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- """ Test functions for stats module
- WRITTEN BY LOUIS LUANGKESORN <lluang@yahoo.com> FOR THE STATS MODULE
- BASED ON WILKINSON'S STATISTICS QUIZ
- https://www.stanford.edu/~clint/bench/wilk.txt
- Additional tests by a host of SciPy developers.
- """
- import math
- import os
- import re
- import warnings
- from collections import namedtuple
- from itertools import product
- import hypothesis.extra.numpy as npst
- import hypothesis
- import contextlib
- from numpy.testing import (assert_, assert_equal,
- assert_almost_equal, assert_array_almost_equal,
- assert_array_equal, assert_approx_equal,
- assert_allclose, assert_array_less)
- import pytest
- from pytest import raises as assert_raises
- from numpy import array, arange, float32, power
- import numpy as np
- import scipy.stats as stats
- import scipy.stats._mstats_basic as mstats_basic
- from scipy.stats._ksstats import kolmogn
- from scipy.special._testutils import FuncData
- from scipy import optimize, special
- from .common_tests import check_named_results
- from scipy.stats._axis_nan_policy import (_broadcast_concatenate, SmallSampleWarning,
- too_small_nd_omit, too_small_nd_not_omit,
- too_small_1d_omit, too_small_1d_not_omit)
- from scipy.stats._stats_py import (_chk_asarray, _moment,
- LinregressResult, _xp_mean, _xp_var, _SimpleChi2)
- from scipy._lib._util import AxisError
- from scipy.conftest import skip_xp_invalid_arg
- from scipy._lib._array_api import (array_namespace, eager_warns, is_lazy_array,
- is_numpy, is_torch, xp_default_dtype, xp_size,
- SCIPY_ARRAY_API, make_xp_test_case, xp_ravel,
- xp_swapaxes)
- from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal
- import scipy._lib.array_api_extra as xpx
- lazy_xp_modules = [stats]
- skip_xp_backends = pytest.mark.skip_xp_backends
- xfail_xp_backends = pytest.mark.xfail_xp_backends
- """ Numbers in docstrings beginning with 'W' refer to the section numbers
- and headings found in the STATISTICS QUIZ of Leland Wilkinson. These are
- considered to be essential functionality. True testing and
- evaluation of a statistics package requires use of the
- NIST Statistical test data. See McCoullough(1999) Assessing The Reliability
- of Statistical Software for a test methodology and its
- implementation in testing SAS, SPSS, and S-Plus
- """
- # Datasets
- # These data sets are from the nasty.dat sets used by Wilkinson
- # For completeness, I should write the relevant tests and count them as failures
- # Somewhat acceptable, since this is still beta software. It would count as a
- # good target for 1.0 status
- X = array([1,2,3,4,5,6,7,8,9], float)
- ZERO = array([0,0,0,0,0,0,0,0,0], float)
- BIG = array([99999991,99999992,99999993,99999994,99999995,99999996,99999997,
- 99999998,99999999], float)
- LITTLE = array([0.99999991,0.99999992,0.99999993,0.99999994,0.99999995,0.99999996,
- 0.99999997,0.99999998,0.99999999], float)
- HUGE = array([1e+12,2e+12,3e+12,4e+12,5e+12,6e+12,7e+12,8e+12,9e+12], float)
- TINY = array([1e-12,2e-12,3e-12,4e-12,5e-12,6e-12,7e-12,8e-12,9e-12], float)
- ROUND = array([0.5,1.5,2.5,3.5,4.5,5.5,6.5,7.5,8.5], float)
- class TestTrimmedStats:
- # TODO: write these tests to handle missing values properly
- dprec = np.finfo(np.float64).precision
- @make_xp_test_case(stats.tmean)
- def test_tmean(self, xp):
- default_dtype = xp_default_dtype(xp)
- x = xp.asarray(X, dtype=default_dtype)
- y = stats.tmean(x, (2, 8), (True, True))
- xp_assert_close(y, xp.asarray(5.0))
- y1 = stats.tmean(x, limits=(2, 8), inclusive=(False, False))
- y2 = stats.tmean(x, limits=None)
- xp_assert_close(y1, y2)
- x_2d = xp.reshape(xp.arange(63.), (9, 7))
- y = stats.tmean(x_2d, axis=None)
- xp_assert_close(y, xp.mean(x_2d))
- y = stats.tmean(x_2d, axis=0)
- xp_assert_close(y, xp.mean(x_2d, axis=0))
- y = stats.tmean(x_2d, axis=1)
- xp_assert_close(y, xp.mean(x_2d, axis=1))
- y = stats.tmean(x_2d, limits=(2, 61), axis=None)
- xp_assert_close(y, xp.asarray(31.5))
- y = stats.tmean(x_2d, limits=(2, 21), axis=0)
- y_true = [14, 11.5, 9, 10, 11, 12, 13]
- xp_assert_close(y, xp.asarray(y_true))
- y = stats.tmean(x_2d, limits=(2, 21), inclusive=(True, False), axis=0)
- y_true = [10.5, 11.5, 9, 10, 11, 12, 13]
- xp_assert_close(y, xp.asarray(y_true))
- x_2d_with_nan = xpx.at(x_2d)[-1, -3:].set(xp.nan, copy=True)
- y = stats.tmean(x_2d_with_nan, limits=(1, 13), axis=0)
- y_true = [7, 4.5, 5.5, 6.5, xp.nan, xp.nan, xp.nan]
- xp_assert_close(y, xp.asarray(y_true))
- y = stats.tmean(x_2d, limits=(2, 21), axis=1)
- y_true = [4, 10, 17, 21, xp.nan, xp.nan, xp.nan, xp.nan, xp.nan]
- xp_assert_close(y, xp.asarray(y_true))
- y = stats.tmean(x_2d, limits=(2, 21),
- inclusive=(False, True), axis=1)
- y_true = [4.5, 10, 17, 21, xp.nan, xp.nan, xp.nan, xp.nan, xp.nan]
- xp_assert_close(y, xp.asarray(y_true))
- @make_xp_test_case(stats.tvar)
- @pytest.mark.filterwarnings(
- "ignore:invalid value encountered in divide:RuntimeWarning:dask"
- )
- def test_tvar(self, xp):
- x = xp.asarray(X.tolist()) # use default dtype of xp
- y = stats.tvar(x, limits=(2, 8), inclusive=(True, True))
- xp_assert_close(y, xp.asarray(4.6666666666666661))
- y = stats.tvar(x, limits=None)
- xp_assert_close(y, xp.var(x, correction=1))
- x_2d = xp.reshape(xp.arange(63.), (9, 7))
- y = stats.tvar(x_2d, axis=None)
- xp_assert_close(y, xp.var(x_2d, correction=1))
- y = stats.tvar(x_2d, axis=0)
- xp_assert_close(y, xp.full((7,), 367.5))
- y = stats.tvar(x_2d, axis=1)
- xp_assert_close(y, xp.full((9,), 4.66666667))
- # Limiting some values along one axis
- y = stats.tvar(x_2d, limits=(1, 5), axis=1, inclusive=(True, True))
- xp_assert_close(y[0], xp.asarray(2.5))
- # Limiting all values along one axis
- y = stats.tvar(x_2d, limits=(0, 6), axis=1, inclusive=(True, True))
- xp_assert_close(y[0], xp.asarray(4.666666666666667))
- xp_assert_equal(y[1], xp.asarray(xp.nan))
- @make_xp_test_case(stats.tstd)
- def test_tstd(self, xp):
- x = xp.asarray(X.tolist()) # use default dtype of xp
- y = stats.tstd(x, (2, 8), (True, True))
- xp_assert_close(y, xp.asarray(2.1602468994692865))
- y = stats.tstd(x, limits=None)
- xp_assert_close(y, xp.std(x, correction=1))
- @make_xp_test_case(stats.tmin)
- def test_tmin(self, xp):
- x = xp.arange(10.)
- xp_assert_equal(stats.tmin(x), xp.asarray(0.))
- xp_assert_equal(stats.tmin(x, lowerlimit=0), xp.asarray(0.))
- xp_assert_equal(stats.tmin(x, lowerlimit=0, inclusive=False), xp.asarray(1.))
- x = xp.reshape(x, (5, 2))
- xp_assert_equal(stats.tmin(x, lowerlimit=0, inclusive=False),
- xp.asarray([2., 1.]))
- xp_assert_equal(stats.tmin(x, axis=1), xp.asarray([0., 2., 4., 6., 8.]))
- xp_assert_equal(stats.tmin(x, axis=None), xp.asarray(0.))
- x = xpx.at(xp.arange(10.), 9).set(xp.nan)
- xp_assert_equal(stats.tmin(x), xp.asarray(xp.nan))
- # check that if a full slice is masked, the output returns a
- # nan instead of a garbage value.
- x = xp.reshape(xp.arange(16), (4, 4))
- res = stats.tmin(x, lowerlimit=4, axis=1)
- xp_assert_equal(res, xp.asarray([np.nan, 4, 8, 12]))
- @skip_xp_backends(np_only=True,
- reason="Only NumPy arrays support scalar input/`nan_policy`.")
- def test_tmin_scalar_and_nanpolicy(self, xp):
- assert_equal(stats.tmin(4), 4)
- x = np.arange(10.)
- x[9] = np.nan
- with warnings.catch_warnings():
- warnings.filterwarnings("ignore", "invalid value", RuntimeWarning)
- assert_equal(stats.tmin(x, nan_policy='omit'), 0.)
- msg = "The input contains nan values"
- with assert_raises(ValueError, match=msg):
- stats.tmin(x, nan_policy='raise')
- msg = "nan_policy must be one of..."
- with assert_raises(ValueError, match=msg):
- stats.tmin(x, nan_policy='foobar')
- @make_xp_test_case(stats.tmax)
- def test_tmax(self, xp):
- x = xp.arange(10.)
- xp_assert_equal(stats.tmax(x), xp.asarray(9.))
- xp_assert_equal(stats.tmax(x, upperlimit=9), xp.asarray(9.))
- xp_assert_equal(stats.tmax(x, upperlimit=9, inclusive=False), xp.asarray(8.))
- x = xp.reshape(x, (5, 2))
- xp_assert_equal(stats.tmax(x, upperlimit=9, inclusive=False),
- xp.asarray([8., 7.]))
- xp_assert_equal(stats.tmax(x, axis=1), xp.asarray([1., 3., 5., 7., 9.]))
- xp_assert_equal(stats.tmax(x, axis=None), xp.asarray(9.))
- x = xpx.at(xp.arange(10.), 9).set(xp.nan)
- xp_assert_equal(stats.tmax(x), xp.asarray(xp.nan))
- # check that if a full slice is masked, the output returns a
- # nan instead of a garbage value.
- with warnings.catch_warnings():
- warnings.filterwarnings(
- "ignore", "All-NaN slice encountered", RuntimeWarning)
- x = xp.reshape(xp.arange(16), (4, 4))
- res = stats.tmax(x, upperlimit=11, axis=1)
- xp_assert_equal(res, xp.asarray([3, 7, 11, np.nan]))
- @skip_xp_backends(np_only=True,
- reason="Only NumPy arrays support scalar input/`nan_policy`.")
- def test_tmax_scalar_and_nanpolicy(self, xp):
- assert_equal(stats.tmax(4), 4)
- x = np.arange(10.)
- x[6] = np.nan
- with warnings.catch_warnings():
- warnings.filterwarnings("ignore", "invalid value", RuntimeWarning)
- assert_equal(stats.tmax(x, nan_policy='omit'), 9.)
- msg = "The input contains nan values"
- with assert_raises(ValueError, match=msg):
- stats.tmax(x, nan_policy='raise')
- msg = "nan_policy must be one of..."
- with assert_raises(ValueError, match=msg):
- stats.tmax(x, nan_policy='foobar')
- @make_xp_test_case(stats.tmin, stats.tmax)
- def test_tmin_tmax_int_dtype(self, xp):
- x = xp.reshape(xp.arange(10, dtype=xp.int16), (2, 5)).T
- # When tmin/tmax don't need to inject any NaNs,
- # retain the input dtype. Dask/JAX can't inspect
- # the data so they always return float.
- expect_dtype = xp_default_dtype(xp) if is_lazy_array(x) else x.dtype
- xp_assert_equal(stats.tmin(x), xp.asarray([0, 5], dtype=expect_dtype))
- xp_assert_equal(stats.tmax(x), xp.asarray([4, 9], dtype=expect_dtype))
- # When they do inject NaNs, all backends behave the same.
- xp_assert_equal(stats.tmin(x, lowerlimit=6), xp.asarray([xp.nan, 6.]))
- xp_assert_equal(stats.tmax(x, upperlimit=3), xp.asarray([3., xp.nan]))
- @skip_xp_backends(eager_only=True, reason="Only with data-dependent output dtype")
- @make_xp_test_case(stats.tmin, stats.tmax)
- def test_gh_22626(self, xp):
- # Test that `tmin`/`tmax` returns exact result with outrageously large integers
- x = xp.arange(2**62, 2**62+10)
- xp_assert_equal(stats.tmin(x[None, :]), x)
- xp_assert_equal(stats.tmax(x[None, :]), x)
- @make_xp_test_case(stats.tsem)
- def test_tsem(self, xp):
- x = xp.asarray(X.tolist()) # use default dtype of xp
- y = stats.tsem(x, limits=(3, 8), inclusive=(False, True))
- y_ref = xp.asarray([4., 5., 6., 7., 8.])
- xp_assert_close(y, xp.std(y_ref, correction=1) / xp_size(y_ref)**0.5)
- xp_assert_close(stats.tsem(x, limits=[-1, 10]), stats.tsem(x, limits=None))
- class TestPearsonrWilkinson:
- """ W.II.D. Compute a correlation matrix on all the variables.
- All the correlations, except for ZERO and MISS, should be exactly 1.
- ZERO and MISS should have undefined or missing correlations with the
- other variables. The same should go for SPEARMAN correlations, if
- your program has them.
- """
- def test_pXX(self):
- y = stats.pearsonr(X,X)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pXBIG(self):
- y = stats.pearsonr(X,BIG)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pXLITTLE(self):
- y = stats.pearsonr(X,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pXHUGE(self):
- y = stats.pearsonr(X,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pXTINY(self):
- y = stats.pearsonr(X,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pXROUND(self):
- y = stats.pearsonr(X,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pBIGBIG(self):
- y = stats.pearsonr(BIG,BIG)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pBIGLITTLE(self):
- y = stats.pearsonr(BIG,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pBIGHUGE(self):
- y = stats.pearsonr(BIG,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pBIGTINY(self):
- y = stats.pearsonr(BIG,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pBIGROUND(self):
- y = stats.pearsonr(BIG,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pLITTLELITTLE(self):
- y = stats.pearsonr(LITTLE,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pLITTLEHUGE(self):
- y = stats.pearsonr(LITTLE,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pLITTLETINY(self):
- y = stats.pearsonr(LITTLE,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pLITTLEROUND(self):
- y = stats.pearsonr(LITTLE,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pHUGEHUGE(self):
- y = stats.pearsonr(HUGE,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pHUGETINY(self):
- y = stats.pearsonr(HUGE,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pHUGEROUND(self):
- y = stats.pearsonr(HUGE,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pTINYTINY(self):
- y = stats.pearsonr(TINY,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pTINYROUND(self):
- y = stats.pearsonr(TINY,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_pROUNDROUND(self):
- y = stats.pearsonr(ROUND,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- @make_xp_test_case(stats.pearsonr)
- class TestPearsonr:
- def test_pearsonr_result_attributes(self):
- res = stats.pearsonr(X, X)
- attributes = ('correlation', 'pvalue')
- check_named_results(res, attributes)
- assert_equal(res.correlation, res.statistic)
- def test_r_almost_exactly_pos1(self, xp):
- a = xp.arange(3.0)
- r, prob = stats.pearsonr(a, a)
- xp_assert_close(r, xp.asarray(1.0), atol=1e-15)
- # With n = len(a) = 3, the error in prob grows like the
- # square root of the error in r.
- xp_assert_close(prob, xp.asarray(0.0), atol=np.sqrt(2*np.spacing(1.0)))
- def test_r_almost_exactly_neg1(self, xp):
- a = xp.arange(3.0)
- r, prob = stats.pearsonr(a, -a)
- xp_assert_close(r, xp.asarray(-1.0), atol=1e-15)
- # With n = len(a) = 3, the error in prob grows like the
- # square root of the error in r.
- xp_assert_close(prob, xp.asarray(0.0), atol=np.sqrt(2*np.spacing(1.0)))
- def test_basic(self, xp):
- # A basic test, with a correlation coefficient
- # that is not 1 or -1.
- a = xp.asarray([-1, 0, 1])
- b = xp.asarray([0, 0, 3])
- r, prob = stats.pearsonr(a, b)
- xp_assert_close(r, xp.asarray(3**0.5/2))
- xp_assert_close(prob, xp.asarray(1/3))
- def test_constant_input(self, xp):
- # Zero variance input
- # See https://github.com/scipy/scipy/issues/3728
- x = xp.asarray([0.667, 0.667, 0.667])
- y = xp.asarray([0.123, 0.456, 0.789])
- msg = "An input array is constant"
- with eager_warns(stats.ConstantInputWarning, match=msg, xp=xp):
- r, p = stats.pearsonr(x, y)
- xp_assert_close(r, xp.asarray(xp.nan))
- xp_assert_close(p, xp.asarray(xp.nan))
- @pytest.mark.parametrize('dtype', ['float32', 'float64'])
- def test_near_constant_input(self, xp, dtype):
- npdtype = getattr(np, dtype)
- dtype = getattr(xp, dtype)
- # Near constant input (but not constant):
- x = xp.asarray([2, 2, 2 + np.spacing(2, dtype=npdtype)], dtype=dtype)
- y = xp.asarray([3, 3, 3 + 6*np.spacing(3, dtype=npdtype)], dtype=dtype)
- msg = "An input array is nearly constant; the computed"
- with eager_warns(stats.NearConstantInputWarning, match=msg, xp=xp):
- # r and p are garbage, so don't bother checking them in this case.
- # (The exact value of r would be 1.)
- stats.pearsonr(x, y)
- def test_very_small_input_values(self, xp):
- # Very small values in an input. A naive implementation will
- # suffer from underflow.
- # See https://github.com/scipy/scipy/issues/9353
- x = xp.asarray([0.004434375, 0.004756007, 0.003911996, 0.0038005, 0.003409971],
- dtype=xp.float64)
- y = xp.asarray([2.48e-188, 7.41e-181, 4.09e-208, 2.08e-223, 2.66e-245],
- dtype=xp.float64)
- r, p = stats.pearsonr(x, y)
- # The expected values were computed using mpmath with 80 digits
- # of precision.
- xp_assert_close(r, xp.asarray(0.7272930540750450, dtype=xp.float64))
- xp_assert_close(p, xp.asarray(0.1637805429533202, dtype=xp.float64))
- def test_very_large_input_values(self, xp):
- # Very large values in an input. A naive implementation will
- # suffer from overflow.
- # See https://github.com/scipy/scipy/issues/8980
- x = 1e90*xp.asarray([0, 0, 0, 1, 1, 1, 1], dtype=xp.float64)
- y = 1e90*xp.arange(7, dtype=xp.float64)
- r, p = stats.pearsonr(x, y)
- # The expected values were computed using mpmath with 80 digits
- # of precision.
- xp_assert_close(r, xp.asarray(0.8660254037844386, dtype=xp.float64))
- xp_assert_close(p, xp.asarray(0.011724811003954638, dtype=xp.float64))
- def test_extremely_large_input_values(self, xp):
- # Extremely large values in x and y. These values would cause the
- # product sigma_x * sigma_y to overflow if the two factors were
- # computed independently.
- x = xp.asarray([2.3e200, 4.5e200, 6.7e200, 8e200], dtype=xp.float64)
- y = xp.asarray([1.2e199, 5.5e200, 3.3e201, 1.0e200], dtype=xp.float64)
- r, p = stats.pearsonr(x, y)
- # The expected values were computed using mpmath with 80 digits
- # of precision.
- xp_assert_close(r, xp.asarray(0.351312332103289, dtype=xp.float64))
- xp_assert_close(p, xp.asarray(0.648687667896711, dtype=xp.float64))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_length_two_pos1(self, xp):
- # Inputs with length 2.
- # See https://github.com/scipy/scipy/issues/7730
- x = xp.asarray([1., 2.])
- y = xp.asarray([3., 5.])
- res = stats.pearsonr(x, y)
- r, p = res
- one = xp.asarray(1.)
- xp_assert_equal(r, one)
- xp_assert_equal(p, one)
- low, high = res.confidence_interval()
- xp_assert_equal(low, -one)
- xp_assert_equal(high, one)
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_length_two_neg1(self, xp):
- # Inputs with length 2.
- # See https://github.com/scipy/scipy/issues/7730
- x = xp.asarray([2., 1.])
- y = xp.asarray([3., 5.])
- res = stats.pearsonr(x, y)
- r, p = res
- one = xp.asarray(1.)
- xp_assert_equal(r, -one)
- xp_assert_equal(p, one)
- low, high = res.confidence_interval()
- xp_assert_equal(low, -one)
- xp_assert_equal(high, one)
- @pytest.mark.filterwarnings("ignore:invalid value encountered in divide")
- def test_length_two_constant_input(self, xp):
- # Zero variance input
- # See https://github.com/scipy/scipy/issues/3728
- # and https://github.com/scipy/scipy/issues/7730
- x = xp.asarray([0.667, 0.667])
- y = xp.asarray([0.123, 0.456])
- msg = "An input array is constant"
- with eager_warns(stats.ConstantInputWarning, match=msg, xp=xp):
- r, p = stats.pearsonr(x, y)
- xp_assert_close(r, xp.asarray(xp.nan))
- xp_assert_close(p, xp.asarray(xp.nan))
- # Expected values computed with R 3.6.2 cor.test, e.g.
- # options(digits=16)
- # x <- c(1, 2, 3, 4)
- # y <- c(0, 1, 0.5, 1)
- # cor.test(x, y, method = "pearson", alternative = "g")
- # correlation coefficient and p-value for alternative='two-sided'
- # calculated with mpmath agree to 16 digits.
- @skip_xp_backends(np_only=True)
- @pytest.mark.parametrize('alternative, pval, rlow, rhigh, sign',
- [('two-sided', 0.325800137536, -0.814938968841, 0.99230697523, 1),
- ('less', 0.8370999312316, -1, 0.985600937290653, 1),
- ('greater', 0.1629000687684, -0.6785654158217636, 1, 1),
- ('two-sided', 0.325800137536, -0.992306975236, 0.81493896884, -1),
- ('less', 0.1629000687684, -1.0, 0.6785654158217636, -1),
- ('greater', 0.8370999312316, -0.985600937290653, 1.0, -1)])
- def test_basic_example(self, alternative, pval, rlow, rhigh, sign, xp):
- x = [1, 2, 3, 4]
- y = np.array([0, 1, 0.5, 1]) * sign
- result = stats.pearsonr(x, y, alternative=alternative)
- assert_allclose(result.statistic, 0.6741998624632421*sign, rtol=1e-12)
- assert_allclose(result.pvalue, pval, rtol=1e-6)
- ci = result.confidence_interval()
- assert_allclose(ci, (rlow, rhigh), rtol=1e-6)
- def test_negative_correlation_pvalue_gh17795(self, xp):
- x = xp.arange(10.)
- y = -x
- test_greater = stats.pearsonr(x, y, alternative='greater')
- test_less = stats.pearsonr(x, y, alternative='less')
- xp_assert_close(test_greater.pvalue, xp.asarray(1.))
- xp_assert_close(test_less.pvalue, xp.asarray(0.), atol=1e-20)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_length3_r_exactly_negative_one(self, xp):
- x = xp.asarray([1., 2., 3.])
- y = xp.asarray([5., -4., -13.])
- res = stats.pearsonr(x, y)
- # The expected r and p are exact.
- r, p = res
- one = xp.asarray(1.0)
- xp_assert_close(r, -one)
- xp_assert_close(p, 0*one, atol=1e-7)
- low, high = res.confidence_interval()
- xp_assert_equal(low, -one)
- xp_assert_equal(high, one)
- def test_input_validation(self):
- # Arraylike is np only
- x = [1, 2, 3]
- y = [4]
- message = '`x` and `y` must have the same length along `axis`.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, y)
- x = [1, 2, 3]
- y = [4, 5]
- message = '`x` and `y` must be broadcastable.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, y)
- x = [1]
- y = [2]
- message = '`x` and `y` must have length at least 2.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, y)
- x = [-1j, -2j, -3.0j]
- y = [-1j, -2j, -3.0j]
- message = 'This function does not support complex data'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, y)
- message = "`method` must be an instance of..."
