
|
88883, 49379, 916265, 1527392, 626954, 54415, 89013, 2883386, 106096,
|
||
|
402697, 45578, 349852, 140379, 34648, 757343, 1305442, 2054757, 121232,
|
||
|
606048, 101492, 51426, 1820833, 83412, 136349, 1379924, 505977, 1303486,
|
||
|
95853, 146451, 285422, 2205423, 259020, 45864, 684547, 182014, 784334,
|
||
|
174793, 563068, 170745, 1195531, 63337, 71833, 199978, 2330904, 227335,
|
||
|
898280, 75294, 2011361, 116771, 157489, 807147, 1321443, 1148635, 2456524,
|
||
|
81839, 1228251, 97488, 1051892, 75397, 3009923, 2732230, 90923, 39735,
|
||
|
132433, 225033, 337555, 1204092, 686588, 1062402, 40362, 1361829, 1497217,
|
||
|
150074, 551459, 2019128, 39581, 45349, 1117187, 87845, 1877288, 164448,
|
||
|
10338362, 24942, 64737, 769946, 2469124, 2366997, 259124, 2667585, 29175,
|
||
|
56250, 74450, 96697, 5920978, 838375, 225914, 119494, 206004, 430907,
|
||
|
244083, 219495, 322239, 407426, 618748, 2087536, 2242124, 4736149, 124624,
|
||
|
406305, 240921, 2675273, 4425340, 821457, 578467, 28040, 348943, 48795,
|
||
|
145531, 52110, 1645730, 1768364, 348363, 85042, 2673847, 81935, 169075,
|
||
|
367733, 135474, 383327, 1207018, 93481, 5934183, 352190, 636533, 145870,
|
||
|
55659, 146215, 73191, 248681, 376907, 1606620, 169381, 81164, 246390,
|
||
|
236093, 885778, 335969, 49266, 381430, 307437, 350077, 34346, 49340,
|
||
|
84715, 527120, 40163, 46898, 4609439, 617038, 2239574, 159905, 118337,
|
||
|
120357, 430778, 3799158, 3516745, 54198, 2970796, 729239, 97848, 6317375,
|
||
|
887345, 58198, 88111, 867595, 210136, 1572103, 1420760, 574046, 845988,
|
||
|
509743, 397927, 1119016, 189955, 3883644, 291051, 126467, 1239907, 2556229,
|
||
|
411058, 657444, 2025234, 1211368, 93151, 577594, 4842264, 1531713, 305084,
|
||
|
479251, 20591, 1466166, 137417, 897756, 594767, 3606337, 32844, 82426,
|
||
|
1294831, 57174, 290167, 322066, 813146, 5671804, 4425684, 895607, 450598,
|
||
|
1048958, 232844, 56871, 46113, 70366, 701618, 97739, 157113, 865047,
|
||
|
194810, 1501615, 1765727, 38125, 2733376, 40642, 437590, 127337, 106310,
|
||
|
4167579, 665303, 809250, 1210317, 45750, 1853687, 348954, 156786, 90793,
|
||
|
1885504, 281501, 3902273, 359546, 797540, 623508, 3672775, 55330, 648221,
|
||
|
266831, 90030, 7118372, 735521, 1009925, 283901, 806005, 2434897, 94321,
|
||
|
309571, 4213597, 2213280, 120339, 64403, 8155209, 1686948, 4327743,
|
||
|
1868312, 135670, 3189615, 1569446, 706058, 58056, 2438625, 520619, 105201,
|
||
|
141961, 179990, 1351440, 3148662, 2804457, 2760144, 70775, 33807, 1926518,
|
||
|
2362142, 186761, 240941, 97860, 1040429, 1431035, 78892, 484039, 57845,
|
||
|
724126, 3166209, 175913, 159211, 1182095, 86734, 1921472, 513546, 326016,
|
||
|
1891609
|
||
|
]
|
||
|
|
||
|
class TestBoxcox(object):
|
||
|
|
||
|
def test_fixed_lmbda(self):
|
||
|
np.random.seed(12345)
|
||
|
x = stats.loggamma.rvs(5, size=50) + 5
|
||
|
xt = stats.boxcox(x, lmbda=1)
|
||
|
assert_allclose(xt, x - 1)
|
||
|
xt = stats.boxcox(x, lmbda=-1)
|
||
|
assert_allclose(xt, 1 - 1/x)
|
||
|
|
||
|
xt = stats.boxcox(x, lmbda=0)
|
||
|
assert_allclose(xt, np.log(x))
|
||
|
|
||
|
# Also test that array_like input works
|
||
|
xt = stats.boxcox(list(x), lmbda=0)
|
||
|
assert_allclose(xt, np.log(x))
|
||
|
|
||
|
def test_lmbda_None(self):
|
||
|
np.random.seed(1234567)