- with pytest.raises(ValueError, match=message):
- stats.pearsonr([1, 2], [3, 4], method="asymptotic")
- res = stats.pearsonr([1, 2], [3, 4])
- with pytest.raises(ValueError, match=message):
- res.confidence_interval(method="exact")
- @pytest.mark.fail_slow(10)
- @pytest.mark.xfail_on_32bit("Monte Carlo method needs > a few kB of memory")
- @pytest.mark.parametrize('alternative', ('less', 'greater', 'two-sided'))
- @pytest.mark.parametrize('method_name',
- ('permutation', 'monte_carlo', 'monte_carlo2'))
- def test_resampling_pvalue(self, method_name, alternative):
- rng = np.random.default_rng(24623935790378923)
- size = (2, 100) if method_name == 'permutation' else (2, 1000)
- x = rng.normal(size=size)
- y = rng.normal(size=size)
- methods = {'permutation': stats.PermutationMethod(rng=rng),
- 'monte_carlo': stats.MonteCarloMethod(rvs=(rng.normal,)*2),
- 'monte_carlo2': stats.MonteCarloMethod(rng=1294)}
- method = methods[method_name]
- res = stats.pearsonr(x, y, alternative=alternative, method=method, axis=-1)
- ref = stats.pearsonr(x, y, alternative=alternative, axis=-1)
- assert_allclose(res.statistic, ref.statistic, rtol=1e-15)
- assert_allclose(res.pvalue, ref.pvalue, rtol=1e-2, atol=1e-3)
- if method_name == 'monte_carlo2':
- method = stats.MonteCarloMethod(rng=1294)
- res2 = stats.pearsonr(x, y, alternative=alternative, method=method, axis=-1)
- assert_equal(res2.statistic, res.statistic)
- assert_equal(res2.pvalue, res.pvalue)
- @pytest.mark.slow
- @pytest.mark.parametrize('alternative', ('less', 'greater', 'two-sided'))
- def test_bootstrap_ci(self, alternative):
- rng = np.random.default_rng(2462935790378923)
- x = rng.normal(size=(2, 100))
- y = rng.normal(size=(2, 100))
- res = stats.pearsonr(x, y, alternative=alternative, axis=-1)
- # preserve use of old random_state during SPEC 7 transition
- rng = np.random.default_rng(724358723498249852)
- method = stats.BootstrapMethod(random_state=rng)
- res_ci = res.confidence_interval(method=method)
- ref_ci = res.confidence_interval()
- assert_allclose(res_ci, ref_ci, atol=1.5e-2)
- # `rng` is the new argument name`
- rng = np.random.default_rng(724358723498249852)
- method = stats.BootstrapMethod(rng=rng)
- res_ci2 = res.confidence_interval(method=method)
- assert_allclose(res_ci2, res_ci)
- @pytest.mark.parametrize('axis', [0, 1])
- def test_axis01(self, axis):
- rng = np.random.default_rng(38572345825)
- shape = (9, 10)
- x, y = rng.normal(size=(2,) + shape)
- res = stats.pearsonr(x, y, axis=axis)
- ci = res.confidence_interval()
- if axis == 0:
- x, y = x.T, y.T
- for i in range(x.shape[0]):
- res_i = stats.pearsonr(x[i], y[i])
- ci_i = res_i.confidence_interval()
- assert_allclose(res.statistic[i], res_i.statistic)
- assert_allclose(res.pvalue[i], res_i.pvalue)
- assert_allclose(ci.low[i], ci_i.low)
- assert_allclose(ci.high[i], ci_i.high)
- def test_axis_None(self):
- rng = np.random.default_rng(38572345825)
- shape = (9, 10)
- x, y = rng.normal(size=(2,) + shape)
- res = stats.pearsonr(x, y, axis=None)
- ci = res.confidence_interval()
- ref = stats.pearsonr(x.ravel(), y.ravel())
- ci_ref = ref.confidence_interval()
- assert_allclose(res.statistic, ref.statistic)
- assert_allclose(res.pvalue, ref.pvalue)
- assert_allclose(ci, ci_ref)
- def test_nd_input_validation(self, xp):
- x = y = xp.ones((2, 5))
- message = '`axis` must be an integer.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, y, axis=1.5)
- message = '`x` and `y` must have the same length along `axis`'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, xp.ones((2, 1)), axis=1)
- message = '`x` and `y` must have length at least 2.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(xp.ones((2, 1)), xp.ones((2, 1)), axis=1)
- message = '`x` and `y` must be broadcastable.'
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, xp.ones((3, 5)), axis=1)
- message = '`method` must be `None` if arguments are not NumPy arrays.'
- if not is_numpy(xp):
- x = xp.arange(10)
- with pytest.raises(ValueError, match=message):
- stats.pearsonr(x, x, method=stats.PermutationMethod())
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_nd_special_cases(self, xp):
- rng = np.random.default_rng(34989235492245)
- x0, y0 = rng.random((4, 5)), rng.random((4, 5))
- x0[0, ...] = 1
- y0[1, ...] = 2
- x, y = xp.asarray(x0), xp.asarray(y0)
- message = 'An input array is constant'
- with eager_warns(stats.ConstantInputWarning, match=message, xp=xp):
- res = stats.pearsonr(x, y, axis=1)
- ci = res.confidence_interval()
- nans = xp.asarray([xp.nan, xp.nan], dtype=xp.float64)
- xp_assert_equal(res.statistic[0:2], nans)
- xp_assert_equal(res.pvalue[0:2], nans)
- xp_assert_equal(ci.low[0:2], nans)
- xp_assert_equal(ci.high[0:2], nans)
- assert xp.all(xp.isfinite(res.statistic[2:]))
- assert xp.all(xp.isfinite(res.pvalue[2:]))
- assert xp.all(xp.isfinite(ci.low[2:]))
- assert xp.all(xp.isfinite(ci.high[2:]))
- x0[0, 0], y0[1, 1] = 1 + 1e-15, 2 + 1e-15
- x, y = xp.asarray(x0), xp.asarray(y0)
- message = 'An input array is nearly constant'
- with eager_warns(stats.NearConstantInputWarning, match=message, xp=xp):
- stats.pearsonr(x, y, axis=1)
- # length 2 along axis
- x = xp.asarray([[1, 2], [1, 2], [2, 1], [2, 1.]])
- y = xp.asarray([[1, 2], [2, 1], [1, 2], [2, 1.]])
- ones = xp.ones(4)
- res = stats.pearsonr(x, y, axis=-1)
- ci = res.confidence_interval()
- xp_assert_close(res.statistic, xp.asarray([1, -1, -1, 1.]))
- xp_assert_close(res.pvalue, ones)
- xp_assert_close(ci.low, -ones)
- xp_assert_close(ci.high, ones)
- def test_different_dimensionality(self, xp):
- # For better or for worse, there is one difference between the broadcasting
- # behavior of most stats functions and NumPy gufuncs / NEP 5: gufuncs `axis`
- # refers to the core dimension *before* prepending `1`s to the array shapes
- # to match dimensionality; SciPy's prepends `1`s first. For instance, in
- # SciPy, `vecdot` would work just like `xp.sum(x * y, axis=axis)`, but this
- # is NOT true of NumPy. The discrepancy only arises when there are multiple
- # arguments with different dimensionality and positive indices are used,
- # which is probably why it hasn't been a problem. There are pros and cons of
- # each convention, and we might want to consider changing our behavior in
- # SciPy 2.0. For now, preserve consistency / backward compatibility.
- rng = np.random.default_rng(45834598265019344)
- x = rng.random((3, 10))
- y = rng.random(10)
- res = stats.pearsonr(x, y, axis=1)
- ref = stats.pearsonr(x, y, axis=-1)
- assert_equal(res.statistic, ref.statistic)
- @pytest.mark.parametrize('axis', [0, 1, None])
- @pytest.mark.parametrize('alternative', ['less', 'greater', 'two-sided'])
- def test_array_api(self, xp, axis, alternative):
- x, y = rng.normal(size=(2, 10, 11))
- res = stats.pearsonr(xp.asarray(x), xp.asarray(y),
- axis=axis, alternative=alternative)
- ref = stats.pearsonr(x, y, axis=axis, alternative=alternative)
- xp_assert_close(res.statistic, xp.asarray(ref.statistic))
- xp_assert_close(res.pvalue, xp.asarray(ref.pvalue))
- res_ci = res.confidence_interval()
- ref_ci = ref.confidence_interval()
- xp_assert_close(res_ci.low, xp.asarray(ref_ci.low))
- xp_assert_close(res_ci.high, xp.asarray(ref_ci.high))
- class TestFisherExact:
- """Some tests to show that fisher_exact() works correctly.
- Note that in SciPy 0.9.0 this was not working well for large numbers due to
- inaccuracy of the hypergeom distribution (see #1218). Fixed now.
- Also note that R and SciPy have different argument formats for their
- hypergeometric distribution functions.
- R:
- > phyper(18999, 99000, 110000, 39000, lower.tail = FALSE)
- [1] 1.701815e-09
- """
- def test_basic(self):
- fisher_exact = stats.fisher_exact
- res = fisher_exact([[14500, 20000], [30000, 40000]])[1]
- assert_approx_equal(res, 0.01106, significant=4)
- res = fisher_exact([[100, 2], [1000, 5]])[1]
- assert_approx_equal(res, 0.1301, significant=4)
- res = fisher_exact([[2, 7], [8, 2]])[1]
- assert_approx_equal(res, 0.0230141, significant=6)
- res = fisher_exact([[5, 1], [10, 10]])[1]
- assert_approx_equal(res, 0.1973244, significant=6)
- res = fisher_exact([[5, 15], [20, 20]])[1]
- assert_approx_equal(res, 0.0958044, significant=6)
- res = fisher_exact([[5, 16], [20, 25]])[1]
- assert_approx_equal(res, 0.1725862, significant=6)
- res = fisher_exact([[10, 5], [10, 1]])[1]
- assert_approx_equal(res, 0.1973244, significant=6)
- res = fisher_exact([[5, 0], [1, 4]])[1]
- assert_approx_equal(res, 0.04761904, significant=6)
- res = fisher_exact([[0, 1], [3, 2]])[1]
- assert_approx_equal(res, 1.0)
- res = fisher_exact([[0, 2], [6, 4]])[1]
- assert_approx_equal(res, 0.4545454545)
- res = fisher_exact([[2, 7], [8, 2]])
- assert_approx_equal(res[1], 0.0230141, significant=6)
- assert_approx_equal(res[0], 4.0 / 56)
- def test_precise(self):
- # results from R
- #
- # R defines oddsratio differently (see Notes section of fisher_exact
- # docstring), so those will not match. We leave them in anyway, in
- # case they will be useful later on. We test only the p-value.
- tablist = [
- ([[100, 2], [1000, 5]], (2.505583993422285e-001, 1.300759363430016e-001)),
- ([[2, 7], [8, 2]], (8.586235135736206e-002, 2.301413756522114e-002)),
- ([[5, 1], [10, 10]], (4.725646047336584e+000, 1.973244147157190e-001)),
- ([[5, 15], [20, 20]], (3.394396617440852e-001, 9.580440012477637e-002)),
- ([[5, 16], [20, 25]], (3.960558326183334e-001, 1.725864953812994e-001)),
- ([[10, 5], [10, 1]], (2.116112781158483e-001, 1.973244147157190e-001)),
- ([[10, 5], [10, 0]], (0.000000000000000e+000, 6.126482213438734e-002)),
- ([[5, 0], [1, 4]], (np.inf, 4.761904761904762e-002)),
- ([[0, 5], [1, 4]], (0.000000000000000e+000, 1.000000000000000e+000)),
- ([[5, 1], [0, 4]], (np.inf, 4.761904761904758e-002)),
- ([[0, 1], [3, 2]], (0.000000000000000e+000, 1.000000000000000e+000))
- ]
- for table, res_r in tablist:
- res = stats.fisher_exact(np.asarray(table))
- np.testing.assert_almost_equal(res[1], res_r[1], decimal=11,
- verbose=True)
- def test_gh4130(self):
- # Previously, a fudge factor used to distinguish between theoretically
- # and numerically different probability masses was 1e-4; it has been
- # tightened to fix gh4130. Accuracy checked against R fisher.test.
- # options(digits=16)
- # table <- matrix(c(6, 108, 37, 200), nrow = 2)
- # fisher.test(table, alternative = "t")
- x = [[6, 37], [108, 200]]
- res = stats.fisher_exact(x)
- assert_allclose(res[1], 0.005092697748126)
- # case from https://github.com/brentp/fishers_exact_test/issues/27
- # That package has an (absolute?) fudge factor of 1e-6; too big
- x = [[22, 0], [0, 102]]
- res = stats.fisher_exact(x)
- assert_allclose(res[1], 7.175066786244549e-25)
- # case from https://github.com/brentp/fishers_exact_test/issues/1
- x = [[94, 48], [3577, 16988]]
- res = stats.fisher_exact(x)
- assert_allclose(res[1], 2.069356340993818e-37)
- def test_gh9231(self):
- # Previously, fisher_exact was extremely slow for this table
- # As reported in gh-9231, the p-value should be very nearly zero
- x = [[5829225, 5692693], [5760959, 5760959]]
- res = stats.fisher_exact(x)
- assert_allclose(res[1], 0, atol=1e-170)
- @pytest.mark.slow
- def test_large_numbers(self):
- # Test with some large numbers. Regression test for #1401
- pvals = [5.56e-11, 2.666e-11, 1.363e-11] # from R
- for pval, num in zip(pvals, [75, 76, 77]):
- res = stats.fisher_exact([[17704, 496], [1065, num]])[1]
- assert_approx_equal(res, pval, significant=4)
- res = stats.fisher_exact([[18000, 80000], [20000, 90000]])[1]
- assert_approx_equal(res, 0.2751, significant=4)
- def test_raises(self):
- # test we raise an error for wrong number of dimensions.
- message = "The input `table` must have two dimensions."
- with pytest.raises(ValueError, match=message):
- stats.fisher_exact(np.arange(6))
- def test_row_or_col_zero(self):
- tables = ([[0, 0], [5, 10]],
- [[5, 10], [0, 0]],
- [[0, 5], [0, 10]],
- [[5, 0], [10, 0]])
- for table in tables:
- oddsratio, pval = stats.fisher_exact(table)
- assert_equal(pval, 1.0)
- assert_equal(oddsratio, np.nan)
- def test_less_greater(self):
- tables = (
- # Some tables to compare with R:
- [[2, 7], [8, 2]],
- [[200, 7], [8, 300]],
- [[28, 21], [6, 1957]],
- [[190, 800], [200, 900]],
- # Some tables with simple exact values
- # (includes regression test for ticket #1568):
- [[0, 2], [3, 0]],
- [[1, 1], [2, 1]],
- [[2, 0], [1, 2]],
- [[0, 1], [2, 3]],
- [[1, 0], [1, 4]],
- )
- pvals = (
- # from R:
- [0.018521725952066501, 0.9990149169715733],
- [1.0, 2.0056578803889148e-122],
- [1.0, 5.7284374608319831e-44],
- [0.7416227, 0.2959826],
- # Exact:
- [0.1, 1.0],
- [0.7, 0.9],
- [1.0, 0.3],
- [2./3, 1.0],
- [1.0, 1./3],
- )
- for table, pval in zip(tables, pvals):
- res = []
- res.append(stats.fisher_exact(table, alternative="less")[1])
- res.append(stats.fisher_exact(table, alternative="greater")[1])
- assert_allclose(res, pval, atol=0, rtol=1e-7)
- def test_gh3014(self):
- # check if issue #3014 has been fixed.
- # before, this would have risen a ValueError
- odds, pvalue = stats.fisher_exact([[1, 2], [9, 84419233]])
- @pytest.mark.parametrize("alternative", ['two-sided', 'less', 'greater'])
- def test_result(self, alternative):
- table = np.array([[14500, 20000], [30000, 40000]])
- res = stats.fisher_exact(table, alternative=alternative)
- assert_equal((res.statistic, res.pvalue), res)
- def test_input_validation_edge_cases_rxc(self):
- rng = np.random.default_rng(2345783457834572345)
- table = np.asarray([[2, 7], [8, 2]])
- message = r"`alternative` must be the default \(None\) unless..."
- with pytest.raises(ValueError, match=message):
- method = stats.PermutationMethod(rng=rng)
- stats.fisher_exact(table, method=method, alternative='less')
- message = "...not recognized; if provided, `method` must be an..."
- with pytest.raises(ValueError, match=message):
- method = stats.BootstrapMethod(rng=rng)
- stats.fisher_exact(table, method=method)
- message = "If the `method` argument of `fisher_exact` is an..."
- with pytest.raises(ValueError, match=message):
- method = stats.MonteCarloMethod(rvs=stats.norm.rvs)
- stats.fisher_exact(table, method=method)
- message = "`table` must have at least one row and one column."
- with pytest.raises(ValueError, match=message):
- stats.fisher_exact(np.zeros((0, 1)))
- # Specical case: when there is only one table with given marginals, the
- # PMF of that case is 1.0, so the p-value is 1.0
- np.testing.assert_equal(stats.fisher_exact([[1, 2, 3]]), (1, 1))
- np.testing.assert_equal(stats.fisher_exact([[1], [2], [3]]), (1, 1))
- np.testing.assert_equal(stats.fisher_exact(np.zeros((2, 3))), (1, 1))
- @pytest.mark.fail_slow(10)
- @pytest.mark.slow()
- def test_resampling_2x2(self):
- rng = np.random.default_rng(2345783457834572345)
- table = np.asarray([[2, 7], [8, 2]])
- ref = stats.fisher_exact(table)
- ref_pvalue = ref.pvalue
- ref_stat = stats.random_table(table.sum(axis=1), table.sum(axis=0)).pmf(table)
- method = stats.MonteCarloMethod(rng=rng)
- res = stats.fisher_exact(table, method=method)
- assert_allclose(res.pvalue, ref_pvalue, atol=0.0025)
- assert_equal(res.statistic, ref_stat)
- method = stats.PermutationMethod(rng=rng)
- res = stats.fisher_exact(table, method=method)
- assert_allclose(res.pvalue, ref.pvalue, atol=0.0025)
- assert_equal(res.statistic, ref_stat)
- @pytest.mark.fail_slow(10)
- @pytest.mark.slow()
- def test_resampling_rxc(self):
- # Compare against R fisher.exact
- # options(digits=16)
- # MP6 < - rbind(
- # c(1, 2, 2, 1, 1, 0, 1),
- # c(2, 0, 0, 2, 3, 0, 0),
- # c(0, 1, 1, 1, 2, 7, 3),
- # c(1, 1, 2, 0, 0, 0, 1),
- # c(0, 1, 1, 1, 1, 0, 0))
- # fisher.test(MP6)
- table = [[1, 2, 2, 1, 1, 0, 1],
- [2, 0, 0, 2, 3, 0, 0],
- [0, 1, 1, 1, 2, 7, 3],
- [1, 1, 2, 0, 0, 0, 1],
- [0, 1, 1, 1, 1, 0, 0]]
- table = np.asarray(table)
- ref_pvalue = 0.03928964365533
- rng = np.random.default_rng(3928964365533)
- method = stats.PermutationMethod(rng=rng)
- res = stats.fisher_exact(table, method=method)
- assert_allclose(res.pvalue, ref_pvalue, atol=5e-4)
- method = stats.MonteCarloMethod(rng=rng, n_resamples=99999)
- res = stats.fisher_exact(table, method=method)
- assert_allclose(res.pvalue, ref_pvalue, atol=5e-4)
- @pytest.mark.xslow()
- def test_resampling_exact_2x2(self):
- # Test that exact permutation p-value matches result of `fisher_exact`
- rng = np.random.default_rng(2345783457834572345)
- method = stats.PermutationMethod(rng=rng)
- for a in range(1, 3):
- for b in range(1, 3):
- for c in range(1, 3):
- for d in range(1, 4):
- table = np.asarray([[a, b], [c, d]])
- ref = stats.fisher_exact(table)
- res = stats.fisher_exact(table, method=method)
- assert_allclose(res.pvalue, ref.pvalue, atol=1e-14)
- class TestCorrSpearmanr:
- """ W.II.D. Compute a correlation matrix on all the variables.
- All the correlations, except for ZERO and MISS, should be exactly 1.
- ZERO and MISS should have undefined or missing correlations with the
- other variables. The same should go for SPEARMAN correlations, if
- your program has them.
- """
- def setup_method(self):
- self.rng = np.random.default_rng(228584263)
- def test_scalar(self):
- y = stats.spearmanr(4., 2.)
- assert_(np.isnan(y).all())
- def test_uneven_lengths(self):
- assert_raises(ValueError, stats.spearmanr, [1, 2, 1], [8, 9])
- assert_raises(ValueError, stats.spearmanr, [1, 2, 1], 8)
- def test_uneven_2d_shapes(self):
- # Different number of columns should work - those just get concatenated.
- x = self.rng.standard_normal((4, 3))
- y = self.rng.standard_normal((4, 2))
- assert stats.spearmanr(x, y).statistic.shape == (5, 5)
- assert stats.spearmanr(x.T, y.T, axis=1).pvalue.shape == (5, 5)
- assert_raises(ValueError, stats.spearmanr, x, y, axis=1)
- assert_raises(ValueError, stats.spearmanr, x.T, y.T)
- def test_ndim_too_high(self):
- x = self.rng.standard_normal((4, 3, 2))
- assert_raises(ValueError, stats.spearmanr, x)
- assert_raises(ValueError, stats.spearmanr, x, x)
- assert_raises(ValueError, stats.spearmanr, x, None, None)
- # But should work with axis=None (raveling axes) for two input arrays
- assert_allclose(stats.spearmanr(x, x, axis=None),
- stats.spearmanr(x.flatten(), x.flatten(), axis=0))
- def test_nan_policy(self):
- x = np.arange(10.)
- x[9] = np.nan
- assert_array_equal(stats.spearmanr(x, x), (np.nan, np.nan))
- assert_array_equal(stats.spearmanr(x, x, nan_policy='omit'),
- (1.0, 0.0))
- assert_raises(ValueError, stats.spearmanr, x, x, nan_policy='raise')
- assert_raises(ValueError, stats.spearmanr, x, x, nan_policy='foobar')
- def test_nan_policy_bug_12458(self):
- rng = np.random.default_rng(8119864466)
- x = rng.random((5, 10))
- k = 6
- x[:, k] = np.nan
- y = np.delete(x, k, axis=1)
- corx, px = stats.spearmanr(x, nan_policy='omit')
- cory, py = stats.spearmanr(y)
- corx = np.delete(np.delete(corx, k, axis=1), k, axis=0)
- px = np.delete(np.delete(px, k, axis=1), k, axis=0)
- assert_allclose(corx, cory, atol=1e-14)
- assert_allclose(px, py, atol=1e-14)
- def test_nan_policy_bug_12411(self):
- m = 5
- n = 10
- x = self.rng.standard_normal((m, n))
- x[1, 0] = np.nan
- x[3, -1] = np.nan
- corr, pvalue = stats.spearmanr(x, axis=1, nan_policy="propagate")
- res = [[stats.spearmanr(x[i, :], x[j, :]).statistic for i in range(m)]
- for j in range(m)]
- assert_allclose(corr, res)
- def test_sXX(self):
- y = stats.spearmanr(X,X)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sXBIG(self):
- y = stats.spearmanr(X,BIG)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sXLITTLE(self):
- y = stats.spearmanr(X,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sXHUGE(self):
- y = stats.spearmanr(X,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sXTINY(self):
- y = stats.spearmanr(X,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sXROUND(self):
- y = stats.spearmanr(X,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sBIGBIG(self):
- y = stats.spearmanr(BIG,BIG)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sBIGLITTLE(self):
- y = stats.spearmanr(BIG,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sBIGHUGE(self):
- y = stats.spearmanr(BIG,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sBIGTINY(self):
- y = stats.spearmanr(BIG,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sBIGROUND(self):
- y = stats.spearmanr(BIG,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sLITTLELITTLE(self):
- y = stats.spearmanr(LITTLE,LITTLE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sLITTLEHUGE(self):
- y = stats.spearmanr(LITTLE,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sLITTLETINY(self):
- y = stats.spearmanr(LITTLE,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sLITTLEROUND(self):
- y = stats.spearmanr(LITTLE,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sHUGEHUGE(self):
- y = stats.spearmanr(HUGE,HUGE)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sHUGETINY(self):
- y = stats.spearmanr(HUGE,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sHUGEROUND(self):
- y = stats.spearmanr(HUGE,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sTINYTINY(self):
- y = stats.spearmanr(TINY,TINY)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sTINYROUND(self):
- y = stats.spearmanr(TINY,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_sROUNDROUND(self):
- y = stats.spearmanr(ROUND,ROUND)
- r = y[0]
- assert_approx_equal(r,1.0)
- def test_spearmanr_result_attributes(self):
- res = stats.spearmanr(X, X)
- attributes = ('correlation', 'pvalue')
- check_named_results(res, attributes)
- assert_equal(res.correlation, res.statistic)
- def test_1d_vs_2d(self):
- x1 = [1, 2, 3, 4, 5, 6]
- x2 = [1, 2, 3, 4, 6, 5]
- res1 = stats.spearmanr(x1, x2)
- res2 = stats.spearmanr(np.asarray([x1, x2]).T)
- assert_allclose(res1, res2)
- def test_1d_vs_2d_nans(self):
- # Now the same with NaNs present. Regression test for gh-9103.
- for nan_policy in ['propagate', 'omit']:
- x1 = [1, np.nan, 3, 4, 5, 6]
- x2 = [1, 2, 3, 4, 6, np.nan]
- res1 = stats.spearmanr(x1, x2, nan_policy=nan_policy)
- res2 = stats.spearmanr(np.asarray([x1, x2]).T, nan_policy=nan_policy)
- assert_allclose(res1, res2)
- def test_3cols(self):
- x1 = np.arange(6)
- x2 = -x1
- x3 = np.array([0, 1, 2, 3, 5, 4])
- x = np.asarray([x1, x2, x3]).T
- actual = stats.spearmanr(x)
- expected_corr = np.array([[1, -1, 0.94285714],
- [-1, 1, -0.94285714],
- [0.94285714, -0.94285714, 1]])
- expected_pvalue = np.zeros((3, 3), dtype=float)
- expected_pvalue[2, 0:2] = 0.00480466472
- expected_pvalue[0:2, 2] = 0.00480466472
- assert_allclose(actual.statistic, expected_corr)
- assert_allclose(actual.pvalue, expected_pvalue)
- def test_gh_9103(self):
- # Regression test for gh-9103.
- x = np.array([[np.nan, 3.0, 4.0, 5.0, 5.1, 6.0, 9.2],
- [5.0, np.nan, 4.1, 4.8, 4.9, 5.0, 4.1],
- [0.5, 4.0, 7.1, 3.8, 8.0, 5.1, 7.6]]).T
- corr = np.array([[np.nan, np.nan, np.nan],
- [np.nan, np.nan, np.nan],
- [np.nan, np.nan, 1.]])
- assert_allclose(stats.spearmanr(x, nan_policy='propagate').statistic,
- corr)
- res = stats.spearmanr(x, nan_policy='omit').statistic
- assert_allclose((res[0][1], res[0][2], res[1][2]),
- (0.2051957, 0.4857143, -0.4707919), rtol=1e-6)
- def test_gh_8111(self):
- # Regression test for gh-8111 (different result for float/int/bool).
- n = 100
- rng = np.random.RandomState(234568)
- x = rng.rand(n)
- m = rng.rand(n) > 0.7
- # bool against float, no nans
- a = (x > .5)
- b = np.array(x)
- res1 = stats.spearmanr(a, b, nan_policy='omit').statistic
- # bool against float with NaNs
- b[m] = np.nan
- res2 = stats.spearmanr(a, b, nan_policy='omit').statistic
- # int against float with NaNs
- a = a.astype(np.int32)
- res3 = stats.spearmanr(a, b, nan_policy='omit').statistic
- expected = [0.865895477, 0.866100381, 0.866100381]
- assert_allclose([res1, res2, res3], expected)
- class TestCorrSpearmanr2:
- """Some further tests of the spearmanr function."""