|
||
|
# Start from normal rv's, do inverse transform to check that
|
||
|
# optimization function gets close to the right answer.
|
||
|
np.random.seed(1245)
|
||
|
lmbda = 2.5
|
||
|
x = stats.norm.rvs(loc=10, size=50000)
|
||
|
x_inv = (x * lmbda + 1)**(-lmbda)
|
||
|
xt, maxlog = stats.boxcox(x_inv)
|
||
|
|
||
|
assert_almost_equal(maxlog, -1 / lmbda, decimal=2)
|
||
|
|
||
|
def test_alpha(self):
|
||
|
np.random.seed(1234)
|
||
|
x = stats.loggamma.rvs(5, size=50) + 5
|
||
|
|
||
|
# Some regular values for alpha, on a small sample size
|
||
|
_, _, interval = stats.boxcox(x, alpha=0.75)
|
||
|
assert_allclose(interval, [4.004485780226041, 5.138756355035744])
|
||
|
_, _, interval = stats.boxcox(x, alpha=0.05)
|
||
|
assert_allclose(interval, [1.2138178554857557, 8.209033272375663])
|
||
|
|
||
|
# Try some extreme values, see we don't hit the N=500 limit
|
||
|
x = stats.loggamma.rvs(7, size=500) + 15
|
||
|
_, _, interval = stats.boxcox(x, alpha=0.001)
|
||
|
assert_allclose(interval, [0.3988867, 11.40553131])
|
||
|
_, _, interval = stats.boxcox(x, alpha=0.999)
|
||
|
assert_allclose(interval, [5.83316246, 5.83735292])
|
||
|
|
||
|
def test_boxcox_bad_arg(self):
|
||
|
# Raise ValueError if any data value is negative.
|
||
|
x = np.array([-1, 2])
|
||
|
assert_raises(ValueError, stats.boxcox, x)
|
||
|
# Raise ValueError if data is constant.
|
||
|
assert_raises(ValueError, stats.boxcox, np.array([1]))
|
||
|
# Raise ValueError if data is not 1-dimensional.
|
||
|
assert_raises(ValueError, stats.boxcox, np.array([[1], [2]]))
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_(stats.boxcox([]).shape == (0,))
|
||
|
|
||
|
def test_gh_6873(self):
|
||
|
# Regression test for gh-6873.
|
||
|
y, lam = stats.boxcox(_boxcox_data)
|
||
|
# The expected value of lam was computed with the function
|
||
|
# powerTransform in the R library 'car'. I trust that value
|
||
|
# to only about five significant digits.
|
||
|
assert_allclose(lam, -0.051654, rtol=1e-5)
|
||
|
|
||
|
|
||
|
class TestBoxcoxNormmax(object):
|
||
|
def setup_method(self):
|
||
|
np.random.seed(12345)
|
||
|
self.x = stats.loggamma.rvs(5, size=50) + 5
|
||
|
|
||
|
def test_pearsonr(self):
|
||
|
maxlog = stats.boxcox_normmax(self.x)
|
||
|
assert_allclose(maxlog, 1.804465, rtol=1e-6)
|
||
|
|
||
|
def test_mle(self):
|
||
|
maxlog = stats.boxcox_normmax(self.x, method='mle')
|
||
|
assert_allclose(maxlog, 1.758101, rtol=1e-6)
|
||
|
|
||
|
# Check that boxcox() uses 'mle'
|
||
|
_, maxlog_boxcox = stats.boxcox(self.x)
|
||
|
assert_allclose(maxlog_boxcox, maxlog)
|
||
|
|
||
|
def test_all(self):
|
||
|
maxlog_all = stats.boxcox_normmax(self.x, method='all')
|
||
|
assert_allclose(maxlog_all, [1.804465, 1.758101], rtol=1e-6)
|
||
|
|
||
|
|
||
|
class TestBoxcoxNormplot(object):
|
||
|
def setup_method(self):
|
||
|
np.random.seed(7654321)
|
||
|
self.x = stats.loggamma.rvs(5, size=500) + 5
|
||
|
|
||
|
def test_basic(self):
|
||
|
N = 5
|
||
|
lmbdas, ppcc = stats.boxcox_normplot(self.x, -10, 10, N=N)
|
||
|
ppcc_expected = [0.57783375, 0.83610988, 0.97524311, 0.99756057,
|
||
|
0.95843297]
|
||
|
assert_allclose(lmbdas, np.linspace(-10, 10, num=N))
|
||
|
assert_allclose(ppcc, ppcc_expected)
|
||
|
|
||
|
@pytest.mark.skipif(not have_matplotlib, reason="no matplotlib")
|
||
|
def test_plot_kwarg(self):
|
||
|
# Check with the matplotlib.pyplot module
|
||
|
fig = plt.figure()
|
||
|
ax = fig.add_subplot(111)
|
||
|
stats.boxcox_normplot(self.x, -20, 20, plot=plt)
|
||
|
fig.delaxes(ax)
|
||
|
|
||
|
# Check that a Matplotlib Axes object is accepted
|
||
|
ax = fig.add_subplot(111)
|
||
|
stats.boxcox_normplot(self.x, -20, 20, plot=ax)
|
||
|
plt.close()
|
||
|
|
||
|
def test_invalid_inputs(self):
|
||
|
# `lb` has to be larger than `la`
|
||
|
assert_raises(ValueError, stats.boxcox_normplot, self.x, 1, 0)
|
||
|
# `x` can not contain negative values
|
||
|
assert_raises(ValueError, stats.boxcox_normplot, [-1, 1], 0, 1)
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_(stats.boxcox_normplot([], 0, 1).size == 0)
|
||
|
|
||
|
|
||
|
class TestYeojohnson_llf(object):
|
||
|
|
||
|
def test_array_like(self):
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=100, loc=0)
|
||
|
lmbda = 1
|
||
|
llf = stats.yeojohnson_llf(lmbda, x)
|
||
|
llf2 = stats.yeojohnson_llf(lmbda, list(x))
|
||
|
assert_allclose(llf, llf2, rtol=1e-12)
|
||
|
|
||
|
def test_2d_input(self):
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=100, loc=10)
|
||
|
lmbda = 1
|
||
|
llf = stats.yeojohnson_llf(lmbda, x)
|
||
|
llf2 = stats.yeojohnson_llf(lmbda, np.vstack([x, x]).T)
|
||
|
assert_allclose([llf, llf], llf2, rtol=1e-12)
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_(np.isnan(stats.yeojohnson_llf(1, [])))
|
||
|
|
||
|
|
||
|
class TestYeojohnson(object):
|
||
|
|
||
|
def test_fixed_lmbda(self):
|
||
|
np.random.seed(12345)
|
||
|
|
||
|
# Test positive input
|
||
|
x = stats.loggamma.rvs(5, size=50) + 5
|
||
|
assert np.all(x > 0)
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt, x)
|
||
|
xt = stats.yeojohnson(x, lmbda=-1)
|
||
|
assert_allclose(xt, 1 - 1 / (x + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=0)
|
||
|
assert_allclose(xt, np.log(x + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt, x)
|
||
|
|
||
|
# Test negative input
|
||
|
x = stats.loggamma.rvs(5, size=50) - 5
|
||
|
assert np.all(x < 0)
|
||
|
xt = stats.yeojohnson(x, lmbda=2)
|
||
|
assert_allclose(xt, -np.log(-x + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt, x)
|
||
|
xt = stats.yeojohnson(x, lmbda=3)
|
||
|
assert_allclose(xt, 1 / (-x + 1) - 1)
|
||
|
|
||
|
# test both positive and negative input
|
||
|
x = stats.loggamma.rvs(5, size=50) - 2
|
||
|
assert not np.all(x < 0)
|
||
|
assert not np.all(x >= 0)
|
||
|
pos = x >= 0
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt[pos], x[pos])
|
||
|
xt = stats.yeojohnson(x, lmbda=-1)
|
||
|
assert_allclose(xt[pos], 1 - 1 / (x[pos] + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=0)
|
||
|
assert_allclose(xt[pos], np.log(x[pos] + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt[pos], x[pos])
|
||
|
|
||
|
neg = ~pos
|
||
|
xt = stats.yeojohnson(x, lmbda=2)
|
||
|
assert_allclose(xt[neg], -np.log(-x[neg] + 1))
|
||
|
xt = stats.yeojohnson(x, lmbda=1)
|
||
|
assert_allclose(xt[neg], x[neg])
|
||
|
xt = stats.yeojohnson(x, lmbda=3)
|
||
|
assert_allclose(xt[neg], 1 / (-x[neg] + 1) - 1)
|
||
|
|
||
|
@pytest.mark.parametrize('lmbda', [0, .1, .5, 2])
|
||
|
def test_lmbda_None(self, lmbda):