- def test_spearmanr_vs_r(self):
- # Cross-check with R:
- # cor.test(c(1,2,3,4,5),c(5,6,7,8,7),method="spearmanr")
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 7]
- expected = (0.82078268166812329, 0.088587005313543798)
- res = stats.spearmanr(x1, x2)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- def test_empty_arrays(self):
- assert_equal(stats.spearmanr([], []), (np.nan, np.nan))
- def test_normal_draws(self):
- rng = np.random.RandomState(7546)
- x = np.array([rng.normal(loc=1, scale=1, size=500),
- rng.normal(loc=1, scale=1, size=500)])
- corr = [[1.0, 0.3],
- [0.3, 1.0]]
- x = np.dot(np.linalg.cholesky(corr), x)
- expected = (0.28659685838743354, 6.579862219051161e-11)
- res = stats.spearmanr(x[0], x[1])
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- def test_corr_1(self):
- assert_approx_equal(stats.spearmanr([1, 1, 2], [1, 1, 2])[0], 1.0)
- def test_nan_policies(self):
- x = np.arange(10.)
- x[9] = np.nan
- assert_array_equal(stats.spearmanr(x, x), (np.nan, np.nan))
- assert_allclose(stats.spearmanr(x, x, nan_policy='omit'),
- (1.0, 0))
- assert_raises(ValueError, stats.spearmanr, x, x, nan_policy='raise')
- assert_raises(ValueError, stats.spearmanr, x, x, nan_policy='foobar')
- def test_unequal_lengths(self):
- x = np.arange(10.)
- y = np.arange(20.)
- assert_raises(ValueError, stats.spearmanr, x, y)
- def test_omit_paired_value(self):
- x1 = [1, 2, 3, 4]
- x2 = [8, 7, 6, np.nan]
- res1 = stats.spearmanr(x1, x2, nan_policy='omit')
- res2 = stats.spearmanr(x1[:3], x2[:3], nan_policy='omit')
- assert_equal(res1, res2)
- def test_gh_issue_6061_windows_overflow(self):
- x = list(range(2000))
- y = list(range(2000))
- y[0], y[9] = y[9], y[0]
- y[10], y[434] = y[434], y[10]
- y[435], y[1509] = y[1509], y[435]
- # rho = 1 - 6 * (2 * (9^2 + 424^2 + 1074^2))/(2000 * (2000^2 - 1))
- # = 1 - (1 / 500)
- # = 0.998
- x.append(np.nan)
- y.append(3.0)
- assert_almost_equal(stats.spearmanr(x, y, nan_policy='omit')[0], 0.998)
- def test_tie0(self):
- # with only ties in one or both inputs
- warn_msg = "An input array is constant"
- with pytest.warns(stats.ConstantInputWarning, match=warn_msg):
- r, p = stats.spearmanr([2, 2, 2], [2, 2, 2])
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- r, p = stats.spearmanr([2, 0, 2], [2, 2, 2])
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- r, p = stats.spearmanr([2, 2, 2], [2, 0, 2])
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- def test_tie1(self):
- # Data
- x = [1.0, 2.0, 3.0, 4.0]
- y = [1.0, 2.0, 2.0, 3.0]
- # Ranks of the data, with tie-handling.
- xr = [1.0, 2.0, 3.0, 4.0]
- yr = [1.0, 2.5, 2.5, 4.0]
- # Result of spearmanr should be the same as applying
- # pearsonr to the ranks.
- sr = stats.spearmanr(x, y)
- pr = stats.pearsonr(xr, yr)
- assert_almost_equal(sr, pr)
- def test_tie2(self):
- # Test tie-handling if inputs contain nan's
- # Data without nan's
- x1 = [1, 2, 2.5, 2]
- y1 = [1, 3, 2.5, 4]
- # Same data with nan's
- x2 = [1, 2, 2.5, 2, np.nan]
- y2 = [1, 3, 2.5, 4, np.nan]
- # Results for two data sets should be the same if nan's are ignored
- sr1 = stats.spearmanr(x1, y1)
- sr2 = stats.spearmanr(x2, y2, nan_policy='omit')
- assert_almost_equal(sr1, sr2)
- def test_ties_axis_1(self):
- z1 = np.array([[1, 1, 1, 1], [1, 2, 3, 4]])
- z2 = np.array([[1, 2, 3, 4], [1, 1, 1, 1]])
- z3 = np.array([[1, 1, 1, 1], [1, 1, 1, 1]])
- warn_msg = "An input array is constant"
- with pytest.warns(stats.ConstantInputWarning, match=warn_msg):
- r, p = stats.spearmanr(z1, axis=1)
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- r, p = stats.spearmanr(z2, axis=1)
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- r, p = stats.spearmanr(z3, axis=1)
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- def test_gh_11111(self):
- x = np.array([1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
- y = np.array([0, 0.009783728115345005, 0, 0, 0.0019759230121848587,
- 0.0007535430349118562, 0.0002661781514710257, 0, 0,
- 0.0007835762419683435])
- warn_msg = "An input array is constant"
- with pytest.warns(stats.ConstantInputWarning, match=warn_msg):
- r, p = stats.spearmanr(x, y)
- assert_equal(r, np.nan)
- assert_equal(p, np.nan)
- def test_index_error(self):
- x = np.array([1.0, 7.0, 2.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
- y = np.array([0, 0.009783728115345005, 0, 0, 0.0019759230121848587,
- 0.0007535430349118562, 0.0002661781514710257, 0, 0,
- 0.0007835762419683435])
- assert_raises(ValueError, stats.spearmanr, x, y, axis=2)
- def test_alternative(self):
- # Test alternative parameter
- # Simple test - Based on the above ``test_spearmanr_vs_r``
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 7]
- # strong positive correlation
- expected = (0.82078268166812329, 0.088587005313543798)
- # correlation > 0 -> large "less" p-value
- res = stats.spearmanr(x1, x2, alternative="less")
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], 1 - (expected[1] / 2))
- # correlation > 0 -> small "less" p-value
- res = stats.spearmanr(x1, x2, alternative="greater")
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1] / 2)
- with pytest.raises(ValueError, match="`alternative` must be 'less'..."):
- stats.spearmanr(x1, x2, alternative="ekki-ekki")
- @pytest.mark.parametrize("alternative", ('two-sided', 'less', 'greater'))
- def test_alternative_nan_policy(self, alternative):
- # Test nan policies
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 7]
- x1nan = x1 + [np.nan]
- x2nan = x2 + [np.nan]
- # test nan_policy="propagate"
- assert_array_equal(stats.spearmanr(x1nan, x2nan), (np.nan, np.nan))
- # test nan_policy="omit"
- res_actual = stats.spearmanr(x1nan, x2nan, nan_policy='omit',
- alternative=alternative)
- res_expected = stats.spearmanr(x1, x2, alternative=alternative)
- assert_allclose(res_actual, res_expected)
- # test nan_policy="raise"
- message = 'The input contains nan values'
- with pytest.raises(ValueError, match=message):
- stats.spearmanr(x1nan, x2nan, nan_policy='raise',
- alternative=alternative)
- # test invalid nan_policy
- message = "nan_policy must be one of..."
- with pytest.raises(ValueError, match=message):
- stats.spearmanr(x1nan, x2nan, nan_policy='ekki-ekki',
- alternative=alternative)
- # W.II.E. Tabulate X against X, using BIG as a case weight. The values
- # should appear on the diagonal and the total should be 899999955.
- # If the table cannot hold these values, forget about working with
- # census data. You can also tabulate HUGE against TINY. There is no
- # reason a tabulation program should not be able to distinguish
- # different values regardless of their magnitude.
- # I need to figure out how to do this one.
- @pytest.mark.thread_unsafe(reason="fails in parallel")
- def test_kendalltau():
- # For the cases without ties, both variants should give the same
- # result.
- variants = ('b', 'c')
- # case without ties, con-dis equal zero
- x = [5, 2, 1, 3, 6, 4, 7, 8]
- y = [5, 2, 6, 3, 1, 8, 7, 4]
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (0.0, 1.0)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # case without ties, con-dis equal zero
- x = [0, 5, 2, 1, 3, 6, 4, 7, 8]
- y = [5, 2, 0, 6, 3, 1, 8, 7, 4]
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (0.0, 1.0)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # case without ties, con-dis close to zero
- x = [5, 2, 1, 3, 6, 4, 7]
- y = [5, 2, 6, 3, 1, 7, 4]
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (-0.14285714286, 0.77261904762)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # case without ties, con-dis close to zero
- x = [2, 1, 3, 6, 4, 7, 8]
- y = [2, 6, 3, 1, 8, 7, 4]
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (0.047619047619, 1.0)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # simple case without ties
- x = np.arange(10)
- y = np.arange(10)
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (1.0, 5.511463844797e-07)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # swap a couple of values
- b = y[1]
- y[1] = y[2]
- y[2] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (0.9555555555555556, 5.511463844797e-06)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # swap a couple more
- b = y[5]
- y[5] = y[6]
- y[6] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (0.9111111111111111, 2.976190476190e-05)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # same in opposite direction
- x = np.arange(10)
- y = np.arange(10)[::-1]
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (-1.0, 5.511463844797e-07)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # swap a couple of values
- b = y[1]
- y[1] = y[2]
- y[2] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (-0.9555555555555556, 5.511463844797e-06)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # swap a couple more
- b = y[5]
- y[5] = y[6]
- y[6] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = (-0.9111111111111111, 2.976190476190e-05)
- for taux in variants:
- res = stats.kendalltau(x, y, variant=taux)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # Check a case where variants are different
- # Example values found from Kendall (1970).
- # P-value is the same for the both variants
- x = array([1, 2, 2, 4, 4, 6, 6, 8, 9, 9])
- y = array([1, 2, 4, 4, 4, 4, 8, 8, 8, 10])
- expected = 0.85895569
- assert_approx_equal(stats.kendalltau(x, y, variant='b')[0], expected)
- expected = 0.825
- assert_approx_equal(stats.kendalltau(x, y, variant='c')[0], expected)
- # check exception in case of ties and method='exact' requested
- y[2] = y[1]
- assert_raises(ValueError, stats.kendalltau, x, y, method='exact')
- # check exception in case of invalid method keyword
- assert_raises(ValueError, stats.kendalltau, x, y, method='banana')
- # check exception in case of invalid variant keyword
- assert_raises(ValueError, stats.kendalltau, x, y, variant='rms')
- # tau-b with some ties
- # Cross-check with R:
- # cor.test(c(12,2,1,12,2),c(1,4,7,1,0),method="kendall",exact=FALSE)
- x1 = [12, 2, 1, 12, 2]
- x2 = [1, 4, 7, 1, 0]
- expected = (-0.47140452079103173, 0.28274545993277478)
- res = stats.kendalltau(x1, x2)
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # test for namedtuple attribute results
- attributes = ('correlation', 'pvalue')
- for taux in variants:
- res = stats.kendalltau(x1, x2, variant=taux)
- check_named_results(res, attributes)
- assert_equal(res.correlation, res.statistic)
- # with only ties in one or both inputs in tau-b or tau-c
- for taux in variants:
- assert_equal(stats.kendalltau([2, 2, 2], [2, 2, 2], variant=taux),
- (np.nan, np.nan))
- assert_equal(stats.kendalltau([2, 0, 2], [2, 2, 2], variant=taux),
- (np.nan, np.nan))
- assert_equal(stats.kendalltau([2, 2, 2], [2, 0, 2], variant=taux),
- (np.nan, np.nan))
- # empty arrays provided as input
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- assert_equal(stats.kendalltau([], []), (np.nan, np.nan))
- # check with larger arrays
- rng = np.random.RandomState(7546)
- x = np.array([rng.normal(loc=1, scale=1, size=500),
- rng.normal(loc=1, scale=1, size=500)])
- corr = [[1.0, 0.3],
- [0.3, 1.0]]
- x = np.dot(np.linalg.cholesky(corr), x)
- expected = (0.19291382765531062, 1.1337095377742629e-10)
- res = stats.kendalltau(x[0], x[1])
- assert_approx_equal(res[0], expected[0])
- assert_approx_equal(res[1], expected[1])
- # this should result in 1 for taub but not tau-c
- assert_approx_equal(stats.kendalltau([1, 1, 2], [1, 1, 2], variant='b')[0],
- 1.0)
- assert_approx_equal(stats.kendalltau([1, 1, 2], [1, 1, 2], variant='c')[0],
- 0.88888888)
- # test nan_policy
- x = np.arange(10.)
- x[9] = np.nan
- assert_array_equal(stats.kendalltau(x, x), (np.nan, np.nan))
- assert_allclose(stats.kendalltau(x, x, nan_policy='omit'),
- (1.0, 5.5114638e-6), rtol=1e-06)
- assert_allclose(stats.kendalltau(x, x, nan_policy='omit', method='asymptotic'),
- (1.0, 0.00017455009626808976), rtol=1e-06)
- assert_raises(ValueError, stats.kendalltau, x, x, nan_policy='raise')
- assert_raises(ValueError, stats.kendalltau, x, x, nan_policy='foobar')
- # test unequal length inputs
- x = np.arange(10.)
- y = np.arange(20.)
- assert_raises(ValueError, stats.kendalltau, x, y)
- # test all ties
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- tau, p_value = stats.kendalltau([0], [0])
- assert_equal(np.nan, tau)
- assert_equal(np.nan, p_value)
- # Regression test for GitHub issue #6061 - Overflow on Windows
- x = np.arange(2000, dtype=float)
- x = np.ma.masked_greater(x, 1995)
- y = np.arange(2000, dtype=float)
- y = np.concatenate((y[1000:], y[:1000]))
- assert_(np.isfinite(stats.mstats.kendalltau(x,y)[1]))
- def test_kendalltau_vs_mstats_basic():
- rng = np.random.RandomState(42)
- for s in range(3, 10):
- a = []
- # Generate rankings with ties
- for i in range(s):
- a += [i]*i
- b = list(a)
- rng.shuffle(a)
- rng.shuffle(b)
- expected = mstats_basic.kendalltau(a, b)
- actual = stats.kendalltau(a, b)
- assert_approx_equal(actual[0], expected[0])
- assert_approx_equal(actual[1], expected[1])
- def test_kendalltau_nan_2nd_arg():
- # regression test for gh-6134: nans in the second arg were not handled
- x = [1., 2., 3., 4.]
- y = [np.nan, 2.4, 3.4, 3.4]
- r1 = stats.kendalltau(x, y, nan_policy='omit')
- r2 = stats.kendalltau(x[1:], y[1:])
- assert_allclose(r1.statistic, r2.statistic, atol=1e-15)
- @pytest.mark.thread_unsafe(reason="fails in parallel")
- def test_kendalltau_gh18139_overflow():
- # gh-18139 reported an overflow in `kendalltau` that appeared after
- # SciPy 0.15.1. Check that this particular overflow does not occur.
- # (Test would fail if warning were emitted.)
- import random
- random.seed(6272161)
- classes = [1, 2, 3, 4, 5, 6, 7]
- n_samples = 2 * 10 ** 5
- x = random.choices(classes, k=n_samples)
- y = random.choices(classes, k=n_samples)
- res = stats.kendalltau(x, y)
- # Reference value from SciPy 0.15.1
- assert_allclose(res.statistic, 0.0011816493905730343)
- # Reference p-value from `permutation_test` w/ n_resamples=9999 (default).
- # Expected to be accurate to at least two digits.
- assert_allclose(res.pvalue, 0.4894, atol=2e-3)
- class TestKendallTauAlternative:
- def test_kendalltau_alternative_asymptotic(self):
- # Test alternative parameter, asymptotic method (due to tie)
- # Based on TestCorrSpearman2::test_alternative
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 7]
- # strong positive correlation
- expected = stats.kendalltau(x1, x2, alternative="two-sided")
- assert expected[0] > 0
- # rank correlation > 0 -> large "less" p-value
- res = stats.kendalltau(x1, x2, alternative="less")
- assert_equal(res[0], expected[0])
- assert_allclose(res[1], 1 - (expected[1] / 2))
- # rank correlation > 0 -> small "greater" p-value
- res = stats.kendalltau(x1, x2, alternative="greater")
- assert_equal(res[0], expected[0])
- assert_allclose(res[1], expected[1] / 2)
- # reverse the direction of rank correlation
- x2.reverse()
- # strong negative correlation
- expected = stats.kendalltau(x1, x2, alternative="two-sided")
- assert expected[0] < 0
- # rank correlation < 0 -> large "greater" p-value
- res = stats.kendalltau(x1, x2, alternative="greater")
- assert_equal(res[0], expected[0])
- assert_allclose(res[1], 1 - (expected[1] / 2))
- # rank correlation < 0 -> small "less" p-value
- res = stats.kendalltau(x1, x2, alternative="less")
- assert_equal(res[0], expected[0])
- assert_allclose(res[1], expected[1] / 2)
- with pytest.raises(ValueError, match="`alternative` must be 'less'..."):
- stats.kendalltau(x1, x2, alternative="ekki-ekki")
- # There are a lot of special cases considered in the calculation of the
- # exact p-value, so we test each separately. We also need to test
- # separately when the observed statistic is in the left tail vs the right
- # tail because the code leverages symmetry of the null distribution; to
- # do that we use the same test case but negate one of the samples.
- # Reference values computed using R cor.test, e.g.
- # options(digits=16)
- # x <- c(44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 60.1)
- # y <- c( 2.6, 3.1, 2.5, 5.0, 3.6, 4.0, 5.2, 2.8, 3.8)
- # cor.test(x, y, method = "kendall", alternative = "g")
- alternatives = ('less', 'two-sided', 'greater')
- p_n1 = [np.nan, np.nan, np.nan]
- p_n2 = [1, 1, 0.5]
- p_c0 = [1, 0.3333333333333, 0.1666666666667]
- p_c1 = [0.9583333333333, 0.3333333333333, 0.1666666666667]
- p_no_correlation = [0.5916666666667, 1, 0.5916666666667]
- p_no_correlationb = [0.5475694444444, 1, 0.5475694444444]
- p_n_lt_171 = [0.9624118165785, 0.1194389329806, 0.0597194664903]
- p_n_lt_171b = [0.246236925303, 0.4924738506059, 0.755634083327]
- p_n_lt_171c = [0.9847475308925, 0.03071385306533, 0.01535692653267]
- def exact_test(self, x, y, alternative, rev, stat_expected, p_expected):
- if rev:
- y = -np.asarray(y)
- stat_expected *= -1
- res = stats.kendalltau(x, y, method='exact', alternative=alternative)
- res_expected = stat_expected, p_expected
- assert_allclose(res, res_expected)
- case_R_n1 = (list(zip(alternatives, p_n1, [False]*3))
- + list(zip(alternatives, reversed(p_n1), [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_n1)
- def test_against_R_n1(self, alternative, p_expected, rev):
- x, y = [1], [2]
- stat_expected = np.nan
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_n2 = (list(zip(alternatives, p_n2, [False]*3))
- + list(zip(alternatives, reversed(p_n2), [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_n2)
- def test_against_R_n2(self, alternative, p_expected, rev):
- x, y = [1, 2], [3, 4]
- stat_expected = 0.9999999999999998
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_c0 = (list(zip(alternatives, p_c0, [False]*3))
- + list(zip(alternatives, reversed(p_c0), [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_c0)
- def test_against_R_c0(self, alternative, p_expected, rev):
- x, y = [1, 2, 3], [1, 2, 3]
- stat_expected = 1
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_c1 = (list(zip(alternatives, p_c1, [False]*3))
- + list(zip(alternatives, reversed(p_c1), [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_c1)
- def test_against_R_c1(self, alternative, p_expected, rev):
- x, y = [1, 2, 3, 4], [1, 2, 4, 3]
- stat_expected = 0.6666666666666667
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_no_corr = (list(zip(alternatives, p_no_correlation, [False]*3))
- + list(zip(alternatives, reversed(p_no_correlation),
- [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_no_corr)
- def test_against_R_no_correlation(self, alternative, p_expected, rev):
- x, y = [1, 2, 3, 4, 5], [1, 5, 4, 2, 3]
- stat_expected = 0
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_no_cor_b = (list(zip(alternatives, p_no_correlationb, [False]*3))
- + list(zip(alternatives, reversed(p_no_correlationb),
- [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_no_cor_b)
- def test_against_R_no_correlationb(self, alternative, p_expected, rev):
- x, y = [1, 2, 3, 4, 5, 6, 7, 8], [8, 6, 1, 3, 2, 5, 4, 7]
- stat_expected = 0
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_lt_171 = (list(zip(alternatives, p_n_lt_171, [False]*3))
- + list(zip(alternatives, reversed(p_n_lt_171), [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_lt_171)
- def test_against_R_lt_171(self, alternative, p_expected, rev):
- # Data from Hollander & Wolfe (1973), p. 187f.
- # Used from https://rdrr.io/r/stats/cor.test.html
- x = [44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 60.1]
- y = [2.6, 3.1, 2.5, 5.0, 3.6, 4.0, 5.2, 2.8, 3.8]
- stat_expected = 0.4444444444444445
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_lt_171b = (list(zip(alternatives, p_n_lt_171b, [False]*3))
- + list(zip(alternatives, reversed(p_n_lt_171b),
- [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_lt_171b)
- def test_against_R_lt_171b(self, alternative, p_expected, rev):
- rng = np.random.RandomState(0)
- x = rng.rand(100)
- y = rng.rand(100)
- stat_expected = -0.04686868686868687
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_R_lt_171c = (list(zip(alternatives, p_n_lt_171c, [False]*3))
- + list(zip(alternatives, reversed(p_n_lt_171c),
- [True]*3)))
- @pytest.mark.parametrize("alternative, p_expected, rev", case_R_lt_171c)
- def test_against_R_lt_171c(self, alternative, p_expected, rev):
- rng = np.random.RandomState(0)
- x = rng.rand(170)
- y = rng.rand(170)
- stat_expected = 0.1115906717716673
- self.exact_test(x, y, alternative, rev, stat_expected, p_expected)
- case_gt_171 = (list(zip(alternatives, [False]*3)) +
- list(zip(alternatives, [True]*3)))
- @pytest.mark.parametrize("alternative, rev", case_gt_171)
- def test_gt_171(self, alternative, rev):
- rng = np.random.RandomState(0)
- x = rng.rand(400)
- y = rng.rand(400)
- res0 = stats.kendalltau(x, y, method='exact',
- alternative=alternative)
- res1 = stats.kendalltau(x, y, method='asymptotic',
- alternative=alternative)
- assert_equal(res0[0], res1[0])
- assert_allclose(res0[1], res1[1], rtol=1e-3)
- @pytest.mark.parametrize("method", ('exact', 'asymptotic'))
- @pytest.mark.parametrize("alternative", ('two-sided', 'less', 'greater'))
- def test_nan_policy(self, method, alternative):
- # Test nan policies
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 9]
- x1nan = x1 + [np.nan]
- x2nan = x2 + [np.nan]
- # test nan_policy="propagate"
- res_actual = stats.kendalltau(x1nan, x2nan,
- method=method, alternative=alternative)
- res_expected = (np.nan, np.nan)
- assert_allclose(res_actual, res_expected)
- # test nan_policy="omit"
- res_actual = stats.kendalltau(x1nan, x2nan, nan_policy='omit',
- method=method, alternative=alternative)
- res_expected = stats.kendalltau(x1, x2, method=method,
- alternative=alternative)
- assert_allclose(res_actual, res_expected)
- # test nan_policy="raise"
- message = 'The input contains nan values'
- with pytest.raises(ValueError, match=message):
- stats.kendalltau(x1nan, x2nan, nan_policy='raise',
- method=method, alternative=alternative)
- # test invalid nan_policy
- message = "nan_policy must be one of..."