|
||
|
# Start from normal rv's, do inverse transform to check that
|
||
|
# optimization function gets close to the right answer.
|
||
|
|
||
|
def _inverse_transform(x, lmbda):
|
||
|
x_inv = np.zeros(x.shape, dtype=x.dtype)
|
||
|
pos = x >= 0
|
||
|
|
||
|
# when x >= 0
|
||
|
if abs(lmbda) < np.spacing(1.):
|
||
|
x_inv[pos] = np.exp(x[pos]) - 1
|
||
|
else: # lmbda != 0
|
||
|
x_inv[pos] = np.power(x[pos] * lmbda + 1, 1 / lmbda) - 1
|
||
|
|
||
|
# when x < 0
|
||
|
if abs(lmbda - 2) > np.spacing(1.):
|
||
|
x_inv[~pos] = 1 - np.power(-(2 - lmbda) * x[~pos] + 1,
|
||
|
1 / (2 - lmbda))
|
||
|
else: # lmbda == 2
|
||
|
x_inv[~pos] = 1 - np.exp(-x[~pos])
|
||
|
|
||
|
return x_inv
|
||
|
|
||
|
np.random.seed(1234567)
|
||
|
n_samples = 20000
|
||
|
x = np.random.normal(loc=0, scale=1, size=(n_samples))
|
||
|
|
||
|
x_inv = _inverse_transform(x, lmbda)
|
||
|
xt, maxlog = stats.yeojohnson(x_inv)
|
||
|
|
||
|
assert_allclose(maxlog, lmbda, atol=1e-2)
|
||
|
|
||
|
assert_almost_equal(0, np.linalg.norm(x - xt) / n_samples, decimal=2)
|
||
|
assert_almost_equal(0, xt.mean(), decimal=1)
|
||
|
assert_almost_equal(1, xt.std(), decimal=1)
|
||
|
|
||
|
def test_empty(self):
|
||
|
assert_(stats.yeojohnson([]).shape == (0,))
|
||
|
|
||
|
def test_array_like(self):
|
||
|
np.random.seed(54321)
|
||
|
x = stats.norm.rvs(size=100, loc=0)
|
||
|
xt1, _ = stats.yeojohnson(x)
|
||
|
xt2, _ = stats.yeojohnson(list(x))
|
||
|
assert_allclose(xt1, xt2, rtol=1e-12)
|
||
|
|
||
|
@pytest.mark.parametrize('dtype', [np.complex64, np.complex128])
|
||
|
def test_input_dtype_complex(self, dtype):
|
||
|
x = np.arange(6, dtype=dtype)
|
||
|
err_msg = ('Yeo-Johnson transformation is not defined for complex '
|
||
|
'numbers.')
|
||
|
with pytest.raises(ValueError, match=err_msg):
|
||
|
stats.yeojohnson(x)
|
||
|
|
||
|
@pytest.mark.parametrize('dtype', [np.int8, np.uint8, np.int16, np.int32])
|
||
|
def test_input_dtype_integer(self, dtype):
|
||
|
x_int = np.arange(8, dtype=dtype)
|
||
|
x_float = np.arange(8, dtype=np.float64)
|
||
|
xt_int, lmbda_int = stats.yeojohnson(x_int)
|
||
|
xt_float, lmbda_float = stats.yeojohnson(x_float)
|
||
|
assert_allclose(xt_int, xt_float, rtol=1e-7)
|
||
|
assert_allclose(lmbda_int, lmbda_float, rtol=1e-7)
|
||
|
|
||
|
|
||
|
class TestYeojohnsonNormmax(object):
|
||
|
def setup_method(self):
|
||
|
np.random.seed(12345)
|
||
|
self.x = stats.loggamma.rvs(5, size=50) + 5
|
||
|
|
||
|
def test_mle(self):
|
||
|
maxlog = stats.yeojohnson_normmax(self.x)
|
||
|
assert_allclose(maxlog, 1.876393, rtol=1e-6)
|
||
|
|
||
|
def test_darwin_example(self):
|
||
|
# test from original paper "A new family of power transformations to
|
||
|
# improve normality or symmetry" by Yeo and Johnson.
|
||
|
x = [6.1, -8.4, 1.0, 2.0, 0.7, 2.9, 3.5, 5.1, 1.8, 3.6, 7.0, 3.0, 9.3,
|
||
|
7.5, -6.0]
|
||
|
lmbda = stats.yeojohnson_normmax(x)
|
||
|
assert np.allclose(lmbda, 1.305, atol=1e-3)
|
||
|
|
||
|
|
||
|
class TestCircFuncs(object):
|
||
|
@pytest.mark.parametrize("test_func,expected",
|
||
|
[(stats.circmean, 0.167690146),
|
||
|
(stats.circvar, 42.51955609),
|
||
|
(stats.circstd, 6.520702116)])
|
||
|
def test_circfuncs(self, test_func, expected):
|
||
|
x = np.array([355, 5, 2, 359, 10, 350])
|
||
|
assert_allclose(test_func(x, high=360), expected, rtol=1e-7)
|
||
|
|
||
|
def test_circfuncs_small(self):
|
||
|
x = np.array([20, 21, 22, 18, 19, 20.5, 19.2])
|
||
|
M1 = x.mean()
|
||
|
M2 = stats.circmean(x, high=360)
|
||
|
assert_allclose(M2, M1, rtol=1e-5)
|
||
|
|
||
|
V1 = x.var()
|
||
|
V2 = stats.circvar(x, high=360)
|
||
|
assert_allclose(V2, V1, rtol=1e-4)
|
||
|
|
||
|
S1 = x.std()
|
||
|
S2 = stats.circstd(x, high=360)
|
||
|
assert_allclose(S2, S1, rtol=1e-4)
|
||
|
|
||
|
def test_circmean_axis(self):
|
||
|
x = np.array([[355, 5, 2, 359, 10, 350],
|
||
|
[351, 7, 4, 352, 9, 349],
|
||
|
[357, 9, 8, 358, 4, 356]])
|
||
|
M1 = stats.circmean(x, high=360)
|
||
|
M2 = stats.circmean(x.ravel(), high=360)
|
||
|
assert_allclose(M1, M2, rtol=1e-14)
|
||
|
|
||
|
M1 = stats.circmean(x, high=360, axis=1)
|
||
|
M2 = [stats.circmean(x[i], high=360) for i in range(x.shape[0])]
|
||
|
assert_allclose(M1, M2, rtol=1e-14)
|
||
|
|
||
|
M1 = stats.circmean(x, high=360, axis=0)
|
||
|
M2 = [stats.circmean(x[:, i], high=360) for i in range(x.shape[1])]
|
||
|
assert_allclose(M1, M2, rtol=1e-14)
|
||
|
|
||
|
def test_circvar_axis(self):
|
||
|
x = np.array([[355, 5, 2, 359, 10, 350],
|
||
|
[351, 7, 4, 352, 9, 349],
|
||
|
[357, 9, 8, 358, 4, 356]])
|
||
|
|
||
|
V1 = stats.circvar(x, high=360)
|
||
|
V2 = stats.circvar(x.ravel(), high=360)
|
||
|
assert_allclose(V1, V2, rtol=1e-11)
|
||
|
|
||
|
V1 = stats.circvar(x, high=360, axis=1)
|
||
|
V2 = [stats.circvar(x[i], high=360) for i in range(x.shape[0])]
|
||
|
assert_allclose(V1, V2, rtol=1e-11)
|
||
|
|
||
|
V1 = stats.circvar(x, high=360, axis=0)
|
||
|
V2 = [stats.circvar(x[:, i], high=360) for i in range(x.shape[1])]
|
||
|
assert_allclose(V1, V2, rtol=1e-11)
|
||
|
|
||
|
def test_circstd_axis(self):
|
||
|
x = np.array([[355, 5, 2, 359, 10, 350],
|
||
|
[351, 7, 4, 352, 9, 349],
|
||
|
[357, 9, 8, 358, 4, 356]])
|
||
|
|
||
|
S1 = stats.circstd(x, high=360)
|
||
|
S2 = stats.circstd(x.ravel(), high=360)
|
||
|
assert_allclose(S1, S2, rtol=1e-11)
|
||
|
|
||
|
S1 = stats.circstd(x, high=360, axis=1)
|
||
|
S2 = [stats.circstd(x[i], high=360) for i in range(x.shape[0])]
|
||
|
assert_allclose(S1, S2, rtol=1e-11)
|
||
|
|
||
|
S1 = stats.circstd(x, high=360, axis=0)
|
||
|
S2 = [stats.circstd(x[:, i], high=360) for i in range(x.shape[1])]
|
||
|
assert_allclose(S1, S2, rtol=1e-11)
|
||
|
|
||
|
@pytest.mark.parametrize("test_func,expected",