- with pytest.raises(ValueError, match=message):
- stats.kendalltau(x1nan, x2nan, nan_policy='ekki-ekki',
- method=method, alternative=alternative)
- def test_weightedtau():
- x = [12, 2, 1, 12, 2]
- y = [1, 4, 7, 1, 0]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.56694968153682723)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(x, y, additive=False)
- assert_approx_equal(tau, -0.62205716951801038)
- assert_equal(np.nan, p_value)
- # This must be exactly Kendall's tau
- tau, p_value = stats.weightedtau(x, y, weigher=lambda x: 1)
- assert_approx_equal(tau, -0.47140452079103173)
- assert_equal(np.nan, p_value)
- # test for namedtuple attribute results
- res = stats.weightedtau(x, y)
- attributes = ('correlation', 'pvalue')
- check_named_results(res, attributes)
- assert_equal(res.correlation, res.statistic)
- # Asymmetric, ranked version
- tau, p_value = stats.weightedtau(x, y, rank=None)
- assert_approx_equal(tau, -0.4157652301037516)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(y, x, rank=None)
- assert_approx_equal(tau, -0.7181341329699029)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(x, y, rank=None, additive=False)
- assert_approx_equal(tau, -0.40644850966246893)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(y, x, rank=None, additive=False)
- assert_approx_equal(tau, -0.83766582937355172)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(x, y, rank=False)
- assert_approx_equal(tau, -0.51604397940261848)
- assert_equal(np.nan, p_value)
- # This must be exactly Kendall's tau
- tau, p_value = stats.weightedtau(x, y, rank=True, weigher=lambda x: 1)
- assert_approx_equal(tau, -0.47140452079103173)
- assert_equal(np.nan, p_value)
- tau, p_value = stats.weightedtau(y, x, rank=True, weigher=lambda x: 1)
- assert_approx_equal(tau, -0.47140452079103173)
- assert_equal(np.nan, p_value)
- # Test argument conversion
- tau, p_value = stats.weightedtau(np.asarray(x, dtype=np.float64), y)
- assert_approx_equal(tau, -0.56694968153682723)
- tau, p_value = stats.weightedtau(np.asarray(x, dtype=np.int16), y)
- assert_approx_equal(tau, -0.56694968153682723)
- tau, p_value = stats.weightedtau(np.asarray(x, dtype=np.float64),
- np.asarray(y, dtype=np.float64))
- assert_approx_equal(tau, -0.56694968153682723)
- # All ties
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- tau, p_value = stats.weightedtau([], [])
- assert_equal(np.nan, tau)
- assert_equal(np.nan, p_value)
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- tau, p_value = stats.weightedtau([0], [0])
- assert_equal(np.nan, tau)
- assert_equal(np.nan, p_value)
- # Size mismatches
- assert_raises(ValueError, stats.weightedtau, [0, 1], [0, 1, 2])
- assert_raises(ValueError, stats.weightedtau, [0, 1], [0, 1], [0, 1, 2])
- # NaNs
- x = [12, 2, 1, 12, 2]
- y = [1, 4, 7, 1, np.nan]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.56694968153682723)
- x = [12, 2, np.nan, 12, 2]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.56694968153682723)
- # NaNs when the dtype of x and y are all np.float64
- x = [12.0, 2.0, 1.0, 12.0, 2.0]
- y = [1.0, 4.0, 7.0, 1.0, np.nan]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.56694968153682723)
- x = [12.0, 2.0, np.nan, 12.0, 2.0]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.56694968153682723)
- # NaNs when there are more than one NaN in x or y
- x = [12.0, 2.0, 1.0, 12.0, 1.0]
- y = [1.0, 4.0, 7.0, 1.0, 1.0]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.6615242347139803)
- x = [12.0, 2.0, np.nan, 12.0, np.nan]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.6615242347139803)
- y = [np.nan, 4.0, 7.0, np.nan, np.nan]
- tau, p_value = stats.weightedtau(x, y)
- assert_approx_equal(tau, -0.6615242347139803)
- def test_segfault_issue_9710():
- # https://github.com/scipy/scipy/issues/9710
- # This test was created to check segfault
- # In issue SEGFAULT only repros in optimized builds after calling the function twice
- message = "One or more sample arguments is too small"
- with pytest.warns(SmallSampleWarning, match=message):
- stats.weightedtau([1], [1.0])
- stats.weightedtau([1], [1.0])
- # The code below also caused SEGFAULT
- stats.weightedtau([np.nan], [52])
- def test_kendall_tau_large():
- n = 172
- # Test omit policy
- x = np.arange(n + 1).astype(float)
- y = np.arange(n + 1).astype(float)
- y[-1] = np.nan
- _, pval = stats.kendalltau(x, y, method='exact', nan_policy='omit')
- assert_equal(pval, 0.0)
- def test_weightedtau_vs_quadratic():
- # Trivial quadratic implementation, all parameters mandatory
- def wkq(x, y, rank, weigher, add):
- tot = conc = disc = u = v = 0
- for (i, j) in product(range(len(x)), range(len(x))):
- w = weigher(rank[i]) + weigher(rank[j]) if add \
- else weigher(rank[i]) * weigher(rank[j])
- tot += w
- if x[i] == x[j]:
- u += w
- if y[i] == y[j]:
- v += w
- if x[i] < x[j] and y[i] < y[j] or x[i] > x[j] and y[i] > y[j]:
- conc += w
- elif x[i] < x[j] and y[i] > y[j] or x[i] > x[j] and y[i] < y[j]:
- disc += w
- return (conc - disc) / np.sqrt(tot - u) / np.sqrt(tot - v)
- def weigher(x):
- return 1. / (x + 1)
- rng = np.random.default_rng(42)
- for s in range(3,10):
- a = []
- # Generate rankings with ties
- for i in range(s):
- a += [i]*i
- b = list(a)
- rng.shuffle(a)
- rng.shuffle(b)
- # First pass: use element indices as ranks
- rank = np.arange(len(a), dtype=np.intp)
- for _ in range(2):
- for add in [True, False]:
- expected = wkq(a, b, rank, weigher, add)
- actual = stats.weightedtau(a, b, rank, weigher, add).statistic
- assert_approx_equal(expected, actual)
- # Second pass: use a random rank
- rng.shuffle(rank)
- class TestRegression:
- def test_linregressBIGX(self):
- # W.II.F. Regress BIG on X.
- result = stats.linregress(X, BIG)
- assert_almost_equal(result.intercept, 99999990)
- assert_almost_equal(result.rvalue, 1.0)
- # The uncertainty ought to be almost zero
- # since all points lie on a line
- assert_almost_equal(result.stderr, 0.0)
- assert_almost_equal(result.intercept_stderr, 0.0)
- def test_regressXX(self):
- # W.IV.B. Regress X on X.
- # The constant should be exactly 0 and the regression coefficient
- # should be 1. This is a perfectly valid regression and the
- # program should not complain.
- result = stats.linregress(X, X)
- assert_almost_equal(result.intercept, 0.0)
- assert_almost_equal(result.rvalue, 1.0)
- # The uncertainly on regression through two points ought to be 0
- assert_almost_equal(result.stderr, 0.0)
- assert_almost_equal(result.intercept_stderr, 0.0)
- # W.IV.C. Regress X on BIG and LITTLE (two predictors). The program
- # should tell you that this model is "singular" because BIG and
- # LITTLE are linear combinations of each other. Cryptic error
- # messages are unacceptable here. Singularity is the most
- # fundamental regression error.
- #
- # Need to figure out how to handle multiple linear regression.
- # This is not obvious
- def test_regressZEROX(self):
- # W.IV.D. Regress ZERO on X.
- # The program should inform you that ZERO has no variance or it should
- # go ahead and compute the regression and report a correlation and
- # total sum of squares of exactly 0.
- result = stats.linregress(X, ZERO)
- assert_almost_equal(result.intercept, 0.0)
- with pytest.warns(stats.ConstantInputWarning, match="An input array..."):
- ref_rvalue = stats.pearsonr(X, ZERO).statistic
- assert_almost_equal(result.rvalue, ref_rvalue)
- def test_regress_simple(self):
- # Regress a line with sinusoidal noise.
- x = np.linspace(0, 100, 100)
- y = 0.2 * np.linspace(0, 100, 100) + 10
- y += np.sin(np.linspace(0, 20, 100))
- result = stats.linregress(x, y)
- lr = LinregressResult
- assert_(isinstance(result, lr))
- assert_almost_equal(result.stderr, 2.3957814497838803e-3)
- def test_regress_alternative(self):
- # test alternative parameter
- x = np.linspace(0, 100, 100)
- y = 0.2 * np.linspace(0, 100, 100) + 10 # slope is greater than zero
- y += np.sin(np.linspace(0, 20, 100))
- with pytest.raises(ValueError, match="`alternative` must be 'less'..."):
- stats.linregress(x, y, alternative="ekki-ekki")
- res1 = stats.linregress(x, y, alternative="two-sided")
- # slope is greater than zero, so "less" p-value should be large
- res2 = stats.linregress(x, y, alternative="less")
- assert_allclose(res2.pvalue, 1 - (res1.pvalue / 2))
- # slope is greater than zero, so "greater" p-value should be small
- res3 = stats.linregress(x, y, alternative="greater")
- assert_allclose(res3.pvalue, res1.pvalue / 2)
- assert res1.rvalue == res2.rvalue == res3.rvalue
- def test_regress_against_R(self):
- # test against R `lm`
- # options(digits=16)
- # x <- c(151, 174, 138, 186, 128, 136, 179, 163, 152, 131)
- # y <- c(63, 81, 56, 91, 47, 57, 76, 72, 62, 48)
- # relation <- lm(y~x)
- # print(summary(relation))
- x = [151, 174, 138, 186, 128, 136, 179, 163, 152, 131]
- y = [63, 81, 56, 91, 47, 57, 76, 72, 62, 48]
- res = stats.linregress(x, y, alternative="two-sided")
- # expected values from R's `lm` above
- assert_allclose(res.slope, 0.6746104491292)
- assert_allclose(res.intercept, -38.4550870760770)
- assert_allclose(res.rvalue, np.sqrt(0.95478224775))
- assert_allclose(res.pvalue, 1.16440531074e-06)
- assert_allclose(res.stderr, 0.0519051424731)
- assert_allclose(res.intercept_stderr, 8.0490133029927)
- def test_linregress(self):
- # compared with multivariate ols with pinv
- x = np.arange(11)
- y = np.arange(5, 16)
- y[[(1), (-2)]] -= 1
- y[[(0), (-1)]] += 1
- result = stats.linregress(x, y)
- # This test used to use 'assert_array_almost_equal' but its
- # formulation got confusing since LinregressResult became
- # _lib._bunch._make_tuple_bunch instead of namedtuple
- # (for backwards compatibility, see PR #12983)
- def assert_ae(x, y):
- return assert_almost_equal(x, y, decimal=14)
- assert_ae(result.slope, 1.0)
- assert_ae(result.intercept, 5.0)
- assert_ae(result.rvalue, 0.98229948625750)
- assert_ae(result.pvalue, 7.45259691e-008)
- assert_ae(result.stderr, 0.063564172616372733)
- assert_ae(result.intercept_stderr, 0.37605071654517686)
- def test_regress_simple_negative_cor(self):
- # If the slope of the regression is negative the factor R tend
- # to -1 not 1. Sometimes rounding errors makes it < -1
- # leading to stderr being NaN.
- a, n = 1e-71, 100000
- x = np.linspace(a, 2 * a, n)
- y = np.linspace(2 * a, a, n)
- result = stats.linregress(x, y)
- # Make sure propagated numerical errors
- # did not bring rvalue below -1 (or were coerced)
- assert_(result.rvalue >= -1)
- assert_almost_equal(result.rvalue, -1)
- # slope and intercept stderror should stay numeric
- assert_(not np.isnan(result.stderr))
- assert_(not np.isnan(result.intercept_stderr))
- def test_linregress_result_attributes(self):
- x = np.linspace(0, 100, 100)
- y = 0.2 * np.linspace(0, 100, 100) + 10
- y += np.sin(np.linspace(0, 20, 100))
- result = stats.linregress(x, y)
- # Result is of a correct class
- lr = LinregressResult
- assert_(isinstance(result, lr))
- # LinregressResult elements have correct names
- attributes = ('slope', 'intercept', 'rvalue', 'pvalue', 'stderr')
- check_named_results(result, attributes)
- # Also check that the extra attribute (intercept_stderr) is present
- assert 'intercept_stderr' in dir(result)
- def test_regress_two_inputs(self):
- # Regress a simple line formed by two points.
- x = np.arange(2)
- y = np.arange(3, 5)
- result = stats.linregress(x, y)
- # Non-horizontal line
- assert_almost_equal(result.pvalue, 0.0)
- # Zero error through two points
- assert_almost_equal(result.stderr, 0.0)
- assert_almost_equal(result.intercept_stderr, 0.0)
- def test_regress_two_inputs_horizontal_line(self):
- # Regress a horizontal line formed by two points.
- x = np.arange(2)
- y = np.ones(2)
- result = stats.linregress(x, y)
- # Horizontal line
- assert_almost_equal(result.pvalue, 1.0)
- # Zero error through two points
- assert_almost_equal(result.stderr, 0.0)
- assert_almost_equal(result.intercept_stderr, 0.0)
- def test_nist_norris(self):
- # If this causes a lint failure in the future, please note the history of
- # requests to allow extra whitespace in table formatting (e.g. gh-12367).
- # Also see https://github.com/scipy/scipy/wiki/Why-do-we-not-use-an-auto%E2%80%90formatter%3F # noqa: E501
- x = [ 0.2, 337.4, 118.2, 884.6, 10.1, 226.5,
- 666.3, 996.3, 448.6, 777.0, 558.2, 0.4,
- 0.6, 775.5, 666.9, 338.0, 447.5, 11.6,
- 556.0, 228.1, 995.8, 887.6, 120.2, 0.3,
- 0.3, 556.8, 339.1, 887.2, 999.0, 779.0,
- 11.1, 118.3, 229.2, 669.1, 448.9, 0.5]
- y = [ 0.1, 338.8, 118.1, 888.0, 9.2, 228.1,
- 668.5, 998.5, 449.1, 778.9, 559.2, 0.3,
- 0.1, 778.1, 668.8, 339.3, 448.9, 10.8,
- 557.7, 228.3, 998.0, 888.8, 119.6, 0.3,
- 0.6, 557.6, 339.3, 888.0, 998.5, 778.9,
- 10.2, 117.6, 228.9, 668.4, 449.2, 0.2]
- result = stats.linregress(x, y)
- assert_almost_equal(result.slope, 1.00211681802045)
- assert_almost_equal(result.intercept, -0.262323073774029)
- assert_almost_equal(result.rvalue**2, 0.999993745883712)
- assert_almost_equal(result.pvalue, 0.0)
- assert_almost_equal(result.stderr, 0.00042979684820)
- assert_almost_equal(result.intercept_stderr, 0.23281823430153)
- def test_compare_to_polyfit(self):
- x = np.linspace(0, 100, 100)
- y = 0.2 * np.linspace(0, 100, 100) + 10
- y += np.sin(np.linspace(0, 20, 100))
- result = stats.linregress(x, y)
- poly = np.polyfit(x, y, 1) # Fit 1st degree polynomial
- # Make sure linear regression slope and intercept
- # match with results from numpy polyfit
- assert_almost_equal(result.slope, poly[0])
- assert_almost_equal(result.intercept, poly[1])
- def test_empty_input(self):
- with pytest.warns(SmallSampleWarning, match="One or more sample..."):
- res = stats.linregress([], [])
- assert np.all(np.isnan(res))
- def test_nan_input(self):
- x = np.arange(10.)
- x[9] = np.nan
- with np.errstate(invalid="ignore"):
- result = stats.linregress(x, x)
- # Make sure the result still comes back as `LinregressResult`
- lr = LinregressResult
- assert_(isinstance(result, lr))
- assert_array_equal(result, (np.nan,)*5)
- assert_equal(result.intercept_stderr, np.nan)
- def test_identical_x(self):
- rng = np.random.default_rng(7872425088)
- x = np.zeros(10)
- y = rng.random(10)
- msg = "Cannot calculate a linear regression"
- with assert_raises(ValueError, match=msg):
- stats.linregress(x, y)
- def test_theilslopes():
- # Basic slope test.
- slope, intercept, lower, upper = stats.theilslopes([0,1,1])
- assert_almost_equal(slope, 0.5)
- assert_almost_equal(intercept, 0.5)
- msg = ("method must be either 'joint' or 'separate'."
- "'joint_separate' is invalid.")
- with pytest.raises(ValueError, match=msg):
- stats.theilslopes([0, 1, 1], method='joint_separate')
- slope, intercept, lower, upper = stats.theilslopes([0, 1, 1],
- method='joint')
- assert_almost_equal(slope, 0.5)
- assert_almost_equal(intercept, 0.0)
- # Test of confidence intervals.
- x = [1, 2, 3, 4, 10, 12, 18]
- y = [9, 15, 19, 20, 45, 55, 78]
- slope, intercept, lower, upper = stats.theilslopes(y, x, 0.07,
- method='separate')
- assert_almost_equal(slope, 4)
- assert_almost_equal(intercept, 4.0)
- assert_almost_equal(upper, 4.38, decimal=2)
- assert_almost_equal(lower, 3.71, decimal=2)
- slope, intercept, lower, upper = stats.theilslopes(y, x, 0.07,
- method='joint')
- assert_almost_equal(slope, 4)
- assert_almost_equal(intercept, 6.0)
- assert_almost_equal(upper, 4.38, decimal=2)
- assert_almost_equal(lower, 3.71, decimal=2)
- def test_cumfreq():
- x = [1, 4, 2, 1, 3, 1]
- cumfreqs, lowlim, binsize, extrapoints = stats.cumfreq(x, numbins=4)
- assert_array_almost_equal(cumfreqs, np.array([3., 4., 5., 6.]))
- cumfreqs, lowlim, binsize, extrapoints = stats.cumfreq(
- x, numbins=4, defaultreallimits=(1.5, 5))
- assert_(extrapoints == 3)
- # test for namedtuple attribute results
- attributes = ('cumcount', 'lowerlimit', 'binsize', 'extrapoints')
- res = stats.cumfreq(x, numbins=4, defaultreallimits=(1.5, 5))
- check_named_results(res, attributes)
- def test_relfreq():
- a = np.array([1, 4, 2, 1, 3, 1])
- relfreqs, lowlim, binsize, extrapoints = stats.relfreq(a, numbins=4)
- assert_array_almost_equal(relfreqs,
- array([0.5, 0.16666667, 0.16666667, 0.16666667]))
- # test for namedtuple attribute results
- attributes = ('frequency', 'lowerlimit', 'binsize', 'extrapoints')
- res = stats.relfreq(a, numbins=4)
- check_named_results(res, attributes)
- # check array_like input is accepted
- relfreqs2, lowlim, binsize, extrapoints = stats.relfreq([1, 4, 2, 1, 3, 1],
- numbins=4)
- assert_array_almost_equal(relfreqs, relfreqs2)
- class TestScoreatpercentile:
- def setup_method(self):
- self.a1 = [3, 4, 5, 10, -3, -5, 6]
- self.a2 = [3, -6, -2, 8, 7, 4, 2, 1]
- self.a3 = [3., 4, 5, 10, -3, -5, -6, 7.0]
- def test_basic(self):
- x = arange(8) * 0.5
- assert_equal(stats.scoreatpercentile(x, 0), 0.)
- assert_equal(stats.scoreatpercentile(x, 100), 3.5)
- assert_equal(stats.scoreatpercentile(x, 50), 1.75)
- def test_fraction(self):
- scoreatperc = stats.scoreatpercentile
- # Test defaults
- assert_equal(scoreatperc(list(range(10)), 50), 4.5)
- assert_equal(scoreatperc(list(range(10)), 50, (2,7)), 4.5)
- assert_equal(scoreatperc(list(range(100)), 50, limit=(1, 8)), 4.5)
- assert_equal(scoreatperc(np.array([1, 10,100]), 50, (10,100)), 55)
- assert_equal(scoreatperc(np.array([1, 10,100]), 50, (1,10)), 5.5)
- # explicitly specify interpolation_method 'fraction' (the default)
- assert_equal(scoreatperc(list(range(10)), 50, interpolation_method='fraction'),
- 4.5)
- assert_equal(scoreatperc(list(range(10)), 50, limit=(2, 7),
- interpolation_method='fraction'),
- 4.5)
- assert_equal(scoreatperc(list(range(100)), 50, limit=(1, 8),
- interpolation_method='fraction'),
- 4.5)
- assert_equal(scoreatperc(np.array([1, 10,100]), 50, (10, 100),
- interpolation_method='fraction'),
- 55)
- assert_equal(scoreatperc(np.array([1, 10,100]), 50, (1,10),
- interpolation_method='fraction'),
- 5.5)
- def test_lower_higher(self):
- scoreatperc = stats.scoreatpercentile
- # interpolation_method 'lower'/'higher'
- assert_equal(scoreatperc(list(range(10)), 50,
- interpolation_method='lower'), 4)
- assert_equal(scoreatperc(list(range(10)), 50,
- interpolation_method='higher'), 5)
- assert_equal(scoreatperc(list(range(10)), 50, (2,7),
- interpolation_method='lower'), 4)
- assert_equal(scoreatperc(list(range(10)), 50, limit=(2,7),
- interpolation_method='higher'), 5)
- assert_equal(scoreatperc(list(range(100)), 50, (1,8),
- interpolation_method='lower'), 4)
- assert_equal(scoreatperc(list(range(100)), 50, (1,8),
- interpolation_method='higher'), 5)
- assert_equal(scoreatperc(np.array([1, 10, 100]), 50, (10, 100),
- interpolation_method='lower'), 10)
- assert_equal(scoreatperc(np.array([1, 10, 100]), 50, limit=(10, 100),
- interpolation_method='higher'), 100)
- assert_equal(scoreatperc(np.array([1, 10, 100]), 50, (1, 10),
- interpolation_method='lower'), 1)
- assert_equal(scoreatperc(np.array([1, 10, 100]), 50, limit=(1, 10),
- interpolation_method='higher'), 10)
- def test_sequence_per(self):
- x = arange(8) * 0.5
- expected = np.array([0, 3.5, 1.75])
- res = stats.scoreatpercentile(x, [0, 100, 50])
- assert_allclose(res, expected)
- assert_(isinstance(res, np.ndarray))
- # Test with ndarray. Regression test for gh-2861
- assert_allclose(stats.scoreatpercentile(x, np.array([0, 100, 50])),
- expected)
- # Also test combination of 2-D array, axis not None and array-like per
- res2 = stats.scoreatpercentile(np.arange(12).reshape((3,4)),
- np.array([0, 1, 100, 100]), axis=1)
- expected2 = array([[0, 4, 8],
- [0.03, 4.03, 8.03],
- [3, 7, 11],
- [3, 7, 11]])
- assert_allclose(res2, expected2)
- def test_axis(self):
- scoreatperc = stats.scoreatpercentile
- x = arange(12).reshape(3, 4)
- assert_equal(scoreatperc(x, (25, 50, 100)), [2.75, 5.5, 11.0])
- r0 = [[2, 3, 4, 5], [4, 5, 6, 7], [8, 9, 10, 11]]
- assert_equal(scoreatperc(x, (25, 50, 100), axis=0), r0)
- r1 = [[0.75, 4.75, 8.75], [1.5, 5.5, 9.5], [3, 7, 11]]
- assert_equal(scoreatperc(x, (25, 50, 100), axis=1), r1)
- x = array([[1, 1, 1],
- [1, 1, 1],
- [4, 4, 3],
- [1, 1, 1],
- [1, 1, 1]])
- score = stats.scoreatpercentile(x, 50)
- assert_equal(score.shape, ())
- assert_equal(score, 1.0)
- score = stats.scoreatpercentile(x, 50, axis=0)
- assert_equal(score.shape, (3,))
- assert_equal(score, [1, 1, 1])
- def test_exception(self):
- assert_raises(ValueError, stats.scoreatpercentile, [1, 2], 56,
- interpolation_method='foobar')
- assert_raises(ValueError, stats.scoreatpercentile, [1], 101)
- assert_raises(ValueError, stats.scoreatpercentile, [1], -1)
- def test_empty(self):
- assert_equal(stats.scoreatpercentile([], 50), np.nan)
- assert_equal(stats.scoreatpercentile(np.array([[], []]), 50), np.nan)
- assert_equal(stats.scoreatpercentile([], [50, 99]), [np.nan, np.nan])
- @make_xp_test_case(stats.mode)
- class TestMode:
- def test_empty(self, xp):
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- vals, counts = stats.mode(xp.asarray([]))
- xp_assert_equal(vals, xp.asarray(xp.nan))
- xp_assert_equal(counts, xp.asarray(0.))
- def test_scalar(self):
- vals, counts = stats.mode(4.)
- assert_equal(vals, np.array([4.]))
- assert_equal(counts, np.array([1]))
- def test_basic(self, xp):
- data1 = xp.asarray([3, 5, 1, 10, 23, 3, 2, 6, 8, 6, 10, 6])
- vals = stats.mode(data1)
- xp_assert_equal(vals[0], xp.asarray(6))
- xp_assert_equal(vals[1], xp.asarray(3))
- def test_axes_keepdims(self, xp):
- data1 = [10, 10, 30, 40]
- data2 = [10, 10, 10, 10]
- data3 = [20, 10, 20, 20]
- data4 = [30, 30, 30, 30]
- data5 = [40, 30, 30, 30]
- arr = xp.asarray([data1, data2, data3, data4, data5])
- vals = stats.mode(arr, axis=None, keepdims=True)
- xp_assert_equal(vals[0], xp.asarray([[30]]))
- xp_assert_equal(vals[1], xp.asarray([[8]]))
- vals = stats.mode(arr, axis=0, keepdims=True)
- xp_assert_equal(vals[0], xp.asarray([[10, 10, 30, 30]]))
- xp_assert_equal(vals[1], xp.asarray([[2, 3, 3, 2]]))
- vals = stats.mode(arr, axis=1, keepdims=True)
- xp_assert_equal(vals[0], xp.asarray([[10], [10], [20], [30], [30]]))
- xp_assert_equal(vals[1], xp.asarray([[2], [4], [3], [4], [3]]))
- def test_axes(self, xp):
- data1 = [10, 10, 30, 40]
- data2 = [10, 10, 10, 10]
- data3 = [20, 10, 20, 20]
- data4 = [30, 30, 30, 30]
- data5 = [40, 30, 30, 30]
- arr = xp.asarray([data1, data2, data3, data4, data5])
- vals = stats.mode(arr, axis=None)
- xp_assert_equal(vals[0], xp.asarray(30))
- xp_assert_equal(vals[1], xp.asarray(8))
- vals = stats.mode(arr, axis=0)
- xp_assert_equal(vals[0], xp.asarray([10, 10, 30, 30]))
- xp_assert_equal(vals[1], xp.asarray([2, 3, 3, 2]))
- vals = stats.mode(arr, axis=1)
- xp_assert_equal(vals[0], xp.asarray([10, 10, 20, 30, 30]))
- xp_assert_equal(vals[1], xp.asarray([2, 4, 3, 4, 3]))
- @pytest.mark.parametrize('axis', range(-4, 0))
- def test_negative_axes_gh_15375(self, axis, xp):
- rng = np.random.default_rng(7090348401)
- a = xp.asarray(rng.random((10, 11, 12, 13)))
- res0 = stats.mode(a, axis=a.ndim+axis)
- res1 = stats.mode(a, axis=axis)
- xp_assert_equal(res0.mode, res1.mode)
- xp_assert_equal(res0.count, res1.count)
- def test_mode_result_attributes(self, xp):
- data1 = xp.asarray([3, 5, 1, 10, 23, 3, 2, 6, 8, 6, 10, 6])
- data2 = xp.asarray([])
- actual = stats.mode(data1)
- attributes = ('mode', 'count')
- check_named_results(actual, attributes, xp=xp)
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- actual2 = stats.mode(data2)
- check_named_results(actual2, attributes, xp=xp)
- def test_nan_propagate(self, xp):
- data1 = xp.asarray([3, np.nan, 5, 1, 10, 23, 3, 2, 6, 8, 6, 10, 6])
- actual = stats.mode(data1)
- xp_assert_equal(actual[0], xp.asarray(6, dtype=data1.dtype))
- xp_assert_equal(actual[1], xp.asarray(3))
- @skip_xp_backends(eager_only=True, reason="lazy arrays don't do 'raise'.")
- def test_nan_omit(self, xp):
- data1 = xp.asarray([3, np.nan, 5, 1, 10, 23, 3, 2, 6, 8, 6, 10, 6])
- res = stats.mode(data1, nan_policy='omit')
- xp_assert_equal(res.mode, xp.asarray(6.))