|
||
|
[(stats.circmean, 0.167690146),
|
||
|
(stats.circvar, 42.51955609),
|
||
|
(stats.circstd, 6.520702116)])
|
||
|
def test_circfuncs_array_like(self, test_func, expected):
|
||
|
x = [355, 5, 2, 359, 10, 350]
|
||
|
assert_allclose(test_func(x, high=360), expected, rtol=1e-7)
|
||
|
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_empty(self, test_func):
|
||
|
assert_(np.isnan(test_func([])))
|
||
|
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_nan_propagate(self, test_func):
|
||
|
x = [355, 5, 2, 359, 10, 350, np.nan]
|
||
|
assert_(np.isnan(test_func(x, high=360)))
|
||
|
|
||
|
@pytest.mark.parametrize("test_func,expected",
|
||
|
[(stats.circmean,
|
||
|
{None: np.nan, 0: 355.66582264, 1: 0.28725053}),
|
||
|
(stats.circvar,
|
||
|
{None: np.nan, 0: 16.89976130, 1: 36.51366669}),
|
||
|
(stats.circstd,
|
||
|
{None: np.nan, 0: 4.11093193, 1: 6.04265394})])
|
||
|
def test_nan_propagate_array(self, test_func, expected):
|
||
|
x = np.array([[355, 5, 2, 359, 10, 350, 1],
|
||
|
[351, 7, 4, 352, 9, 349, np.nan],
|
||
|
[1, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]])
|
||
|
for axis in expected.keys():
|
||
|
out = test_func(x, high=360, axis=axis)
|
||
|
if axis is None:
|
||
|
assert_(np.isnan(out))
|
||
|
else:
|
||
|
assert_allclose(out[0], expected[axis], rtol=1e-7)
|
||
|
assert_(np.isnan(out[1:]).all())
|
||
|
|
||
|
@pytest.mark.parametrize("test_func,expected",
|
||
|
[(stats.circmean,
|
||
|
{None: 359.4178026893944,
|
||
|
0: np.array([353.0, 6.0, 3.0, 355.5, 9.5,
|
||
|
349.5]),
|
||
|
1: np.array([0.16769015, 358.66510252])}),
|
||
|
(stats.circvar,
|
||
|
{None: 55.362093503276725,
|
||
|
0: np.array([4.00081258, 1.00005077, 1.00005077,
|
||
|
12.25762620, 0.25000317,
|
||
|
0.25000317]),
|
||
|
1: np.array([42.51955609, 67.09872148])}),
|
||
|
(stats.circstd,
|
||
|
{None: 7.440570778057074,
|
||
|
0: np.array([2.00020313, 1.00002539, 1.00002539,
|
||
|
3.50108929, 0.50000317,
|
||
|
0.50000317]),
|
||
|
1: np.array([6.52070212, 8.19138093])})])
|
||
|
def test_nan_omit_array(self, test_func, expected):
|
||
|
x = np.array([[355, 5, 2, 359, 10, 350, np.nan],
|
||
|
[351, 7, 4, 352, 9, 349, np.nan],
|
||
|
[np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]])
|
||
|
for axis in expected.keys():
|
||
|
out = test_func(x, high=360, nan_policy='omit', axis=axis)
|
||
|
if axis is None:
|
||
|
assert_allclose(out, expected[axis], rtol=1e-7)
|
||
|
else:
|
||
|
assert_allclose(out[:-1], expected[axis], rtol=1e-7)
|
||
|
assert_(np.isnan(out[-1]))
|
||
|
|
||
|
@pytest.mark.parametrize("test_func,expected",
|
||
|
[(stats.circmean, 0.167690146),
|
||
|
(stats.circvar, 42.51955609),
|
||
|
(stats.circstd, 6.520702116)])
|
||
|
def test_nan_omit(self, test_func, expected):
|
||
|
x = [355, 5, 2, 359, 10, 350, np.nan]
|
||
|
assert_allclose(test_func(x, high=360, nan_policy='omit'),
|
||
|
expected, rtol=1e-7)
|
||
|
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_nan_omit_all(self, test_func):
|
||
|
x = [np.nan, np.nan, np.nan, np.nan, np.nan]
|
||
|