- xp_assert_equal(res.count, xp.asarray(3))
- assert_raises(ValueError, stats.mode, data1, nan_policy='raise')
- assert_raises(ValueError, stats.mode, data1, nan_policy='foobar')
- @skip_xp_backends(eager_only=True, reason="lazy arrays don't do 'omit'.")
- @pytest.mark.parametrize("data", [
- [3, 5, 1, 1, 3.],
- [3, np.nan, 5, 1, 1, 3],
- [3, 5, 1.],
- [3, np.nan, 5, 1],
- ])
- @pytest.mark.parametrize('keepdims', [False, True])
- def test_smallest_equal(self, data, keepdims, xp):
- result = stats.mode(xp.asarray(data), nan_policy='omit', keepdims=keepdims)
- if keepdims:
- xp_assert_equal(result[0][0], xp.asarray(1.))
- else:
- xp_assert_equal(result[0], xp.asarray(1.))
- @pytest.mark.parametrize('axis', range(-3, 3))
- def test_mode_shape_gh_9955(self, axis, xp):
- rng = np.random.default_rng(984213899)
- a = xp.asarray(rng.uniform(size=(3, 4, 5)))
- res = stats.mode(a, axis=axis, keepdims=False)
- reference_shape = list(a.shape)
- reference_shape.pop(axis)
- np.testing.assert_array_equal(res.mode.shape, reference_shape)
- np.testing.assert_array_equal(res.count.shape, reference_shape)
- def test_nan_policy_propagate_gh_9815(self, xp):
- # mode should treat np.nan as it would any other object when
- # nan_policy='propagate'
- a = xp.asarray([2, np.nan, 1, np.nan])
- res = stats.mode(a)
- assert xp.isnan(res.mode) and res.count == 2
- def test_keepdims_empty(self, xp):
- # test empty arrays
- a = xp.zeros((1, 2, 3, 0))
- res = stats.mode(a, axis=1, keepdims=False)
- assert res.mode.shape == res.count.shape == (1, 3, 0)
- res = stats.mode(a, axis=1, keepdims=True)
- assert res.mode.shape == res.count.shape == (1, 1, 3, 0)
- def test_keepdims_nonempty(selfself, xp):
- # test nan_policy='propagate'
- a = xp.asarray([[1, 3, 3, np.nan], [1, 1, np.nan, 1]])
- res = stats.mode(a, axis=1, keepdims=False)
- xp_assert_equal(res.mode, xp.asarray([3., 1.]))
- xp_assert_equal(res.count, xp.asarray([2, 3]))
- res = stats.mode(a, axis=1, keepdims=True)
- xp_assert_equal(res.mode, xp.asarray([[3.], [1.]]))
- xp_assert_equal(res.count, xp.asarray([[2], [3]]))
- a = xp.asarray(a)
- res = stats.mode(a, axis=None, keepdims=False)
- ref = stats.mode(xp_ravel(a), keepdims=False)
- xp_assert_equal(res.mode, ref.mode)
- xp_assert_equal(res.count, ref.count)
- assert res.mode.shape == ref.mode.shape == ()
- res = stats.mode(a, axis=None, keepdims=True)
- ref = stats.mode(xp_ravel(a), keepdims=True)
- xp_assert_equal(xp_ravel(res.mode), xp_ravel(ref.mode))
- assert res.mode.shape == (1, 1)
- xp_assert_equal(xp_ravel(res.count), xp_ravel(ref.count))
- assert res.count.shape == (1, 1)
- def test_keepdims_nan_omit(self):
- # test nan_policy='omit'
- a = [[1, np.nan, np.nan, np.nan, 1],
- [np.nan, np.nan, np.nan, np.nan, 2],
- [1, 2, np.nan, 5, 5]]
- res = stats.mode(a, axis=1, keepdims=False, nan_policy='omit')
- assert_array_equal(res.mode, [1, 2, 5])
- assert_array_equal(res.count, [2, 1, 2])
- res = stats.mode(a, axis=1, keepdims=True, nan_policy='omit')
- assert_array_equal(res.mode, [[1], [2], [5]])
- assert_array_equal(res.count, [[2], [1], [2]])
- a = np.array(a)
- res = stats.mode(a, axis=None, keepdims=False, nan_policy='omit')
- ref = stats.mode(a.ravel(), keepdims=False, nan_policy='omit')
- assert_array_equal(res, ref)
- assert res.mode.shape == ref.mode.shape == ()
- res = stats.mode(a, axis=None, keepdims=True, nan_policy='omit')
- ref = stats.mode(a.ravel(), keepdims=True, nan_policy='omit')
- assert_equal(res.mode.ravel(), ref.mode.ravel())
- assert res.mode.shape == (1, 1)
- assert_equal(res.count.ravel(), ref.count.ravel())
- assert res.count.shape == (1, 1)
- @pytest.mark.parametrize("nan_policy", ['propagate', 'omit'])
- def test_gh16955(self, nan_policy):
- # Check that bug reported in gh-16955 is resolved
- shape = (4, 3)
- data = np.ones(shape)
- data[0, 0] = np.nan
- res = stats.mode(a=data, axis=1, keepdims=False, nan_policy=nan_policy)
- assert_array_equal(res.mode, [1, 1, 1, 1])
- assert_array_equal(res.count, [2, 3, 3, 3])
- # Test with input from gh-16595. Support for non-numeric input
- # was deprecated, so check for the appropriate error.
- my_dtype = np.dtype([('asdf', np.uint8), ('qwer', np.float64, (3,))])
- test = np.zeros(10, dtype=my_dtype)
- message = "Argument `a` is not....|An argument has dtype...|The DType..."
- with pytest.raises(TypeError, match=message):
- stats.mode(test, nan_policy=nan_policy)
- def test_gh9955(self):
- # The behavior of mode with empty slices (whether the input was empty
- # or all elements were omitted) was inconsistent. Test that this is
- # resolved: the mode of an empty slice is NaN and the count is zero.
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.mode([])
- ref = (np.nan, 0)
- assert_equal(res, ref)
- with pytest.warns(SmallSampleWarning, match=too_small_1d_omit):
- res = stats.mode([np.nan], nan_policy='omit')
- assert_equal(res, ref)
- a = [[10., 20., 20.], [np.nan, np.nan, np.nan]]
- with pytest.warns(SmallSampleWarning, match=too_small_nd_omit):
- res = stats.mode(a, axis=1, nan_policy='omit')
- ref = ([20, np.nan], [2, 0])
- assert_equal(res, ref)
- res = stats.mode(a, axis=1, nan_policy='propagate')
- ref = ([20, np.nan], [2, 3])
- assert_equal(res, ref)
- z = np.array([[], []])
- with pytest.warns(SmallSampleWarning, match=too_small_nd_not_omit):
- res = stats.mode(z, axis=1)
- ref = ([np.nan, np.nan], [0, 0])
- assert_equal(res, ref)
- @pytest.mark.filterwarnings('ignore::RuntimeWarning') # np.mean warns
- @pytest.mark.parametrize('z', [np.empty((0, 1, 2)), np.empty((1, 1, 2))])
- def test_gh17214(self, z, xp):
- z = xp.asarray(z)
- if z.size == 0:
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.mode(z, axis=None, keepdims=True)
- else:
- res = stats.mode(z, axis=None, keepdims=True)
- ref = xp.mean(z, axis=None, keepdims=True)
- assert res[0].shape == res[1].shape == ref.shape == (1, 1, 1)
- def test_raise_non_numeric_gh18254(self):
- class ArrLike:
- def __init__(self, x):
- self._x = x
- def __array__(self, dtype=None, copy=None):
- return self._x.astype(object)
- message = ("...only boolean and numerical dtypes..." if SCIPY_ARRAY_API
- else "Cannot interpret...")
- with pytest.raises(TypeError, match=message):
- stats.mode(ArrLike(np.arange(3)))
- message = ("...only boolean and numerical dtypes..." if SCIPY_ARRAY_API
- else "Argument `a` is not recognized as numeric.")
- with pytest.raises(TypeError, match=message):
- stats.mode(np.arange(3, dtype=object))
- @make_xp_test_case(stats.sem)
- class TestSEM:
- testcase = [1., 2., 3., 4.]
- scalar_testcase = 4.
- @pytest.mark.filterwarnings("ignore:invalid value encountered in divide")
- def test_sem_scalar(self, xp):
- # This is not in R, so used:
- # sqrt(var(testcase)*3/4)/sqrt(3)
- # y = stats.sem(self.shoes[0])
- # assert_approx_equal(y,0.775177399)
- scalar_testcase = xp.asarray(self.scalar_testcase)[()]
- if is_numpy(xp):
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- y = stats.sem(scalar_testcase)
- else:
- # Other array types can emit a variety of warnings.
- with warnings.catch_warnings():
- warnings.simplefilter("ignore", UserWarning)
- warnings.simplefilter("ignore", RuntimeWarning)
- y = stats.sem(scalar_testcase)
- assert xp.isnan(y)
- def test_sem(self, xp):
- testcase = xp.asarray(self.testcase)
- y = stats.sem(testcase)
- xp_assert_close(y, xp.asarray(0.6454972244))
- n = len(self.testcase)
- xp_assert_close(stats.sem(testcase, ddof=0) * (n/(n-2))**0.5,
- stats.sem(testcase, ddof=2))
- x = xp.arange(10.)
- x = xp.where(x == 9, xp.nan, x)
- xp_assert_equal(stats.sem(x), xp.asarray(xp.nan))
- @skip_xp_backends(np_only=True,
- reason='`nan_policy` only supports NumPy backend')
- def test_sem_nan_policy(self, xp):
- x = np.arange(10.)
- x[9] = np.nan
- assert_equal(stats.sem(x, nan_policy='omit'), 0.9128709291752769)
- assert_raises(ValueError, stats.sem, x, nan_policy='raise')
- assert_raises(ValueError, stats.sem, x, nan_policy='foobar')
- @make_xp_test_case(stats.zmap)
- class TestZmap:
- @pytest.mark.parametrize(
- 'x, y',
- [([1., 2., 3., 4.], [1., 2., 3., 4.]),
- ([1., 2., 3.], [0., 1., 2., 3., 4.])]
- )
- def test_zmap(self, x, y, xp):
- # For these simple cases, calculate the expected result directly
- # by using the formula for the z-score.
- x, y = xp.asarray(x), xp.asarray(y)
- expected = (x - xp.mean(y)) / xp.std(y, correction=0)
- z = stats.zmap(x, y)
- xp_assert_close(z, expected)
- def test_zmap_axis(self, xp):
- # Test use of 'axis' keyword in zmap.
- x = xp.asarray([[0.0, 0.0, 1.0, 1.0],
- [1.0, 1.0, 1.0, 2.0],
- [2.0, 0.0, 2.0, 0.0]])
- t1 = 1.0/(2.0/3)**0.5
- t2 = 3.**0.5/3
- t3 = 2.**0.5
- z0 = stats.zmap(x, x, axis=0)
- z1 = stats.zmap(x, x, axis=1)
- z0_expected = [[-t1, -t3/2, -t3/2, 0.0],
- [0.0, t3, -t3/2, t1],
- [t1, -t3/2, t3, -t1]]
- z1_expected = [[-1.0, -1.0, 1.0, 1.0],
- [-t2, -t2, -t2, 3.**0.5],
- [1.0, -1.0, 1.0, -1.0]]
- z0_expected = xp.asarray(z0_expected)
- z1_expected = xp.asarray(z1_expected)
- xp_assert_close(z0, z0_expected)
- xp_assert_close(z1, z1_expected)
- def test_zmap_ddof(self, xp):
- # Test use of 'ddof' keyword in zmap.
- x = xp.asarray([[0.0, 0.0, 1.0, 1.0],
- [0.0, 1.0, 2.0, 3.0]])
- z = stats.zmap(x, x, axis=1, ddof=1)
- z0_expected = xp.asarray([-0.5, -0.5, 0.5, 0.5])/(1.0/3**0.5)
- z1_expected = xp.asarray([-1.5, -0.5, 0.5, 1.5])/(5./3)**0.5
- xp_assert_close(z[0, :], z0_expected)
- xp_assert_close(z[1, :], z1_expected)
- @pytest.mark.parametrize('ddof', [0, 2])
- def test_zmap_nan_policy_omit(self, ddof, xp):
- # nans in `scores` are propagated, regardless of `nan_policy`.
- # `nan_policy` only affects how nans in `compare` are handled.
- scores = xp.asarray([-3, -1, 2, np.nan])
- compare = xp.asarray([-8, -3, 2, 7, 12, np.nan])
- z = stats.zmap(scores, compare, ddof=ddof, nan_policy='omit')
- # exclude nans from compare, don't use isnan + mask since that messes up
- # dask
- ref = stats.zmap(scores, compare[:5], ddof=ddof)
- xp_assert_close(z, ref)
- @pytest.mark.parametrize('ddof', [0, 2])
- def test_zmap_nan_policy_omit_with_axis(self, ddof, xp):
- scores = xp.reshape(xp.arange(-5.0, 9.0), (2, -1))
- compare = np.reshape(np.linspace(-8, 6, 24), (2, -1))
- compare[0, 4] = np.nan
- compare[0, 6] = np.nan
- compare[1, 1] = np.nan
- # convert from numpy since some libraries like dask
- # can't handle the data-dependent shapes from the isnan masking
- compare_0_notna = xp.asarray(compare[0, :][~np.isnan(compare[0, :])])
- compare_1_notna = xp.asarray(compare[1, :][~np.isnan(compare[1, :])])
- compare = xp.asarray(compare)
- z = stats.zmap(scores, compare, nan_policy='omit', axis=1, ddof=ddof)
- res0 = stats.zmap(scores[0, :], compare_0_notna,
- ddof=ddof)
- res1 = stats.zmap(scores[1, :], compare_1_notna,
- ddof=ddof)
- expected = xp.stack((res0, res1))
- xp_assert_close(z, expected)
- @skip_xp_backends(eager_only=True, reason="lazy arrays don't do 'raise'.")
- def test_zmap_nan_policy_raise(self, xp):
- scores = xp.asarray([1, 2, 3])
- compare = xp.asarray([-8, -3, 2, 7, 12, xp.nan])
- with pytest.raises(ValueError, match='input contains nan'):
- stats.zmap(scores, compare, nan_policy='raise')
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_degenerate_input(self, xp):
- scores = xp.arange(3)
- compare = xp.ones(3)
- ref = xp.asarray([-xp.inf, xp.nan, xp.inf])
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- res = stats.zmap(scores, compare)
- xp_assert_equal(res, ref)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_complex_gh22404(self, xp):
- res = stats.zmap(xp.asarray([1, 2, 3, 4]), xp.asarray([1, 1j, -1, -1j]))
- ref = xp.asarray([1.+0.j, 2.+0.j, 3.+0.j, 4.+0.j])
- xp_assert_close(res, ref)
- @make_xp_test_case(stats.zscore)
- class TestZscore:
- def test_zscore(self, xp):
- # not in R, so tested by using:
- # (testcase[i] - mean(testcase, axis=0)) / sqrt(var(testcase) * 3/4)
- y = stats.zscore(xp.asarray([1, 2, 3, 4]))
- desired = [-1.3416407864999, -0.44721359549996,
- 0.44721359549996, 1.3416407864999]
- xp_assert_close(y, xp.asarray(desired))
- def test_zscore_axis(self, xp):
- # Test use of 'axis' keyword in zscore.
- x = xp.asarray([[0.0, 0.0, 1.0, 1.0],
- [1.0, 1.0, 1.0, 2.0],
- [2.0, 0.0, 2.0, 0.0]])
- t1 = 1.0/(2.0/3)**0.5
- t2 = 3**0.5/3
- t3 = 2**0.5
- z0 = stats.zscore(x, axis=0)
- z1 = stats.zscore(x, axis=1)
- z0_expected = [[-t1, -t3/2, -t3/2, 0.0],
- [0.0, t3, -t3/2, t1],
- [t1, -t3/2, t3, -t1]]
- z1_expected = [[-1.0, -1.0, 1.0, 1.0],
- [-t2, -t2, -t2, 3**0.5],
- [1.0, -1.0, 1.0, -1.0]]
- xp_assert_close(z0, xp.asarray(z0_expected))
- xp_assert_close(z1, xp.asarray(z1_expected))
- def test_zscore_ddof(self, xp):
- # Test use of 'ddof' keyword in zscore.
- x = xp.asarray([[0.0, 0.0, 1.0, 1.0],
- [0.0, 1.0, 2.0, 3.0]])
- z = stats.zscore(x, axis=1, ddof=1)
- z0_expected = xp.asarray([-0.5, -0.5, 0.5, 0.5])/(1.0/3**0.5)
- z1_expected = xp.asarray([-1.5, -0.5, 0.5, 1.5])/((5./3)**0.5)
- xp_assert_close(z[0, :], z0_expected)
- xp_assert_close(z[1, :], z1_expected)
- def test_zscore_nan_propagate(self, xp):
- x = xp.asarray([1, 2, np.nan, 4, 5])
- z = stats.zscore(x, nan_policy='propagate')
- xp_assert_equal(z, xp.full(x.shape, xp.nan))
- def test_zscore_nan_omit(self, xp):
- x = xp.asarray([1, 2, xp.nan, 4, 5])
- z = stats.zscore(x, nan_policy='omit')
- expected = xp.asarray([-1.2649110640673518,
- -0.6324555320336759,
- xp.nan,
- 0.6324555320336759,
- 1.2649110640673518
- ])
- xp_assert_close(z, expected)
- def test_zscore_nan_omit_with_ddof(self, xp):
- x = xp.asarray([xp.nan, 1.0, 3.0, 5.0, 7.0, 9.0])
- z = stats.zscore(x, ddof=1, nan_policy='omit')
- expected = xp.concat([xp.asarray([xp.nan]), stats.zscore(x[1:], ddof=1)])
- xp_assert_close(z, expected)
- @skip_xp_backends(eager_only=True, reason="lazy arrays don't do 'raise'.")
- def test_zscore_nan_raise(self, xp):
- x = xp.asarray([1, 2, xp.nan, 4, 5])
- with pytest.raises(ValueError, match="The input contains nan..."):
- stats.zscore(x, nan_policy='raise')
- def test_zscore_constant_input_1d(self, xp):
- x = xp.asarray([-0.087] * 3)
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z = stats.zscore(x)
- xp_assert_equal(z, xp.full(x.shape, xp.nan))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_zscore_constant_input_2d(self, xp):
- x = xp.asarray([[10.0, 10.0, 10.0, 10.0],
- [10.0, 11.0, 12.0, 13.0]])
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z0 = stats.zscore(x, axis=0)
- xp_assert_close(z0, xp.asarray([[xp.nan, -1.0, -1.0, -1.0],
- [xp.nan, 1.0, 1.0, 1.0]]))
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z1 = stats.zscore(x, axis=1)
- xp_assert_equal(z1, xp.stack([xp.asarray([xp.nan, xp.nan, xp.nan, xp.nan]),
- stats.zscore(x[1, :])]))
- z = stats.zscore(x, axis=None)
- xp_assert_equal(z, xp.reshape(stats.zscore(xp.reshape(x, (-1,))), x.shape))
- y = xp.ones((3, 6))
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z = stats.zscore(y, axis=None)
- xp_assert_equal(z, xp.full_like(y, xp.nan))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_zscore_constant_input_2d_nan_policy_omit(self, xp):
- x = xp.asarray([[10.0, 10.0, 10.0, 10.0],
- [10.0, 11.0, 12.0, xp.nan],
- [10.0, 12.0, xp.nan, 10.0]])
- s = (3/2)**0.5
- s2 = 2**0.5
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z0 = stats.zscore(x, nan_policy='omit', axis=0)
- xp_assert_close(z0, xp.asarray([[xp.nan, -s, -1.0, xp.nan],
- [xp.nan, 0, 1.0, xp.nan],
- [xp.nan, s, xp.nan, xp.nan]]))
- with eager_warns(RuntimeWarning, match="Precision loss occurred...", xp=xp):
- z1 = stats.zscore(x, nan_policy='omit', axis=1)
- xp_assert_close(z1, xp.asarray([[xp.nan, xp.nan, xp.nan, xp.nan],
- [-s, 0, s, xp.nan],
- [-s2/2, s2, xp.nan, -s2/2]]))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_zscore_2d_all_nan_row(self, xp):
- # A row is all nan, and we use axis=1.
- x = xp.asarray([[np.nan, np.nan, np.nan, np.nan],
- [10.0, 10.0, 12.0, 12.0]])
- z = stats.zscore(x, nan_policy='omit', axis=1)
- xp_assert_close(z, xp.asarray([[np.nan, np.nan, np.nan, np.nan],
- [-1.0, -1.0, 1.0, 1.0]]))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_zscore_2d_all_nan(self, xp):
- # The entire 2d array is nan, and we use axis=None.
- y = xp.full((2, 3), xp.nan)
- z = stats.zscore(y, nan_policy='omit', axis=None)
- xp_assert_equal(z, y)
- @pytest.mark.parametrize('x', [np.array([]), np.zeros((3, 0, 5))])
- def test_zscore_empty_input(self, x, xp):
- x = xp.asarray(x)
- z = stats.zscore(x)
- xp_assert_equal(z, x)
- @skip_xp_invalid_arg
- def test_zscore_masked_element_0_gh19039(self, xp):
- # zscore returned all NaNs when 0th element was masked. See gh-19039.
- rng = np.random.default_rng(8675309)
- x = rng.standard_normal(10)
- mask = np.zeros_like(x)
- y = np.ma.masked_array(x, mask)
- y.mask[0] = True
- ref = stats.zscore(x[1:]) # compute reference from non-masked elements
- assert not np.any(np.isnan(ref))
- res = stats.zscore(y)
- assert_allclose(res[1:], ref)
- res = stats.zscore(y, axis=None)
- assert_allclose(res[1:], ref)
- y[1:] = y[1] # when non-masked elements are identical, result is nan
- with pytest.warns(RuntimeWarning, match="Precision loss occurred..."):
- res = stats.zscore(y)
- assert_equal(res[1:], np.nan)
- with pytest.warns(RuntimeWarning, match="Precision loss occurred..."):
- res = stats.zscore(y, axis=None)
- assert_equal(res[1:], np.nan)
- @make_xp_test_case(stats.gzscore)
- class TestGZscore:
- def test_gzscore_normal_array(self, xp):
- x = np.asarray([1, 2, 3, 4])
- z = stats.gzscore(xp.asarray(x))
- desired = np.log(x / stats.gmean(x)) / np.log(stats.gstd(x, ddof=0))
- xp_assert_close(z, xp.asarray(desired, dtype=xp.asarray(1.).dtype))
- @skip_xp_invalid_arg
- def test_gzscore_masked_array(self):
- x = np.array([1, 2, -1, 3, 4])
- mask = [0, 0, 1, 0, 0]
- mx = np.ma.masked_array(x, mask=mask)
- z = stats.gzscore(mx)
- desired = ([-1.526072095151, -0.194700599824, np.inf, 0.584101799472,
- 1.136670895503])
- desired = np.ma.masked_array(desired, mask=mask)
- assert_allclose(z.compressed(), desired.compressed())
- assert_allclose(z.mask, desired.mask)
- assert isinstance(z, np.ma.MaskedArray)
- @make_xp_test_case(stats.median_abs_deviation)
- class TestMedianAbsDeviation:
- def setup_method(self):
- self.dat_nan = [2.20, 2.20, 2.4, 2.4, 2.5, 2.7, 2.8, 2.9,
- 3.03, 3.03, 3.10, 3.37, 3.4, 3.4, 3.4, 3.5,
- 3.6, 3.7, 3.7, 3.7, 3.7, 3.77, 5.28, np.nan]
- self.dat = [2.20, 2.20, 2.4, 2.4, 2.5, 2.7, 2.8, 2.9, 3.03,
- 3.03, 3.10, 3.37, 3.4, 3.4, 3.4, 3.5, 3.6, 3.7,
- 3.7, 3.7, 3.7, 3.77, 5.28, 28.95]
- def test_median_abs_deviation(self, xp):
- xp_assert_close(stats.median_abs_deviation(xp.asarray(self.dat), axis=None),
- xp.asarray(0.355))
- dat = xp.reshape(xp.asarray(self.dat), (6, 4))
- mad = stats.median_abs_deviation(dat, axis=0)
- mad_expected = xp.asarray([0.435, 0.5, 0.45, 0.4])
- xp_assert_close(mad, mad_expected)
- def test_mad_nan_omit(self, xp):
- mad = stats.median_abs_deviation(xp.asarray(self.dat_nan), nan_policy='omit')
- xp_assert_close(mad, xp.asarray(0.34))
- def test_axis_and_nan(self, xp):
- x = xp.asarray([[1.0, 2.0, 3.0, 4.0, np.nan],
- [1.0, 4.0, 5.0, 8.0, 9.0]])
- mad = stats.median_abs_deviation(x, axis=1)
- xp_assert_close(mad, xp.asarray([np.nan, 3.0]))
- def test_nan_policy_omit_with_inf(self, xp):
- z = xp.asarray([1, 3, 4, 6, 99, np.nan, np.inf])
- mad = stats.median_abs_deviation(z, nan_policy='omit')
- xp_assert_close(mad, xp.asarray(3.0))
- @pytest.mark.parametrize('axis', [0, 1, 2, None])
- def test_size_zero_with_axis(self, axis, xp):
- x = xp.zeros((3, 0, 4))
- context = (eager_warns(SmallSampleWarning, match='too small', xp=np)
- if axis in {1, None} else contextlib.nullcontext())
- with context:
- mad = stats.median_abs_deviation(x, axis=axis)
- xp_assert_close(mad, xp.full_like(xp.sum(x, axis=axis), fill_value=xp.nan))
- @pytest.mark.parametrize('nan_policy, expected',
- [('omit', [np.nan, 1.5, 1.5]),
- ('propagate', [np.nan, np.nan, 1.5])])
- def test_nan_policy_with_axis(self, nan_policy, expected, xp):
- if nan_policy=='omit' and not is_numpy(xp):
- pytest.skip("nan_policy='omit' with n-d input only supported by NumPy")
- x = xp.asarray([[np.nan, np.nan, np.nan, np.nan, np.nan, np.nan],
- [1, 5, 3, 6, np.nan, np.nan],
- [5, 6, 7, 9, 9, 10]])
- context = (eager_warns(SmallSampleWarning, match="too small", xp=np)
- if nan_policy == 'omit' else contextlib.nullcontext())
- with context:
- mad = stats.median_abs_deviation(x, nan_policy=nan_policy, axis=1)
- xp_assert_close(mad, xp.asarray(expected))
- @pytest.mark.parametrize('axis, expected',
- [(1, [2.5, 2.0, 12.0]), (None, 4.5)])
- def test_center_mean_with_nan(self, axis, expected):
- # nan_policy='omit' with multidimensional input only supported by NumPy
- x = np.array([[1, 2, 4, 9, np.nan],
- [0, 1, 1, 1, 12],
- [-10, -10, -10, 20, 20]])
- mad = stats.median_abs_deviation(x, center=np.mean, nan_policy='omit',
- axis=axis)
- xp_assert_close(mad, expected, rtol=1e-15, atol=1e-15)
- def test_center_not_callable(self, xp):
- with pytest.raises(TypeError, match='callable'):
- stats.median_abs_deviation(xp.asarray([1, 2, 3, 5]), center=99)
- def _check_warnings(warn_list, expected_type, expected_len):
- """
- Checks that all of the warnings from a list returned by
- `warnings.catch_all(record=True)` are of the required type and that the list
- contains expected number of warnings.