assert_(np.isnan(test_func(x, nan_policy='omit')))
|
||
|
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_nan_omit_all_axis(self, test_func):
|
||
|
x = np.array([[np.nan, np.nan, np.nan, np.nan, np.nan],
|
||
|
[np.nan, np.nan, np.nan, np.nan, np.nan]])
|
||
|
out = test_func(x, nan_policy='omit', axis=1)
|
||
|
assert_(np.isnan(out).all())
|
||
|
assert_(len(out) == 2)
|
||
|
|
||
|
@pytest.mark.parametrize("x",
|
||
|
[[355, 5, 2, 359, 10, 350, np.nan],
|
||
|
np.array([[355, 5, 2, 359, 10, 350, np.nan],
|
||
|
[351, 7, 4, 352, np.nan, 9, 349]])])
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_nan_raise(self, test_func, x):
|
||
|
assert_raises(ValueError, test_func, x, high=360, nan_policy='raise')
|
||
|
|
||
|
@pytest.mark.parametrize("x",
|
||
|
[[355, 5, 2, 359, 10, 350, np.nan],
|
||
|
np.array([[355, 5, 2, 359, 10, 350, np.nan],
|
||
|
[351, 7, 4, 352, np.nan, 9, 349]])])
|
||
|
@pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar,
|
||
|
stats.circstd])
|
||
|
def test_bad_nan_policy(self, test_func, x):
|
||
|
assert_raises(ValueError, test_func, x, high=360, nan_policy='foobar')
|
||
|
|
||
|
def test_circmean_scalar(self):
|
||
|
x = 1.
|
||
|
M1 = x
|
||
|
M2 = stats.circmean(x)
|
||
|
assert_allclose(M2, M1, rtol=1e-5)
|
||
|
|
||
|
def test_circmean_range(self):
|
||
|
# regression test for gh-6420: circmean(..., high, low) must be
|
||
|
# between `high` and `low`
|
||
|
m = stats.circmean(np.arange(0, 2, 0.1), np.pi, -np.pi)
|
||
|
assert_(m < np.pi)
|
||
|
assert_(m > -np.pi)
|
||
|
|
||
|
def test_circfuncs_unit8(self):
|
||
|
# regression test for gh-7255: overflow when working with
|
||
|
# numpy uint8 data type
|
||
|
x = np.array([150, 10], dtype='uint8')
|
||
|
assert_equal(stats.circmean(x, high=180), 170.0)
|
||
|
assert_allclose(stats.circvar(x, high=180), 437.45871686, rtol=1e-7)
|
||
|
assert_allclose(stats.circstd(x, high=180), 20.91551378, rtol=1e-7)
|
||
|
|
||
|
|
||
|
class TestMedianTest(object):
|
||
|
|
||
|
def test_bad_n_samples(self):
|
||
|
# median_test requires at least two samples.
|
||
|
assert_raises(ValueError, stats.median_test, [1, 2, 3])
|
||
|
|
||
|
def test_empty_sample(self):
|
||
|
# Each sample must contain at least one value.
|
||
|
assert_raises(ValueError, stats.median_test, [], [1, 2, 3])
|
||
|
|
||
|
def test_empty_when_ties_ignored(self):
|
||
|
# The grand median is 1, and all values in the first argument are
|
||
|
# equal to the grand median. With ties="ignore", those values are
|
||
|
# ignored, which results in the first sample being (in effect) empty.
|
||
|
# This should raise a ValueError.
|
||
|
assert_raises(ValueError, stats.median_test,
|
||
|
[1, 1, 1, 1], [2, 0, 1], [2, 0], ties="ignore")
|
||
|
|
||
|
def test_empty_contingency_row(self):
|
||
|
# The grand median is 1, and with the default ties="below", all the
|
||
|
# values in the samples are counted as being below the grand median.
|
||
|
# This would result a row of zeros in the contingency table, which is
|
||
|
# an error.
|
||
|
assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1])