- """
- assert_equal(len(warn_list), expected_len, "number of warnings")
- for warn_ in warn_list:
- assert_(warn_.category is expected_type)
- @make_xp_test_case(stats.iqr)
- class TestIQR:
- @pytest.mark.parametrize('dtype', [None, 'float32', 'float64'])
- def test_basic(self, dtype, xp):
- x = np.arange(8) * 0.5
- np.random.shuffle(x)
- dtype = xp_default_dtype(xp) if dtype is None else getattr(xp, dtype)
- xp_assert_equal(stats.iqr(xp.asarray(x, dtype=dtype)),
- xp.asarray(1.75, dtype=dtype))
- def test_api(self, xp):
- d = xp.ones((5, 5))
- stats.iqr(d)
- stats.iqr(d, None)
- stats.iqr(d, 1)
- stats.iqr(d, (0, 1))
- stats.iqr(d, None, (10, 90))
- stats.iqr(d, None, (30, 20), 1.0)
- stats.iqr(d, None, (25, 75), 1.5, 'propagate')
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no nan_policy')
- def test_api_eager(self, xp):
- d = xp.ones((5, 5))
- stats.iqr(d, None, (50, 50), 'normal', 'raise', 'linear')
- stats.iqr(d, None, (25, 75), -0.4, 'omit', 'lower', True)
- @pytest.mark.parametrize('x', [[], np.arange(0)])
- def test_empty(self, x, xp):
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- xp_assert_equal(stats.iqr(xp.asarray(x)), xp.asarray(xp.nan))
- def test_constant(self, xp):
- # Constant array always gives 0
- x = xp.ones((7, 4))
- zero = xp.asarray(0.0)
- xp_assert_equal(stats.iqr(x), zero)
- xp_assert_equal(stats.iqr(x, axis=0), xp.zeros(4))
- xp_assert_equal(stats.iqr(x, axis=1), xp.zeros(7))
- xp_assert_equal(stats.iqr(x, interpolation='linear'), zero)
- xp_assert_equal(stats.iqr(x, interpolation='midpoint'), zero)
- xp_assert_equal(stats.iqr(x, interpolation='nearest'), zero)
- xp_assert_equal(stats.iqr(x, interpolation='lower'), zero)
- xp_assert_equal(stats.iqr(x, interpolation='higher'), zero)
- # 0 only along constant dimensions
- # This also tests much of `axis`
- y = xp.ones((4, 5, 6)) * xp.arange(6.)
- xp_assert_equal(stats.iqr(y, axis=0), xp.zeros((5, 6)))
- xp_assert_equal(stats.iqr(y, axis=1), xp.zeros((4, 6)))
- xp_assert_equal(stats.iqr(y, axis=2), xp.full((4, 5), 2.5))
- xp_assert_equal(stats.iqr(y, axis=(0, 1)), xp.zeros(6))
- xp_assert_equal(stats.iqr(y, axis=(0, 2)), xp.full(5, 3.))
- xp_assert_equal(stats.iqr(y, axis=(1, 2)), xp.full(4, 3.))
- def test_scalarlike(self, xp):
- x = xp.arange(1.) + 7.0
- xp_assert_equal(stats.iqr(x[0]), xp.asarray(0.0))
- xp_assert_equal(stats.iqr(x), xp.asarray(0.0))
- xp_assert_equal(stats.iqr(x, keepdims=True), xp.asarray([0.0]))
- def test_2D(self, xp):
- x = xp.reshape(xp.arange(15), (3, 5))
- xp_assert_equal(stats.iqr(x), xp.asarray(7.0))
- xp_assert_equal(stats.iqr(x, axis=0), xp.full(5, 5.))
- xp_assert_equal(stats.iqr(x, axis=1), xp.full(3, 2.))
- xp_assert_equal(stats.iqr(x, axis=(0, 1)), xp.asarray(7.0))
- xp_assert_equal(stats.iqr(x, axis=(1, 0)), xp.asarray(7.0))
- def test_axis(self, xp):
- # The `axis` keyword is also put through its paces in `test_keepdims`.
- o = np.random.normal(size=(71, 23))
- x = np.dstack([o] * 10) # x.shape = (71, 23, 10)
- o, x = xp.asarray(o), xp.asarray(x)
- q = xp.broadcast_to(stats.iqr(o), (10,))
- xp_assert_equal(stats.iqr(x, axis=(0, 1)), q)
- x = xp.moveaxis(x, -1, 0) # x.shape = (10, 71, 23)
- xp_assert_equal(stats.iqr(x, axis=(2, 1)), q)
- x = xp_swapaxes(x,0, 1, xp=xp) # x.shape = (71, 10, 23)
- xp_assert_equal(stats.iqr(x, axis=(0, 2)), q)
- x = xp_swapaxes(x,0, 1, xp=xp) # x.shape = (10, 71, 23)
- xp_assert_equal(stats.iqr(x, axis=(0, 1, 2)),
- stats.iqr(x, axis=None))
- xp_assert_equal(stats.iqr(x, axis=(0,)),
- stats.iqr(x, axis=0))
- d = np.arange(3 * 5 * 7 * 11)
- # Older versions of numpy only shuffle along axis=0.
- # Not sure about newer, don't care.
- np.random.shuffle(d)
- d = d.reshape((3, 5, 7, 11))
- d = xp.asarray(d)
- xp_assert_equal(stats.iqr(d, axis=(0, 1, 2))[0],
- stats.iqr(xp_ravel(d[:,:,:, 0])))
- xp_assert_equal(stats.iqr(d, axis=(0, 1, 3))[1],
- stats.iqr(xp_ravel(d[:,:, 1,:])))
- xp_assert_equal(stats.iqr(d, axis=(3, 1, -4))[2],
- stats.iqr(xp_ravel(d[:,:, 2,:])))
- xp_assert_equal(stats.iqr(d, axis=(3, 1, 2))[2],
- stats.iqr(xp_ravel(d[2,:,:,:])))
- xp_assert_equal(stats.iqr(d, axis=(3, 2))[2, 1],
- stats.iqr(xp_ravel(d[2, 1,:,:])))
- xp_assert_equal(stats.iqr(d, axis=(1, -2))[2, 1],
- stats.iqr(xp_ravel(d[2, :, :, 1])))
- xp_assert_equal(stats.iqr(d, axis=(1, 3))[2, 2],
- stats.iqr(xp_ravel(d[2, :, 2,:])))
- with pytest.raises(AxisError, match='`axis` is out of bounds...'):
- stats.iqr(d, axis=4)
- with pytest.raises(ValueError, match='`axis` must contain only...'):
- stats.iqr(d, axis=(0, 0))
- def test_rng(self, xp):
- x = xp.arange(5)
- xp_assert_equal(stats.iqr(x), xp.asarray(2.))
- xp_assert_equal(stats.iqr(x, rng=(25, 87.5)), xp.asarray(2.5))
- xp_assert_equal(stats.iqr(x, rng=(12.5, 75)), xp.asarray(2.5))
- xp_assert_equal(stats.iqr(x, rng=(10, 50)), xp.asarray(1.6)) # 3-1.4
- message = r"Elements of `rng` must be in the range \[0, 100\]."
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, rng=(0, 101))
- message = "`rng` must not contain NaNs."
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, rng=(np.nan, 25))
- message = "`rng` must be a two element sequence."
- with pytest.raises(TypeError, match=message):
- stats.iqr(x, rng=(0, 50, 60))
- def test_interpolation(self, xp):
- x = xp.arange(5)
- y = xp.arange(4)
- # Default
- xp_assert_equal(stats.iqr(x), xp.asarray(2.))
- xp_assert_equal(stats.iqr(y), xp.asarray(1.5))
- # Linear
- xp_assert_equal(stats.iqr(x, interpolation='linear'), xp.asarray(2.))
- xp_assert_equal(stats.iqr(y, interpolation='linear'), xp.asarray(1.5))
- # Higher
- xp_assert_equal(stats.iqr(x, interpolation='higher'), xp.asarray(2.))
- xp_assert_equal(stats.iqr(x, rng=(25, 80), interpolation='higher'),
- xp.asarray(3.))
- xp_assert_equal(stats.iqr(y, interpolation='higher'), xp.asarray(2.))
- # Lower (will generally, but not always be the same as higher)
- xp_assert_equal(stats.iqr(x, interpolation='lower'), xp.asarray(2.))
- xp_assert_equal(stats.iqr(x, rng=(25, 80), interpolation='lower'),
- xp.asarray(2.))
- xp_assert_equal(stats.iqr(y, interpolation='lower'), xp.asarray(2.))
- # Nearest
- xp_assert_equal(stats.iqr(x, interpolation='nearest'), xp.asarray(2.))
- xp_assert_equal(stats.iqr(y, interpolation='nearest'), xp.asarray(1.))
- # Midpoint
- xp_assert_equal(stats.iqr(x, interpolation='midpoint'), xp.asarray(2.))
- xp_assert_equal(stats.iqr(x, rng=(25, 80), interpolation='midpoint'),
- xp.asarray(2.5))
- xp_assert_equal(stats.iqr(y, interpolation='midpoint'), xp.asarray(2.))
- # Check all method= values new in numpy 1.22.0 are accepted
- for method in ('inverted_cdf', 'averaged_inverted_cdf',
- 'closest_observation', 'interpolated_inverted_cdf',
- 'hazen', 'weibull', 'median_unbiased',
- 'normal_unbiased'):
- stats.iqr(y, interpolation=method)
- with pytest.raises(ValueError, match='`method` must be one of...'):
- stats.iqr(x, interpolation='foobar')
- def test_keepdims(self, xp):
- # Also tests most of `axis`
- x = xp.ones((3, 5, 7, 11))
- assert_equal(stats.iqr(x, axis=None, keepdims=False).shape, ())
- assert_equal(stats.iqr(x, axis=2, keepdims=False).shape, (3, 5, 11))
- assert_equal(stats.iqr(x, axis=(0, 1), keepdims=False).shape, (7, 11))
- assert_equal(stats.iqr(x, axis=(0, 3), keepdims=False).shape, (5, 7))
- assert_equal(stats.iqr(x, axis=(1,), keepdims=False).shape, (3, 7, 11))
- assert_equal(stats.iqr(x, (0, 1, 2, 3), keepdims=False).shape, ())
- assert_equal(stats.iqr(x, axis=(0, 1, 3), keepdims=False).shape, (7,))
- assert_equal(stats.iqr(x, axis=None, keepdims=True).shape, (1, 1, 1, 1))
- assert_equal(stats.iqr(x, axis=2, keepdims=True).shape, (3, 5, 1, 11))
- assert_equal(stats.iqr(x, axis=(0, 1), keepdims=True).shape, (1, 1, 7, 11))
- assert_equal(stats.iqr(x, axis=(0, 3), keepdims=True).shape, (1, 5, 7, 1))
- assert_equal(stats.iqr(x, axis=(1,), keepdims=True).shape, (3, 1, 7, 11))
- assert_equal(stats.iqr(x, (0, 1, 2, 3), keepdims=True).shape, (1, 1, 1, 1))
- assert_equal(stats.iqr(x, axis=(0, 1, 3), keepdims=True).shape, (1, 1, 7, 1))
- def test_nanpolicy(self, xp):
- x = xp.reshape(xp.arange(15.0), (3, 5))
- # No NaNs
- xp_assert_equal(stats.iqr(x, nan_policy='propagate'), xp.asarray(7.))
- xp_assert_equal(stats.iqr(x, nan_policy='omit'), xp.asarray(7.))
- xp_assert_equal(stats.iqr(x, nan_policy='raise'), xp.asarray(7.))
- # Yes NaNs
- x = xpx.at(x)[1, 2].set(xp.nan)
- xp_assert_equal(stats.iqr(x, nan_policy='propagate'),
- xp.asarray(xp.nan))
- xp_assert_equal(stats.iqr(x, axis=0, nan_policy='propagate'),
- xp.asarray([5, 5, xp.nan, 5, 5]))
- xp_assert_equal(stats.iqr(x, axis=1, nan_policy='propagate'),
- xp.asarray([2, xp.nan, 2]))
- xp_assert_equal(stats.iqr(x, nan_policy='omit'), xp.asarray(7.5))
- message = "The input contains nan values"
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, nan_policy='raise')
- # Bad policy
- message = "nan_policy must be one of..."
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, nan_policy='barfood')
- @pytest.mark.skip_xp_backends(np_only=True,
- reason="nan_policy w/ multidimensional arrays only available w/ NumPy")
- def test_nanpolicy_nd(self, xp):
- x = xp.reshape(xp.arange(15.0), (3, 5))
- x[1, 2] = xp.nan
- xp_assert_equal(stats.iqr(x, axis=0, nan_policy='omit'),
- xp.full(5, 5.))
- xp_assert_equal(stats.iqr(x, axis=1, nan_policy='omit'),
- xp.asarray([2, 2.5, 2]))
- message = "The input contains nan values"
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, axis=0, nan_policy='raise')
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, axis=1, nan_policy='raise')
- def test_scale(self, xp):
- x = xp.reshape(xp.arange(15.0), (3, 5))
- # No NaNs
- xp_assert_equal(stats.iqr(x, scale=1.0), xp.asarray(7.))
- xp_assert_close(stats.iqr(x, scale='normal'), xp.asarray(7 / 1.3489795))
- xp_assert_equal(stats.iqr(x, scale=2.0), xp.asarray(3.5))
- # Yes NaNs
- x = xpx.at(x)[1, 2].set(xp.nan)
- nan = xp.asarray(xp.nan)
- xp_assert_equal(stats.iqr(x, scale=1.0, nan_policy='propagate'), nan)
- xp_assert_equal(stats.iqr(x, scale='normal', nan_policy='propagate'), nan)
- xp_assert_equal(stats.iqr(x, scale=2.0, nan_policy='propagate'), nan)
- xp_assert_equal(stats.iqr(x, scale=1.0, nan_policy='omit'), xp.asarray(7.5))
- xp_assert_close(stats.iqr(x, scale='normal', nan_policy='omit'),
- xp.asarray(7.5 / 1.3489795))
- xp_assert_equal(stats.iqr(x, scale=2.0, nan_policy='omit'), xp.asarray(3.75))
- # # Bad scale
- message = "foobar not a valid scale for `iqr`"
- with pytest.raises(ValueError, match=message):
- stats.iqr(x, scale='foobar')
- @pytest.mark.skip_xp_backends(np_only=True,
- reason="nan_policy w/ multidimensional arrays only available w/ NumPy")
- def test_scale_nanpolicy_nd(self, xp):
- # axis=1 chosen to show behavior with both nans and without
- x = xp.reshape(xp.arange(15.0), (3, 5))
- x = xpx.at(x)[1, 2].set(xp.nan)
- xp_assert_equal(stats.iqr(x, axis=1, scale=1.0, nan_policy='propagate'),
- xp.asarray([2, np.nan, 2]))
- xp_assert_close(stats.iqr(x, axis=1, scale='normal', nan_policy='propagate'),
- xp.asarray([2, np.nan, 2]) / 1.3489795)
- xp_assert_equal(stats.iqr(x, axis=1, scale=2.0, nan_policy='propagate'),
- xp.asarray([1, np.nan, 1]))
- def test_rng_order(self, xp):
- # test that order of `rng` doesn't matter (as documented)
- x = xp.arange(8.) * 0.5
- res = stats.iqr(x, rng=(75, 25))
- ref = stats.iqr(x)
- xp_assert_equal(res, ref)
- @make_xp_test_case(stats.moment)
- class TestMoments:
- """
- Comparison numbers are found using R v.1.5.1
- note that length(testcase) = 4
- testmathworks comes from documentation for the
- Statistics Toolbox for Matlab and can be found at both
- https://www.mathworks.com/help/stats/kurtosis.html
- https://www.mathworks.com/help/stats/skewness.html
- Note that both test cases came from here.
- """
- testcase = [1., 2., 3., 4.]
- scalar_testcase = 4.
- rng = np.random.default_rng(2285049930)
- testcase_moment_accuracy = rng.random(42)
- @pytest.mark.parametrize('size', [10, (10, 2)])
- @pytest.mark.parametrize('m, c', product((0, 1, 2, 3), (None, 0, 1)))
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered in divide:RuntimeWarning:dask"
- )
- def test_moment_center_scalar_moment(self, size, m, c, xp):
- rng = np.random.default_rng(6581432544381372042)
- x = xp.asarray(rng.random(size=size))
- res = stats.moment(x, m, center=c)
- c = xp.mean(x, axis=0) if c is None else c
- ref = xp.sum((x - c)**m, axis=0)/x.shape[0]
- xp_assert_close(res, ref, atol=1e-16)
- @pytest.mark.parametrize('size', [10, (10, 2)])
- @pytest.mark.parametrize('c', (None, 0, 1))
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered in divide:RuntimeWarning:dask"
- )
- def test_moment_center_array_moment(self, size, c, xp):
- rng = np.random.default_rng(1706828300224046506)
- x = xp.asarray(rng.random(size=size))
- m = [0, 1, 2, 3]
- res = stats.moment(x, m, center=c)
- ref = xp.concat([stats.moment(x, i, center=c)[xp.newaxis, ...] for i in m])
- xp_assert_equal(res, ref)
- def test_moment(self, xp):
- # mean((testcase-mean(testcase))**power,axis=0),axis=0))**power))
- testcase = xp.asarray(self.testcase)
- y = stats.moment(xp.asarray(self.scalar_testcase))
- xp_assert_close(y, xp.asarray(0.0))
- y = stats.moment(testcase, 0)
- xp_assert_close(y, xp.asarray(1.0))
- y = stats.moment(testcase, 1)
- xp_assert_close(y, xp.asarray(0.0))
- y = stats.moment(testcase, 2)
- xp_assert_close(y, xp.asarray(1.25))
- y = stats.moment(testcase, 3)
- xp_assert_close(y, xp.asarray(0.0))
- y = stats.moment(testcase, 4)
- xp_assert_close(y, xp.asarray(2.5625))
- # check array_like input for moment
- y = stats.moment(testcase, [1, 2, 3, 4])
- xp_assert_close(y, xp.asarray([0, 1.25, 0, 2.5625]))
- # check moment input consists only of integers
- y = stats.moment(testcase, 0.0)
- xp_assert_close(y, xp.asarray(1.0))
- message = 'All elements of `order` must be integral.'
- with pytest.raises(ValueError, match=message):
- stats.moment(testcase, 1.2)
- y = stats.moment(testcase, [1.0, 2, 3, 4.0])
- xp_assert_close(y, xp.asarray([0, 1.25, 0, 2.5625]))
- def test_cases():
- y = stats.moment(xp.asarray([]))
- xp_assert_equal(y, xp.asarray(xp.nan))
- y = stats.moment(xp.asarray([], dtype=xp.float32))
- xp_assert_equal(y, xp.asarray(xp.nan, dtype=xp.float32))
- y = stats.moment(xp.zeros((1, 0)), axis=0)
- xp_assert_equal(y, xp.empty((0,)))
- y = stats.moment(xp.asarray([[]]), axis=1)
- xp_assert_equal(y, xp.asarray([xp.nan]))
- y = stats.moment(xp.asarray([[]]), order=[0, 1], axis=0)
- xp_assert_equal(y, xp.empty((2, 0)))
- def test_nan_policy(self):
- x = np.arange(10.)
- x[9] = np.nan
- assert_equal(stats.moment(x, 2), np.nan)
- assert_almost_equal(stats.moment(x, nan_policy='omit'), 0.0)
- assert_raises(ValueError, stats.moment, x, nan_policy='raise')
- assert_raises(ValueError, stats.moment, x, nan_policy='foobar')
- @pytest.mark.parametrize('dtype', ['float32', 'float64', 'complex128'])
- @pytest.mark.parametrize('expect, order', [(0, 1), (1, 0)])
- def test_constant_moments(self, dtype, expect, order, xp):
- if dtype=='complex128' and is_torch(xp):
- pytest.skip()
- dtype = getattr(xp, dtype)
- rng = np.random.default_rng(3824693518)
- x = xp.asarray(rng.random(5), dtype=dtype)
- y = stats.moment(x, order=order)
- xp_assert_equal(y, xp.asarray(expect, dtype=dtype))
- y = stats.moment(xp.broadcast_to(x, (6, 5)), axis=0, order=order)
- xp_assert_equal(y, xp.full((5,), expect, dtype=dtype))
- y = stats.moment(xp.broadcast_to(x, (1, 2, 3, 4, 5)), axis=2,
- order=order)
- xp_assert_equal(y, xp.full((1, 2, 4, 5), expect, dtype=dtype))
- y = stats.moment(xp.broadcast_to(x, (1, 2, 3, 4, 5)), axis=None,
- order=order)
- xp_assert_equal(y, xp.full((), expect, dtype=dtype))
- def test_moment_propagate_nan(self, xp):
- # Check that the shape of the result is the same for inputs
- # with and without nans, cf gh-5817
- a = xp.reshape(xp.arange(8.), (2, -1))
- a = xpx.at(a)[1, 0].set(xp.nan)
- mm = stats.moment(xp.asarray(a), 2, axis=1)
- xp_assert_close(mm, xp.asarray([1.25, xp.nan]), atol=1e-15)
- def test_moment_empty_order(self, xp):
- # tests moment with empty `order` list
- with pytest.raises(ValueError, match=r"`order` must be a scalar or a"
- r" non-empty 1D array."):
- stats.moment(xp.asarray([1, 2, 3, 4]), order=[])
- def test_rename_moment_order(self, xp):
- # Parameter 'order' was formerly known as 'moment'. The old name
- # has not been deprecated, so it must continue to work.
- x = xp.arange(10)
- res = stats.moment(x, moment=3)
- ref = stats.moment(x, order=3)
- xp_assert_equal(res, ref)
- def test_moment_accuracy(self):
- # 'moment' must have a small enough error compared to the slower
- # but very accurate numpy.power() implementation.
- tc_no_mean = (self.testcase_moment_accuracy
- - np.mean(self.testcase_moment_accuracy))
- assert_allclose(np.power(tc_no_mean, 42).mean(),
- stats.moment(self.testcase_moment_accuracy, 42))
- @pytest.mark.parametrize('order', [0, 1, 2, 3])
- @pytest.mark.parametrize('axis', [-1, 0, 1])
- @pytest.mark.parametrize('center', [None, 0])
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered in divide:RuntimeWarning:dask"
- )
- def test_moment_array_api(self, xp, order, axis, center):
- rng = np.random.default_rng(34823589259425)
- x = rng.random(size=(5, 6, 7))
- res = stats.moment(xp.asarray(x), order, axis=axis, center=center)
- ref = xp.asarray(_moment(x, order, axis, mean=center))
- xp_assert_close(res, ref)
- class SkewKurtosisTest:
- scalar_testcase = 4.
- testcase = [1., 2., 3., 4.]
- testmathworks = [1.165, 0.6268, 0.0751, 0.3516, -0.6965]
- def test_empty_1d(self, xp):
- x = xp.asarray([])
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- res = self.stat_fun(x)
- xp_assert_equal(res, xp.asarray(xp.nan))
- @make_xp_test_case(stats.skew)
- class TestSkew(SkewKurtosisTest):
- def stat_fun(self, x):
- return stats.skew(x)
- @pytest.mark.filterwarnings(
- "ignore:invalid value encountered in scalar divide:RuntimeWarning:dask"
- )
- def test_skewness(self, xp):
- # Scalar test case
- y = stats.skew(xp.asarray(self.scalar_testcase))
- xp_assert_close(y, xp.asarray(xp.nan))
- # sum((testmathworks-mean(testmathworks,axis=0))**3,axis=0) /
- # ((sqrt(var(testmathworks)*4/5))**3)/5
- y = stats.skew(xp.asarray(self.testmathworks))
- xp_assert_close(y, xp.asarray(-0.29322304336607), atol=1e-10)
- y = stats.skew(xp.asarray(self.testmathworks), bias=0)
- xp_assert_close(y, xp.asarray(-0.437111105023940), atol=1e-10)
- y = stats.skew(xp.asarray(self.testcase))
- xp_assert_close(y, xp.asarray(0.0), atol=1e-10)
- def test_nan_policy(self):
- # initially, nan_policy is ignored with alternative backends
- x = np.arange(10.)
- x[9] = np.nan
- with np.errstate(invalid='ignore'):
- assert_equal(stats.skew(x), np.nan)
- assert_equal(stats.skew(x, nan_policy='omit'), 0.)
- assert_raises(ValueError, stats.skew, x, nan_policy='raise')
- assert_raises(ValueError, stats.skew, x, nan_policy='foobar')
- def test_skewness_scalar(self):
- # `skew` must return a scalar for 1-dim input (only for NumPy arrays)
- assert_equal(stats.skew(arange(10)), 0.0)
- def test_skew_propagate_nan(self, xp):
- # Check that the shape of the result is the same for inputs
- # with and without nans, cf gh-5817
- a = xp.arange(8.)
- a = xp.reshape(a, (2, -1))
- a = xpx.at(a)[1, 0].set(xp.nan)
- with np.errstate(invalid='ignore'):
- s = stats.skew(xp.asarray(a), axis=1)
- xp_assert_equal(s, xp.asarray([0, xp.nan]))
- def test_skew_constant_value(self, xp):
- # Skewness of a constant input should be NaN (gh-16061)
- a = xp.repeat(xp.asarray([-0.27829495]), 10)
- with eager_warns(RuntimeWarning, match="Precision loss occurred", xp=xp):
- xp_assert_equal(stats.skew(a), xp.asarray(xp.nan))
- xp_assert_equal(stats.skew(a*2.**50), xp.asarray(xp.nan))
- xp_assert_equal(stats.skew(a/2.**50), xp.asarray(xp.nan))
- xp_assert_equal(stats.skew(a, bias=False), xp.asarray(xp.nan))
- # # similarly, from gh-11086:
- a = xp.asarray([14.3]*7)
- xp_assert_equal(stats.skew(a), xp.asarray(xp.nan))
- a = 1. + xp.arange(-3., 4)*1e-16
- xp_assert_equal(stats.skew(a), xp.asarray(xp.nan))
- @skip_xp_backends(eager_only=True)
- def test_precision_loss_gh15554(self, xp):
- # gh-15554 was one of several issues that have reported problems with
- # constant or near-constant input. We can't always fix these, but
- # make sure there's a warning.
- with pytest.warns(RuntimeWarning, match="Precision loss occurred"):
- rng = np.random.default_rng(34095309370)
- a = rng.random(size=(100, 10))
- a[:, 0] = 1.01
- stats.skew(xp.asarray(a))
- @pytest.mark.parametrize('axis', [-1, 0, 2, None])
- @pytest.mark.parametrize('bias', [False, True])
- def test_vectorization(self, xp, axis, bias):
- # Behavior with array input is barely tested above. Compare
- # against naive implementation.
- rng = np.random.default_rng(1283413549926)
- x = xp.asarray(rng.random((3, 4, 5)))
- def skewness(a, axis, bias):
- # Simple implementation of skewness
- if axis is None:
- a = xp.reshape(a, (-1,))
- axis = 0
- mean = xp.mean(a, axis=axis, keepdims=True)
- mu3 = xp.mean((a - mean)**3, axis=axis)
- std = xp.std(a, axis=axis)
- res = mu3 / std ** 3
- if not bias:
- n = a.shape[axis]
- res *= ((n - 1.0) * n) ** 0.5 / (n - 2.0)
- return res
- res = stats.skew(x, axis=axis, bias=bias)
- ref = skewness(x, axis=axis, bias=bias)
- xp_assert_close(res, ref)
- @make_xp_test_case(stats.kurtosis)
- class TestKurtosis(SkewKurtosisTest):
- def stat_fun(self, x):
- return stats.kurtosis(x)
- @pytest.mark.filterwarnings("ignore:invalid value encountered in scalar divide")
- def test_kurtosis(self, xp):
- # Scalar test case
- y = stats.kurtosis(xp.asarray(self.scalar_testcase))
- assert xp.isnan(y)
- # sum((testcase-mean(testcase,axis=0))**4,axis=0)
- # / ((sqrt(var(testcase)*3/4))**4)
- # / 4
- #
- # sum((test2-mean(testmathworks,axis=0))**4,axis=0)
- # / ((sqrt(var(testmathworks)*4/5))**4)
- # / 5
- #
- # Set flags for axis = 0 and
- # fisher=0 (Pearson's defn of kurtosis for compatibility with Matlab)
- y = stats.kurtosis(xp.asarray(self.testmathworks), 0, fisher=0, bias=1)
- xp_assert_close(y, xp.asarray(2.1658856802973))
- # Note that MATLAB has confusing docs for the following case
- # kurtosis(x,0) gives an unbiased estimate of Pearson's skewness
- # kurtosis(x) gives a biased estimate of Fisher's skewness (Pearson-3)
- # The MATLAB docs imply that both should give Fisher's
- y = stats.kurtosis(xp.asarray(self.testmathworks), fisher=0, bias=0)
- xp_assert_close(y, xp.asarray(3.663542721189047))
- y = stats.kurtosis(xp.asarray(self.testcase), 0, 0)
- xp_assert_close(y, xp.asarray(1.64))
- x = xp.arange(10.)
- x = xp.where(x == 8, xp.nan, x)
- xp_assert_equal(stats.kurtosis(x), xp.asarray(xp.nan))
- def test_kurtosis_nan_policy(self):
- # nan_policy only for NumPy right now
- x = np.arange(10.)
- x[9] = np.nan
- assert_almost_equal(stats.kurtosis(x, nan_policy='omit'), -1.230000)
- assert_raises(ValueError, stats.kurtosis, x, nan_policy='raise')
- assert_raises(ValueError, stats.kurtosis, x, nan_policy='foobar')
- def test_kurtosis_array_scalar(self):
- # "array scalars" do not exist in other backends
- assert_equal(type(stats.kurtosis([1, 2, 3])), np.float64)
- def test_kurtosis_propagate_nan(self):
- # nan_policy only for NumPy right now
- # Check that the shape of the result is the same for inputs
- # with and without nans, cf gh-5817
- a = np.arange(8).reshape(2, -1).astype(float)
- a[1, 0] = np.nan
- k = stats.kurtosis(a, axis=1, nan_policy="propagate")
- np.testing.assert_allclose(k, [-1.36, np.nan], atol=1e-15)
- def test_kurtosis_constant_value(self, xp):
- # Kurtosis of a constant input should be NaN (gh-16061)
- a = xp.asarray([-0.27829495]*10)
- with eager_warns(RuntimeWarning, match="Precision loss occurred", xp=xp):
- assert xp.isnan(stats.kurtosis(a, fisher=False))
- assert xp.isnan(stats.kurtosis(a * float(2**50), fisher=False))
- assert xp.isnan(stats.kurtosis(a / float(2**50), fisher=False))
- assert xp.isnan(stats.kurtosis(a, fisher=False, bias=False))
- @pytest.mark.parametrize('axis', [-1, 0, 2, None])
- @pytest.mark.parametrize('bias', [False, True])
- @pytest.mark.parametrize('fisher', [False, True])
- def test_vectorization(self, xp, axis, bias, fisher):
- # Behavior with array input is not tested above. Compare
- # against naive implementation.
- rng = np.random.default_rng(1283413549926)
- x = xp.asarray(rng.random((4, 5, 6)))
- def kurtosis(a, axis, bias, fisher):
- # Simple implementation of kurtosis
- if axis is None:
- a = xp.reshape(a, (-1,))
- axis = 0
- mean = xp.mean(a, axis=axis, keepdims=True)
- mu4 = xp.mean((a - mean)**4, axis=axis)
- mu2 = xp.var(a, axis=axis, correction=0)
- if bias:
- res = mu4 / mu2**2 - 3
- else:
- n = a.shape[axis]
- # https://en.wikipedia.org/wiki/Kurtosis#Standard_unbiased_estimator
- res = (n-1) / ((n-2) * (n-3)) * ((n + 1) * mu4/mu2**2 - 3*(n-1))
- # I know it looks strange to subtract then add 3,
- # but it is simpler than the alternatives
- return res if fisher else res + 3
- res = stats.kurtosis(x, axis=axis, bias=bias, fisher=fisher)
- ref = kurtosis(x, axis=axis, bias=bias, fisher=fisher)
- xp_assert_close(res, ref)
- @hypothesis.strategies.composite
- def ttest_data_axis_strategy(draw):
- # draw an array under shape and value constraints
- elements = dict(allow_nan=False, allow_infinity=False)
- shape = npst.array_shapes(min_dims=1, min_side=2)
- # The test that uses this, `test_pvalue_ci`, uses `float64` to test
- # extreme `alpha`. It could be adjusted to test a dtype-dependent
- # range of `alpha` if this strategy is needed to generate other floats.
- data = draw(npst.arrays(dtype=np.float64, elements=elements, shape=shape))
- # determine axes over which nonzero variance can be computed accurately
- ok_axes = []
- # Locally, I don't need catch_warnings or simplefilter, and I can just
- # suppress RuntimeWarning. I include all that in hope of getting the same
- # behavior on CI.
- with warnings.catch_warnings():
- warnings.simplefilter("error")
- for axis in range(len(data.shape)):
- with contextlib.suppress(Exception):
- var = stats.moment(data, order=2, axis=axis)
- if np.all(var > 0) and np.all(np.isfinite(var)):
- ok_axes.append(axis)
- # if there are no valid axes, tell hypothesis to try a different example
- hypothesis.assume(ok_axes)
- # draw one of the valid axes
- axis = draw(hypothesis.strategies.sampled_from(ok_axes))
- return data, axis
- @make_xp_test_case(stats.ttest_1samp)
- class TestStudentTest:
- # Preserving original test cases.
- # Recomputed statistics and p-values with R t.test, e.g.
- # options(digits=16)
- # t.test(c(-1., 0., 1.), mu=2)
- X1 = [-1., 0., 1.]
- X2 = [0., 1., 2.]
- T1_0 = 0.
- P1_0 = 1.
- T1_1 = -1.7320508075689
- P1_1 = 0.2254033307585
- T1_2 = -3.4641016151378
- P1_2 = 0.07417990022745
- T2_0 = 1.7320508075689
- P2_0 = 0.2254033307585
- P1_1_l = P1_1 / 2
- P1_1_g = 1 - (P1_1 / 2)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_onesample(self, xp):
- with warnings.catch_warnings(), \
- np.errstate(invalid="ignore", divide="ignore"):
- warnings.filterwarnings(
- "ignore", "Degrees of freedom <= 0 for slice", RuntimeWarning)
- a = xp.asarray(4.) if not is_numpy(xp) else 4.
- t, p = stats.ttest_1samp(a, 3.)
- xp_assert_equal(t, xp.asarray(xp.nan))
- xp_assert_equal(p, xp.asarray(xp.nan))
- t, p = stats.ttest_1samp(xp.asarray(self.X1), 0.)
- xp_assert_close(t, xp.asarray(self.T1_0))
- xp_assert_close(p, xp.asarray(self.P1_0))
- res = stats.ttest_1samp(xp.asarray(self.X1), 0.)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, xp=xp)
- t, p = stats.ttest_1samp(xp.asarray(self.X2), 0.)
- xp_assert_close(t, xp.asarray(self.T2_0))
- xp_assert_close(p, xp.asarray(self.P2_0))
- t, p = stats.ttest_1samp(xp.asarray(self.X1), 1.)
- xp_assert_close(t, xp.asarray(self.T1_1))
- xp_assert_close(p, xp.asarray(self.P1_1))
- t, p = stats.ttest_1samp(xp.asarray(self.X1), 2.)
- xp_assert_close(t, xp.asarray(self.T1_2))
- xp_assert_close(p, xp.asarray(self.P1_2))
- def test_onesample_nan_policy_propagate(self, xp):
- x = stats.norm.rvs(loc=5, scale=10, size=51, random_state=7654567)
- x[50] = np.nan
- x = xp.asarray(x, dtype=xp_default_dtype(xp))
- res = stats.ttest_1samp(x, 5.0)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- @skip_xp_backends(eager_only=True, reason="lazy arrays don't do 'raise'.")
- def test_onesample_nan_policy_omit_raise(self, xp):
- x = stats.norm.rvs(loc=5, scale=10, size=51, random_state=7654567)
- x[50] = np.nan
- x = xp.asarray(x, dtype=xp_default_dtype(xp))
- res = stats.ttest_1samp(x, 5.0, nan_policy='omit')
- xp_assert_close(res.statistic, xp.asarray(-1.6412624074367159))
- xp_assert_close(res.pvalue, xp.asarray(0.107147027334048005))
- with pytest.raises(ValueError, match="The input contains nan values"):
- stats.ttest_1samp(x, 5.0, nan_policy='raise')
- with pytest.raises(ValueError, match="nan_policy must be one of"):
- stats.ttest_1samp(x, 5.0, nan_policy='foobar')
- @pytest.mark.filterwarnings("ignore:divide by zero encountered in divide")
- def test_1samp_alternative(self, xp):
- message = "`alternative` must be 'less', 'greater', or 'two-sided'."
- with pytest.raises(ValueError, match=message):
- stats.ttest_1samp(xp.asarray(self.X1), 0., alternative="error")
- t, p = stats.ttest_1samp(xp.asarray(self.X1), 1., alternative="less")
- xp_assert_close(p, xp.asarray(self.P1_1_l))
- xp_assert_close(t, xp.asarray(self.T1_1))
- t, p = stats.ttest_1samp(xp.asarray(self.X1), 1., alternative="greater")
- xp_assert_close(p, xp.asarray(self.P1_1_g))
- xp_assert_close(t, xp.asarray(self.T1_1))
- @skip_xp_backends('jax.numpy', reason='Generic stdtrit mutates array.')
- @pytest.mark.parametrize("alternative", ['two-sided', 'less', 'greater'])
- def test_1samp_ci_1d(self, xp, alternative):
- # test confidence interval method against reference values
- rng = np.random.default_rng(8066178009154342972)
- n = 10
- x = rng.normal(size=n, loc=1.5, scale=2)
- popmean = rng.normal() # this shouldn't affect confidence interval
- # Reference values generated with R t.test:
- # options(digits=16)
- # x = c(2.75532884, 0.93892217, 0.94835861, 1.49489446, -0.62396595,
- # -1.88019867, -1.55684465, 4.88777104, 5.15310979, 4.34656348)
- # t.test(x, conf.level=0.85, alternative='l')
- dtype = xp.asarray(1.0).dtype
- x = xp.asarray(x, dtype=dtype)
- popmean = xp.asarray(popmean, dtype=dtype)
- ref = {'two-sided': [0.3594423211709136, 2.9333455028290860],
- 'greater': [0.7470806207371626, np.inf],
- 'less': [-np.inf, 2.545707203262837]}
- res = stats.ttest_1samp(x, popmean=popmean, alternative=alternative)
- ci = res.confidence_interval(confidence_level=0.85)
- xp_assert_close(ci.low, xp.asarray(ref[alternative][0]))
- xp_assert_close(ci.high, xp.asarray(ref[alternative][1]))
- xp_assert_equal(res.df, xp.asarray(n-1))
- def test_1samp_ci_iv(self, xp):
- # test `confidence_interval` method input validation
- res = stats.ttest_1samp(xp.arange(10.), 0.)
- message = '`confidence_level` must be a number between 0 and 1.'
- with pytest.raises(ValueError, match=message):
- res.confidence_interval(confidence_level=10)
- @skip_xp_backends(np_only=True, reason='Too slow.')
- @pytest.mark.xslow
- @hypothesis.given(alpha=hypothesis.strategies.floats(1e-15, 1-1e-15),
- data_axis=ttest_data_axis_strategy())
- @pytest.mark.parametrize('alternative', ['less', 'greater'])
- def test_pvalue_ci(self, alpha, data_axis, alternative, xp):
- # test relationship between one-sided p-values and confidence intervals
- data, axis = data_axis
- data = xp.asarray(data)
- res = stats.ttest_1samp(data, 0.,
- alternative=alternative, axis=axis)
- l, u = res.confidence_interval(confidence_level=alpha)
- popmean = l if alternative == 'greater' else u
- popmean = xp.expand_dims(popmean, axis=axis)
- res = stats.ttest_1samp(data, popmean, alternative=alternative, axis=axis)
- shape = list(data.shape)
- shape.pop(axis)
- # `float64` is used to correspond with extreme range of `alpha`
- ref = xp.broadcast_to(xp.asarray(1-alpha, dtype=xp.float64), shape)
- xp_assert_close(res.pvalue, ref)
- class TestPercentileOfScore:
- def f(self, *args, **kwargs):
- return stats.percentileofscore(*args, **kwargs)
- @pytest.mark.parametrize("kind, result", [("rank", 40),
- ("mean", 35),
- ("strict", 30),
- ("weak", 40)])
- def test_unique(self, kind, result):
- a = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
- assert_equal(self.f(a, 4, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 45),
- ("mean", 40),
- ("strict", 30),
- ("weak", 50)])
- def test_multiple2(self, kind, result):
- a = [1, 2, 3, 4, 4, 5, 6, 7, 8, 9]
- assert_equal(self.f(a, 4, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 50),
- ("mean", 45),
- ("strict", 30),
- ("weak", 60)])
- def test_multiple3(self, kind, result):
- a = [1, 2, 3, 4, 4, 4, 5, 6, 7, 8]
- assert_equal(self.f(a, 4, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 30),
- ("mean", 30),
- ("strict", 30),
- ("weak", 30)])
- def test_missing(self, kind, result):
- a = [1, 2, 3, 5, 6, 7, 8, 9, 10, 11]
- assert_equal(self.f(a, 4, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 40),
- ("mean", 35),
- ("strict", 30),
- ("weak", 40)])
- def test_large_numbers(self, kind, result):
- a = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100]
- assert_equal(self.f(a, 40, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 50),
- ("mean", 45),
- ("strict", 30),
- ("weak", 60)])
- def test_large_numbers_multiple3(self, kind, result):
- a = [10, 20, 30, 40, 40, 40, 50, 60, 70, 80]
- assert_equal(self.f(a, 40, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", 30),
- ("mean", 30),
- ("strict", 30),
- ("weak", 30)])
- def test_large_numbers_missing(self, kind, result):
- a = [10, 20, 30, 50, 60, 70, 80, 90, 100, 110]
- assert_equal(self.f(a, 40, kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", [0, 10, 100, 100]),
- ("mean", [0, 5, 95, 100]),
- ("strict", [0, 0, 90, 100]),
- ("weak", [0, 10, 100, 100])])
- def test_boundaries(self, kind, result):
- a = [10, 20, 30, 50, 60, 70, 80, 90, 100, 110]
- assert_equal(self.f(a, [0, 10, 110, 200], kind=kind), result)
- @pytest.mark.parametrize("kind, result", [("rank", [0, 10, 100]),
- ("mean", [0, 5, 95]),
- ("strict", [0, 0, 90]),
- ("weak", [0, 10, 100])])
- def test_inf(self, kind, result):
- a = [1, 2, 3, 4, 5, 6, 7, 8, 9, +np.inf]
- assert_equal(self.f(a, [-np.inf, 1, +np.inf], kind=kind), result)
- cases = [("propagate", [], 1, np.nan),
- ("propagate", [np.nan], 1, np.nan),
- ("propagate", [np.nan], [0, 1, 2], [np.nan, np.nan, np.nan]),
- ("propagate", [1, 2], [1, 2, np.nan], [50, 100, np.nan]),
- ("omit", [1, 2, np.nan], [0, 1, 2], [0, 50, 100]),
- ("omit", [1, 2], [0, 1, np.nan], [0, 50, np.nan]),
- ("omit", [np.nan, np.nan], [0, 1, 2], [np.nan, np.nan, np.nan])]
- @pytest.mark.parametrize("policy, a, score, result", cases)
- def test_nans_ok(self, policy, a, score, result):
- assert_equal(self.f(a, score, nan_policy=policy), result)
- cases = [
- ("raise", [1, 2, 3, np.nan], [1, 2, 3],
- "The input contains nan values"),
- ("raise", [1, 2, 3], [1, 2, 3, np.nan],
- "The input contains nan values"),
- ]
- @pytest.mark.parametrize("policy, a, score, message", cases)
- def test_nans_fail(self, policy, a, score, message):
- with assert_raises(ValueError, match=message):
- self.f(a, score, nan_policy=policy)
- @pytest.mark.parametrize("shape", [
- (6, ),
- (2, 3),
- (2, 1, 3),
- (2, 1, 1, 3),
- ])
- def test_nd(self, shape):
- a = np.array([0, 1, 2, 3, 4, 5])
- scores = a.reshape(shape)
- results = scores*10
- a = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
- assert_equal(self.f(a, scores, kind="rank"), results)
- def test_multidimensional_error(self):
- # gh-21563 reported that `percentileofscore` accepted multidimensional
- # arrays but did not produce meaningful results.
- message = "`a` must be 1-dimensional."
- with pytest.raises(ValueError, match=message):
- stats.percentileofscore(np.ones((3, 3)), 1)
- PowerDivCase = namedtuple('Case', # type: ignore[name-match]
- ['f_obs', 'f_exp', 'ddof', 'axis',
- 'chi2', # Pearson's
- 'log', # G-test (log-likelihood)
- 'mod_log', # Modified log-likelihood
- 'cr', # Cressie-Read (lambda=2/3)
- ])
- # The details of the first two elements in power_div_1d_cases are used
- # in a test in TestPowerDivergence. Check that code before making
- # any changes here.
- power_div_1d_cases = [
- # Use the default f_exp.
- PowerDivCase(f_obs=[4, 8, 12, 8], f_exp=None, ddof=0, axis=None,
- chi2=4,
- log=2*(4*np.log(4/8) + 12*np.log(12/8)),
- mod_log=2*(8*np.log(8/4) + 8*np.log(8/12)),
- cr=(4*((4/8)**(2/3) - 1) + 12*((12/8)**(2/3) - 1))/(5/9)),
- # Give a non-uniform f_exp.
- PowerDivCase(f_obs=[4, 8, 12, 8], f_exp=[2, 16, 12, 2], ddof=0, axis=None,
- chi2=24,
- log=2*(4*np.log(4/2) + 8*np.log(8/16) + 8*np.log(8/2)),
- mod_log=2*(2*np.log(2/4) + 16*np.log(16/8) + 2*np.log(2/8)),
- cr=(4*((4/2)**(2/3) - 1) + 8*((8/16)**(2/3) - 1) +
- 8*((8/2)**(2/3) - 1))/(5/9)),
- # f_exp is a scalar.
- PowerDivCase(f_obs=[4, 8, 12, 8], f_exp=8, ddof=0, axis=None,
- chi2=4,
- log=2*(4*np.log(4/8) + 12*np.log(12/8)),
- mod_log=2*(8*np.log(8/4) + 8*np.log(8/12)),
- cr=(4*((4/8)**(2/3) - 1) + 12*((12/8)**(2/3) - 1))/(5/9)),
- # f_exp equal to f_obs.
- PowerDivCase(f_obs=[3, 5, 7, 9], f_exp=[3, 5, 7, 9], ddof=0, axis=0,
- chi2=0, log=0, mod_log=0, cr=0),
- ]
- power_div_empty_cases = [
- # Shape is (0,)--a data set with length 0. The computed
- # test statistic should be 0.
- PowerDivCase(f_obs=[],
- f_exp=None, ddof=0, axis=0,
- chi2=0, log=0, mod_log=0, cr=0),
- # Shape is (0, 3). This is 3 data sets, but each data set has
- # length 0, so the computed test statistic should be [0, 0, 0].
- PowerDivCase(f_obs=np.array([[],[],[]]).T,
- f_exp=None, ddof=0, axis=0,
- chi2=[0, 0, 0],
- log=[0, 0, 0],
- mod_log=[0, 0, 0],
- cr=[0, 0, 0]),
- # Shape is (3, 0). This represents an empty collection of
- # data sets in which each data set has length 3. The test
- # statistic should be an empty array.
- PowerDivCase(f_obs=np.array([[],[],[]]),
- f_exp=None, ddof=0, axis=0,
- chi2=[],
- log=[],
- mod_log=[],
- cr=[]),
- ]
- @make_xp_test_case(stats.power_divergence)
- class TestPowerDivergence:
- def check_power_divergence(self, f_obs, f_exp, ddof, axis, lambda_,
- expected_stat, xp):
- dtype = xp.asarray(1.).dtype
- f_obs = xp.asarray(f_obs, dtype=dtype)
- f_exp = xp.asarray(f_exp, dtype=dtype) if f_exp is not None else f_exp
- if axis is None:
- num_obs = xp_size(f_obs)
- else:
- arrays = (xp.broadcast_arrays(f_obs, f_exp) if f_exp is not None
- else (f_obs,))
- num_obs = arrays[0].shape[axis]
- with warnings.catch_warnings():
- warnings.filterwarnings("ignore", "Mean of empty slice", RuntimeWarning)
- stat, p = stats.power_divergence(
- f_obs, f_exp=f_exp, ddof=ddof,
- axis=axis, lambda_=lambda_)
- xp_assert_close(stat, xp.asarray(expected_stat, dtype=dtype))
- if lambda_ == 1 or lambda_ == "pearson":
- # Also test stats.chisquare.
- stat, p = stats.chisquare(f_obs, f_exp=f_exp, ddof=ddof,
- axis=axis)
- xp_assert_close(stat, xp.asarray(expected_stat, dtype=dtype))
- ddof = np.asarray(ddof)
- expected_p = stats.distributions.chi2.sf(expected_stat,
- num_obs - 1 - ddof)
- xp_assert_close(p, xp.asarray(expected_p, dtype=dtype))
- @pytest.mark.parametrize('case', power_div_1d_cases)
- @pytest.mark.parametrize('lambda_stat',
- [(None, 'chi2'), ('pearson', 'chi2'), (1, 'chi2'),
- ('log-likelihood', 'log'), ('mod-log-likelihood', 'mod_log'),
- ('cressie-read', 'cr'), (2/3, 'cr')])
- def test_basic(self, case, lambda_stat, xp):
- lambda_, attr = lambda_stat
- expected_stat = getattr(case, attr)
- self.check_power_divergence(case.f_obs, case.f_exp, case.ddof, case.axis,
- lambda_, expected_stat, xp)
- def test_axis(self, xp):
- case0 = power_div_1d_cases[0]
- case1 = power_div_1d_cases[1]
- f_obs = np.vstack((case0.f_obs, case1.f_obs))
- f_exp = np.vstack((np.ones_like(case0.f_obs)*np.mean(case0.f_obs),
- case1.f_exp))
- # Check the four computational code paths in power_divergence
- # using a 2D array with axis=1.
- f_obs = xp.asarray(f_obs)
- f_exp = xp.asarray(f_exp) if f_exp is not None else f_exp
- self.check_power_divergence(
- f_obs, f_exp, 0, 1,
- "pearson", [case0.chi2, case1.chi2], xp=xp)
- self.check_power_divergence(
- f_obs, f_exp, 0, 1,
- "log-likelihood", [case0.log, case1.log], xp=xp)
- self.check_power_divergence(
- f_obs, f_exp, 0, 1,
- "mod-log-likelihood", [case0.mod_log, case1.mod_log], xp=xp)
- self.check_power_divergence(
- f_obs, f_exp, 0, 1,
- "cressie-read", [case0.cr, case1.cr], xp=xp)
- # Reshape case0.f_obs to shape (2,2), and use axis=None.
- # The result should be the same.
- f_obs_reshape = xp.reshape(xp.asarray(case0.f_obs), (2, 2))
- self.check_power_divergence(
- f_obs_reshape, None, 0, None,
- "pearson", case0.chi2, xp=xp)
- def test_ddof_broadcasting(self, xp):
- # Test that ddof broadcasts correctly.