|
||
|
|
||
|
# With ties="above", all the values are counted as above the
|
||
|
# grand median.
|
||
|
assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1],
|
||
|
ties="above")
|
||
|
|
||
|
def test_bad_ties(self):
|
||
|
assert_raises(ValueError, stats.median_test, [1, 2, 3], [4, 5],
|
||
|
ties="foo")
|
||
|
|
||
|
def test_bad_nan_policy(self):
|
||
|
assert_raises(ValueError, stats.median_test, [1, 2, 3], [4, 5], nan_policy='foobar')
|
||
|
|
||
|
def test_bad_keyword(self):
|
||
|
assert_raises(TypeError, stats.median_test, [1, 2, 3], [4, 5],
|
||
|
foo="foo")
|
||
|
|
||
|
def test_simple(self):
|
||
|
x = [1, 2, 3]
|
||
|
y = [1, 2, 3]
|
||
|
stat, p, med, tbl = stats.median_test(x, y)
|
||
|
|
||
|
# The median is floating point, but this equality test should be safe.
|
||
|
assert_equal(med, 2.0)
|
||
|
|
||
|
assert_array_equal(tbl, [[1, 1], [2, 2]])
|
||
|
|
||
|
# The expected values of the contingency table equal the contingency
|
||
|
# table, so the statistic should be 0 and the p-value should be 1.
|
||
|
assert_equal(stat, 0)
|
||
|
assert_equal(p, 1)
|
||
|
|
||
|
def test_ties_options(self):
|
||
|
# Test the contingency table calculation.
|
||
|
x = [1, 2, 3, 4]
|
||
|
y = [5, 6]
|
||
|
z = [7, 8, 9]
|
||
|
# grand median is 5.
|
||
|
|
||
|
# Default 'ties' option is "below".
|
||
|
stat, p, m, tbl = stats.median_test(x, y, z)
|
||
|
assert_equal(m, 5)
|
||
|
assert_equal(tbl, [[0, 1, 3], [4, 1, 0]])
|
||
|
|
||
|
stat, p, m, tbl = stats.median_test(x, y, z, ties="ignore")
|
||
|
assert_equal(m, 5)
|
||
|
assert_equal(tbl, [[0, 1, 3], [4, 0, 0]])
|
||
|
|
||
|
stat, p, m, tbl = stats.median_test(x, y, z, ties="above")
|
||
|
assert_equal(m, 5)
|
||
|
assert_equal(tbl, [[0, 2, 3], [4, 0, 0]])
|
||
|
|
||
|
def test_nan_policy_options(self):
|
||
|
x = [1, 2, np.nan]
|
||
|
y = [4, 5, 6]
|
||
|
mt1 = stats.median_test(x, y, nan_policy='propagate')
|
||
|
s, p, m, t = stats.median_test(x, y, nan_policy='omit')
|
||
|
|
||
|
assert_equal(mt1, (np.nan, np.nan, np.nan, None))
|
||
|
assert_allclose(s, 0.31250000000000006)
|
||
|
assert_allclose(p, 0.57615012203057869)
|
||
|
assert_equal(m, 4.0)
|
||
|
assert_equal(t, np.array([[0, 2],[2, 1]]))
|
||
|
assert_raises(ValueError, stats.median_test, x, y, nan_policy='raise')
|
||
|
|
||
|
def test_basic(self):
|
||
|
# median_test calls chi2_contingency to compute the test statistic
|
||
|
# and p-value. Make sure it hasn't screwed up the call...
|
||
|
|
||
|
x = [1, 2, 3, 4, 5]
|
||
|
y = [2, 4, 6, 8]
|
||
|
|
||
|
stat, p, m, tbl = stats.median_test(x, y)
|
||
|
assert_equal(m, 4)
|
||
|
assert_equal(tbl, [[1, 2], [4, 2]])
|
||
|
|
||
|
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl)
|
||
|
assert_allclose(stat, exp_stat)
|
||
|
assert_allclose(p, exp_p)
|
||
|
|
||
|
stat, p, m, tbl = stats.median_test(x, y, lambda_=0)
|
||
|
assert_equal(m, 4)
|
||
|
assert_equal(tbl, [[1, 2], [4, 2]])
|
||
|
|
||
|
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, lambda_=0)
|
||
|
assert_allclose(stat, exp_stat)
|
||
|
assert_allclose(p, exp_p)
|
||
|
|
||
|
stat, p, m, tbl = stats.median_test(x, y, correction=False)
|
||
|
assert_equal(m, 4)
|
||
|
assert_equal(tbl, [[1, 2], [4, 2]])
|
||
|
|
||
|
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, correction=False)
|
||
|
assert_allclose(stat, exp_stat)
|
||
|
assert_allclose(p, exp_p)
|