- # ddof does not affect the test statistic. It is broadcast
- # with the computed test statistic for the computation of
- # the p value.
- case0 = power_div_1d_cases[0]
- case1 = power_div_1d_cases[1]
- # Create 4x2 arrays of observed and expected frequencies.
- f_obs = np.vstack((case0.f_obs, case1.f_obs)).T
- f_exp = np.vstack((np.ones_like(case0.f_obs)*np.mean(case0.f_obs),
- case1.f_exp)).T
- expected_chi2 = [case0.chi2, case1.chi2]
- dtype = xp.asarray(1.).dtype
- f_obs = xp.asarray(f_obs, dtype=dtype)
- f_exp = xp.asarray(f_exp, dtype=dtype)
- expected_chi2 = xp.asarray(expected_chi2, dtype=dtype)
- # ddof has shape (2, 1). This is broadcast with the computed
- # statistic, so p will have shape (2,2).
- ddof = xp.asarray([[0], [1]])
- stat, p = stats.power_divergence(f_obs, f_exp, ddof=ddof)
- xp_assert_close(stat, expected_chi2)
- # Compute the p values separately, passing in scalars for ddof.
- _, p0 = stats.power_divergence(f_obs, f_exp, ddof=ddof[0, 0])
- _, p1 = stats.power_divergence(f_obs, f_exp, ddof=ddof[1, 0])
- expected_p = xp.concat((p0[xp.newaxis, :], p1[xp.newaxis, :]), axis=0)
- xp_assert_close(p, expected_p)
- @pytest.mark.parametrize('case', power_div_empty_cases)
- @pytest.mark.parametrize('lambda_stat',
- [('pearson', 'chi2'), ('log-likelihood', 'log'),
- ('mod-log-likelihood', 'mod_log'),
- ('cressie-read', 'cr'), (2/3, 'cr')])
- def test_empty_cases(self, case, lambda_stat, xp):
- lambda_, attr = lambda_stat
- expected_stat = getattr(case, attr)
- with warnings.catch_warnings():
- self.check_power_divergence(
- case.f_obs, case.f_exp, case.ddof, case.axis,
- lambda_, expected_stat, xp)
- def test_power_divergence_result_attributes(self, xp):
- f_obs = power_div_1d_cases[0].f_obs
- f_exp = power_div_1d_cases[0].f_exp
- ddof = power_div_1d_cases[0].ddof
- axis = power_div_1d_cases[0].axis
- dtype = xp.asarray(1.).dtype
- f_obs = xp.asarray(f_obs, dtype=dtype)
- # f_exp is None
- res = stats.power_divergence(f_obs, f_exp=f_exp, ddof=ddof,
- axis=axis, lambda_="pearson")
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, xp=xp)
- def test_power_divergence_gh_12282(self, xp):
- # The sums of observed and expected frequencies must match
- f_obs = xp.asarray([[10., 20.], [30., 20.]])
- f_exp = xp.asarray([[5., 15.], [35., 25.]])
- message = 'For each axis slice...'
- with pytest.raises(ValueError, match=message):
- stats.power_divergence(f_obs, f_exp=xp.asarray([30., 60.]))
- with pytest.raises(ValueError, match=message):
- stats.power_divergence(f_obs, f_exp=f_exp, axis=1)
- stat, pval = stats.power_divergence(f_obs, f_exp=f_exp)
- xp_assert_close(stat, xp.asarray([5.71428571, 2.66666667]))
- xp_assert_close(pval, xp.asarray([0.01682741, 0.10247043]))
- def test_power_divergence_against_cressie_read_data(self, xp):
- # Test stats.power_divergence against tables 4 and 5 from
- # Cressie and Read, "Multimonial Goodness-of-Fit Tests",
- # J. R. Statist. Soc. B (1984), Vol 46, No. 3, pp. 440-464.
- # This tests the calculation for several values of lambda.
- # Table 4 data recalculated for greater precision according to:
- # Shelby J. Haberman, Analysis of Qualitative Data: Volume 1
- # Introductory Topics, Academic Press, New York, USA (1978).
- obs = xp.asarray([15., 11., 14., 17., 5., 11., 10., 4., 8.,
- 10., 7., 9., 11., 3., 6., 1., 1., 4.])
- beta = -0.083769 # Haberman (1978), p. 15
- i = xp.arange(1., obs.shape[0] + 1.)
- alpha = xp.log(xp.sum(obs) / xp.sum(xp.exp(beta*i)))
- expected_counts = xp.exp(alpha + beta*i)
- # `table4` holds just the second and third columns from Table 4.
- table4 = xp.concat((obs[xp.newaxis, :],
- expected_counts[xp.newaxis, :])).T
- table5 = xp.asarray([
- # lambda, statistic
- -10.0, 72.2e3,
- -5.0, 28.9e1,
- -3.0, 65.6,
- -2.0, 40.6,
- -1.5, 34.0,
- -1.0, 29.5,
- -0.5, 26.5,
- 0.0, 24.6,
- 0.5, 23.4,
- 0.67, 23.1,
- 1.0, 22.7,
- 1.5, 22.6,
- 2.0, 22.9,
- 3.0, 24.8,
- 5.0, 35.5,
- 10.0, 21.4e1,
- ])
- table5 = xp.reshape(table5, (-1, 2))
- for i in range(table5.shape[0]):
- lambda_, expected_stat = table5[i, 0], table5[i, 1]
- stat, p = stats.power_divergence(table4[:,0], table4[:,1],
- lambda_=lambda_)
- xp_assert_close(stat, expected_stat, rtol=5e-3)
- @make_xp_test_case(stats.chisquare)
- class TestChisquare:
- def test_chisquare_12282a(self, xp):
- # Currently `chisquare` is implemented via power_divergence
- # in case that ever changes, perform a basic test like
- # test_power_divergence_gh_12282
- with assert_raises(ValueError, match='For each axis slice...'):
- f_obs = xp.asarray([10., 20.])
- f_exp = xp.asarray([30., 60.])
- stats.chisquare(f_obs, f_exp=f_exp)
- def test_chisquare_12282b(self, xp):
- # Check that users can now disable the sum check tested in
- # test_chisquare_12282a. Also, confirm that statistic and p-value
- # are as expected.
- rng = np.random.default_rng(3843874358728234)
- n = 10
- lam = rng.uniform(1000, 2000, size=n)
- x = rng.poisson(lam)
- lam = xp.asarray(lam)
- x = xp.asarray(x, dtype=lam.dtype)
- res = stats.chisquare(x, f_exp=lam, ddof=-1, sum_check=False)
- # Poisson is approximately normal with mean and variance lam
- z = (x - lam) / xp.sqrt(lam)
- statistic = xp.sum(z**2)
- xp_assert_close(res.statistic, statistic)
- # Sum of `n` squared standard normal variables follows chi2 with `n` DoF
- X2 = _SimpleChi2(xp.asarray(n, dtype=statistic.dtype))
- xp_assert_close(res.pvalue, X2.sf(statistic))
- @pytest.mark.parametrize("n, dtype", [(200, 'uint8'), (1000000, 'int32')])
- def test_chiquare_data_types_attributes(self, n, dtype, xp):
- # Regression test for gh-10159 and gh-18368
- dtype = getattr(xp, dtype)
- obs = xp.asarray([n, 0], dtype=dtype)
- exp = xp.asarray([n // 2, n // 2], dtype=dtype)
- res = stats.chisquare(obs, exp)
- stat, p = res
- xp_assert_close(stat, xp.asarray(n, dtype=xp.asarray(1.).dtype), rtol=1e-13)
- # check that attributes are identical to unpacked outputs - see gh-18368
- xp_assert_equal(res.statistic, stat)
- xp_assert_equal(res.pvalue, p)
- @make_xp_test_case(stats.friedmanchisquare)
- class TestFriedmanChiSquare:
- # verified with matlab and R
- # From Demsar "Statistical Comparisons of Classifiers over Multiple Data Sets"
- # 2006, Xf=9.28 (no tie handling, tie corrected Xf >=9.28)
- x1 = [[0.763, 0.599, 0.954, 0.628, 0.882, 0.936, 0.661,
- 0.583, 0.775, 1.0, 0.94, 0.619, 0.972, 0.957],
- [0.768, 0.591, 0.971, 0.661, 0.888, 0.931, 0.668,
- 0.583, 0.838, 1.0, 0.962, 0.666, 0.981, 0.978],
- [0.771, 0.590, 0.968, 0.654, 0.886, 0.916, 0.609,
- 0.563, 0.866, 1.0, 0.965, 0.614, 0.9751, 0.946],
- [0.798, 0.569, 0.967, 0.657, 0.898, 0.931, 0.685,
- 0.625, 0.875, 1.0, 0.962, 0.669, 0.975, 0.970]]
- ref1 = (10.2283464566929, 0.0167215803284414)
- # From "Bioestadistica para las ciencias de la salud" Xf=18.95 p<0.001:
- x2 = [[4, 3, 5, 3, 5, 3, 2, 5, 4, 4, 4, 3],
- [2, 2, 1, 2, 3, 1, 2, 3, 2, 1, 1, 3],
- [2, 4, 3, 3, 4, 3, 3, 4, 4, 1, 2, 1],
- [3, 5, 4, 3, 4, 4, 3, 3, 3, 4, 4, 4]]
- ref2 = (18.9428571428571, 0.000280938375189499)
- # From Jerrorl H. Zar, "Biostatistical Analysis"(example 12.6),
- # Xf=10.68, 0.005 < p < 0.01:
- # Probability from this example is inexact
- # using Chisquare approximation of Friedman Chisquare.
- x3 = [[7.0, 9.9, 8.5, 5.1, 10.3],
- [5.3, 5.7, 4.7, 3.5, 7.7],
- [4.9, 7.6, 5.5, 2.8, 8.4],
- [8.8, 8.9, 8.1, 3.3, 9.1]]
- ref3 = (10.68, 0.0135882729582176)
- @pytest.mark.parametrize("dtype", [None, "float32", "float64"])
- @pytest.mark.parametrize("data, ref", [(x1, ref1), (x2, ref2), (x3, ref3)])
- def test_against_references(self, dtype, data, ref, xp):
- if is_numpy(xp) and xp.__version__ < "2.0" and dtype=='float32':
- pytest.skip("NumPy doesn't preserve dtype pre-NEP 50.")
- dtype = dtype if dtype is None else getattr(xp, dtype)
- data = [xp.asarray(array, dtype=dtype) for array in data]
- res = stats.friedmanchisquare(*data)
- xp_assert_close(res.statistic, xp.asarray(ref[0], dtype=dtype))
- xp_assert_close(res.pvalue, xp.asarray(ref[1], dtype=dtype))
- def test_too_few_samples(self, xp):
- message = "At least 3 samples must be given"
- with pytest.raises(ValueError, match=message):
- stats.friedmanchisquare(xp.asarray(self.x3[0]), xp.asarray(self.x3[1]))
- class TestKSTest:
- """Tests kstest and ks_1samp agree with K-S various sizes, alternatives, modes."""
- def _testOne(self, x, alternative, expected_statistic, expected_prob,
- mode='auto', decimal=14):
- result = stats.kstest(x, 'norm', alternative=alternative, mode=mode)
- expected = np.array([expected_statistic, expected_prob])
- assert_array_almost_equal(np.array(result), expected, decimal=decimal)
- def _test_kstest_and_ks1samp(self, x, alternative, mode='auto', decimal=14):
- result = stats.kstest(x, 'norm', alternative=alternative, mode=mode)
- result_1samp = stats.ks_1samp(x, stats.norm.cdf,
- alternative=alternative, mode=mode)
- assert_array_almost_equal(np.array(result), result_1samp, decimal=decimal)
- def test_namedtuple_attributes(self):
- x = np.linspace(-1, 1, 9)
- # test for namedtuple attribute results
- attributes = ('statistic', 'pvalue')
- res = stats.kstest(x, 'norm')
- check_named_results(res, attributes)
- def test_agree_with_ks_1samp(self):
- x = np.linspace(-1, 1, 9)
- self._test_kstest_and_ks1samp(x, 'two-sided')
- x = np.linspace(-15, 15, 9)
- self._test_kstest_and_ks1samp(x, 'two-sided')
- x = [-1.23, 0.06, -0.60, 0.17, 0.66, -0.17, -0.08, 0.27, -0.98, -0.99]
- self._test_kstest_and_ks1samp(x, 'two-sided')
- self._test_kstest_and_ks1samp(x, 'greater', mode='exact')
- self._test_kstest_and_ks1samp(x, 'less', mode='exact')
- def test_pm_inf_gh20386(self):
- # Check that gh-20386 is resolved - `kstest` does not
- # return NaNs when both -inf and inf are in sample.
- vals = [-np.inf, 0, 1, np.inf]
- res = stats.kstest(vals, stats.cauchy.cdf)
- ref = stats.kstest(vals, stats.cauchy.cdf, _no_deco=True)
- assert np.all(np.isfinite(res))
- assert_equal(res, ref)
- assert not np.isnan(res.statistic)
- assert not np.isnan(res.pvalue)
- # missing: no test that uses *args
- @make_xp_test_case(stats.ks_1samp)
- class TestKSOneSample:
- """
- Tests kstest and ks_samp 1-samples with K-S various sizes, alternatives, modes.
- """
- def _testOne(self, x, alternative, expected_statistic, expected_prob, *,
- mode='auto', dtype, xp):
- rtol = 5e-14 if dtype == xp.float64 else 1e-5
- res = stats.ks_1samp(x, special.ndtr, alternative=alternative, mode=mode)
- ref_statistic = xp.asarray(expected_statistic, dtype=dtype)
- ref_pvalue = xp.asarray(expected_prob, dtype=dtype)
- xp_assert_close(res.statistic, ref_statistic, rtol=rtol)
- xp_assert_close(res.pvalue, ref_pvalue, rtol=rtol)
- @pytest.mark.parametrize('dtype', [None, 'float32', 'float64'])
- def test_agree_with_r(self, dtype, xp):
- # comparing with some values from R
- if is_numpy(xp) and xp.__version__ < "2.0" and dtype == 'float32':
- pytest.skip("Pre-NEP 50 doesn't respect dtypes")
- dtype = xp_default_dtype(xp) if dtype is None else getattr(xp, dtype)
- x = xp.linspace(-1, 1, 9, dtype=dtype)
- self._testOne(x, 'two-sided', 0.15865525393145705, 0.95164069201518386,
- dtype=dtype, xp=xp)
- x = xp.linspace(-15, 15, 9, dtype=dtype)
- self._testOne(x, 'two-sided', 0.44435602715924361, 0.038850140086788665,
- dtype=dtype, xp=xp)
- x = [-1.23, 0.06, -0.60, 0.17, 0.66, -0.17, -0.08, 0.27, -0.98, -0.99]
- x = xp.asarray(x, dtype=dtype)
- self._testOne(x, 'two-sided', 0.293580126801961, 0.293408463684361,
- dtype=dtype, xp=xp)
- self._testOne(x, 'greater', 0.293580126801961, 0.146988835042376, mode='exact',
- dtype=dtype, xp=xp)
- self._testOne(x, 'less', 0.109348552425692, 0.732768892470675, mode='exact',
- dtype=dtype, xp=xp)
- @pytest.mark.parametrize('dtype', [None, 'float32', 'float64'])
- def test_known_examples(self, xp, dtype):
- # the following tests rely on deterministically replicated rvs
- if is_numpy(xp) and xp.__version__ < "2.0" and dtype == 'float32':
- pytest.skip("Pre-NEP 50 doesn't respect dtypes")
- dtype = xp_default_dtype(xp) if dtype is None else getattr(xp, dtype)
- x = stats.norm.rvs(loc=0.2, size=100, random_state=987654321)
- x = xp.asarray(x, dtype=dtype)
- self._testOne(x, 'two-sided', 0.12464329735846891, 0.089444888711820769,
- mode='asymp', xp=xp, dtype=dtype)
- self._testOne(x, 'less', 0.12464329735846891, 0.040989164077641749,
- xp=xp, dtype=dtype)
- self._testOne(x, 'greater', 0.0072115233216310994, 0.98531158590396228,
- xp=xp, dtype=dtype)
- # this is a test of the exact p-value calculation, available only with NumPy.
- def test_ks1samp_allpaths(self):
- # Check NaN input, output.
- assert_(np.isnan(kolmogn(np.nan, 1, True)))
- with assert_raises(ValueError, match='n is not integral: 1.5'):
- kolmogn(1.5, 1, True)
- assert_(np.isnan(kolmogn(-1, 1, True)))
- dataset = np.asarray([
- # Check x out of range
- (101, 1, True, 1.0),
- (101, 1.1, True, 1.0),
- (101, 0, True, 0.0),
- (101, -0.1, True, 0.0),
- (32, 1.0 / 64, True, 0.0), # Ruben-Gambino
- (32, 1.0 / 64, False, 1.0), # Ruben-Gambino
- # Miller
- (32, 0.5, True, 0.9999999363163307),
- # Miller 2 * special.smirnov(32, 0.5)
- (32, 0.5, False, 6.368366937916623e-08),
- # Check some other paths
- (32, 1.0 / 8, True, 0.34624229979775223),
- (32, 1.0 / 4, True, 0.9699508336558085),
- (1600, 0.49, False, 0.0),
- # 2 * special.smirnov(1600, 1/16.0)
- (1600, 1 / 16.0, False, 7.0837876229702195e-06),
- # _kolmogn_DMTW
- (1600, 14 / 1600, False, 0.99962357317602),
- # _kolmogn_PelzGood
- (1600, 1 / 32, False, 0.08603386296651416),
- ])
- FuncData(kolmogn, dataset, (0, 1, 2), 3).check(dtypes=[int, float, bool])
- @pytest.mark.parametrize("ksfunc", [stats.kstest, stats.ks_1samp])
- @pytest.mark.parametrize("alternative, x6val, ref_location, ref_sign",
- [('greater', 6., 6., +1),
- ('less', 7., 7., -1),
- ('two-sided', 6., 6., +1),
- ('two-sided', 7., 7., -1)])
- def test_location_sign(self, ksfunc, alternative,
- x6val, ref_location, ref_sign, xp):
- # Test that location and sign corresponding with statistic are as
- # expected. (Test is designed to be easy to predict.)
- x = xp.arange(10.) + 0.5
- x = xpx.at(x)[6].set(x6val)
- # cdf = stats.uniform(scale=10).cdf
- def cdf(x): return x / 10.
- res = ksfunc(xp.asarray(x), cdf, alternative=alternative)
- rtol = 1e-15 if x.dtype == xp.float64 else 1e-6
- xp_assert_close(res.statistic, xp.asarray(0.1), rtol=rtol)
- xp_assert_equal(res.statistic_location, xp.asarray(ref_location))
- xp_assert_equal(res.statistic_sign, xp.asarray(ref_sign, dtype=xp.int8))
- # missing: no test that uses *args
- class TestKSTwoSamples:
- """Tests 2-samples with K-S various sizes, alternatives, modes."""
- def _testOne(self, x1, x2, alternative, expected_statistic, expected_prob,
- mode='auto'):
- result = stats.ks_2samp(x1, x2, alternative, mode=mode)
- expected = np.array([expected_statistic, expected_prob])
- assert_array_almost_equal(np.array(result), expected)
- def testSmall(self):
- self._testOne([0], [1], 'two-sided', 1.0/1, 1.0)
- self._testOne([0], [1], 'greater', 1.0/1, 0.5)
- self._testOne([0], [1], 'less', 0.0/1, 1.0)
- self._testOne([1], [0], 'two-sided', 1.0/1, 1.0)
- self._testOne([1], [0], 'greater', 0.0/1, 1.0)
- self._testOne([1], [0], 'less', 1.0/1, 0.5)
- def testTwoVsThree(self):
- data1 = np.array([1.0, 2.0])
- data1p = data1 + 0.01
- data1m = data1 - 0.01
- data2 = np.array([1.0, 2.0, 3.0])
- self._testOne(data1p, data2, 'two-sided', 1.0 / 3, 1.0)
- self._testOne(data1p, data2, 'greater', 1.0 / 3, 0.7)
- self._testOne(data1p, data2, 'less', 1.0 / 3, 0.7)
- self._testOne(data1m, data2, 'two-sided', 2.0 / 3, 0.6)
- self._testOne(data1m, data2, 'greater', 2.0 / 3, 0.3)
- self._testOne(data1m, data2, 'less', 0, 1.0)
- def testTwoVsFour(self):
- data1 = np.array([1.0, 2.0])
- data1p = data1 + 0.01
- data1m = data1 - 0.01
- data2 = np.array([1.0, 2.0, 3.0, 4.0])
- self._testOne(data1p, data2, 'two-sided', 2.0 / 4, 14.0/15)
- self._testOne(data1p, data2, 'greater', 2.0 / 4, 8.0/15)
- self._testOne(data1p, data2, 'less', 1.0 / 4, 12.0/15)
- self._testOne(data1m, data2, 'two-sided', 3.0 / 4, 6.0/15)
- self._testOne(data1m, data2, 'greater', 3.0 / 4, 3.0/15)
- self._testOne(data1m, data2, 'less', 0, 1.0)
- def test100_100(self):
- x100 = np.linspace(1, 100, 100)
- x100_2_p1 = x100 + 2 + 0.1
- x100_2_m1 = x100 + 2 - 0.1
- self._testOne(x100, x100_2_p1, 'two-sided', 3.0 / 100, 0.9999999999962055)
- self._testOne(x100, x100_2_p1, 'greater', 3.0 / 100, 0.9143290114276248)
- self._testOne(x100, x100_2_p1, 'less', 0, 1.0)
- self._testOne(x100, x100_2_m1, 'two-sided', 2.0 / 100, 1.0)
- self._testOne(x100, x100_2_m1, 'greater', 2.0 / 100, 0.960978450786184)
- self._testOne(x100, x100_2_m1, 'less', 0, 1.0)
- def test100_110(self):
- x100 = np.linspace(1, 100, 100)
- x110 = np.linspace(1, 100, 110)
- x110_20_p1 = x110 + 20 + 0.1
- x110_20_m1 = x110 + 20 - 0.1
- # 100, 110
- self._testOne(x100, x110_20_p1, 'two-sided', 232.0 / 1100, 0.015739183865607353)
- self._testOne(x100, x110_20_p1, 'greater', 232.0 / 1100, 0.007869594319053203)
- self._testOne(x100, x110_20_p1, 'less', 0, 1)
- self._testOne(x100, x110_20_m1, 'two-sided', 229.0 / 1100, 0.017803803861026313)
- self._testOne(x100, x110_20_m1, 'greater', 229.0 / 1100, 0.008901905958245056)
- self._testOne(x100, x110_20_m1, 'less', 0.0, 1.0)
- def testRepeatedValues(self):
- x2233 = np.array([2] * 3 + [3] * 4 + [5] * 5 + [6] * 4, dtype=int)
- x3344 = x2233 + 1
- x2356 = np.array([2] * 3 + [3] * 4 + [5] * 10 + [6] * 4, dtype=int)
- x3467 = np.array([3] * 10 + [4] * 2 + [6] * 10 + [7] * 4, dtype=int)
- self._testOne(x2233, x3344, 'two-sided', 5.0/16, 0.4262934613454952)
- self._testOne(x2233, x3344, 'greater', 5.0/16, 0.21465428276573786)
- self._testOne(x2233, x3344, 'less', 0.0/16, 1.0)
- self._testOne(x2356, x3467, 'two-sided', 190.0/21/26, 0.0919245790168125)
- self._testOne(x2356, x3467, 'greater', 190.0/21/26, 0.0459633806858544)
- self._testOne(x2356, x3467, 'less', 70.0/21/26, 0.6121593130022775)
- def testEqualSizes(self):
- data2 = np.array([1.0, 2.0, 3.0])
- self._testOne(data2, data2+1, 'two-sided', 1.0/3, 1.0)
- self._testOne(data2, data2+1, 'greater', 1.0/3, 0.75)
- self._testOne(data2, data2+1, 'less', 0.0/3, 1.)
- self._testOne(data2, data2+0.5, 'two-sided', 1.0/3, 1.0)
- self._testOne(data2, data2+0.5, 'greater', 1.0/3, 0.75)
- self._testOne(data2, data2+0.5, 'less', 0.0/3, 1.)
- self._testOne(data2, data2-0.5, 'two-sided', 1.0/3, 1.0)
- self._testOne(data2, data2-0.5, 'greater', 0.0/3, 1.0)
- self._testOne(data2, data2-0.5, 'less', 1.0/3, 0.75)
- @pytest.mark.slow
- def testMiddlingBoth(self):
- # 500, 600
- n1, n2 = 500, 600
- delta = 1.0/n1/n2/2/2
- x = np.linspace(1, 200, n1) - delta
- y = np.linspace(2, 200, n2)
- self._testOne(x, y, 'two-sided', 2000.0 / n1 / n2, 1.0,
- mode='auto')
- self._testOne(x, y, 'two-sided', 2000.0 / n1 / n2, 1.0,
- mode='asymp')
- self._testOne(x, y, 'greater', 2000.0 / n1 / n2, 0.9697596024683929,
- mode='asymp')
- self._testOne(x, y, 'less', 500.0 / n1 / n2, 0.9968735843165021,
- mode='asymp')
- with warnings.catch_warnings():
- message = "ks_2samp: Exact calculation unsuccessful."
- warnings.filterwarnings("ignore", message, RuntimeWarning)
- self._testOne(x, y, 'greater', 2000.0 / n1 / n2, 0.9697596024683929,
- mode='exact')
- self._testOne(x, y, 'less', 500.0 / n1 / n2, 0.9968735843165021,
- mode='exact')
- with warnings.catch_warnings(record=True) as w:
- warnings.simplefilter("always")
- self._testOne(x, y, 'less', 500.0 / n1 / n2, 0.9968735843165021,
- mode='exact')
- _check_warnings(w, RuntimeWarning, 1)
- @pytest.mark.slow
- def testMediumBoth(self):
- # 1000, 1100
- n1, n2 = 1000, 1100
- delta = 1.0/n1/n2/2/2
- x = np.linspace(1, 200, n1) - delta
- y = np.linspace(2, 200, n2)
- self._testOne(x, y, 'two-sided', 6600.0 / n1 / n2, 1.0,
- mode='asymp')
- self._testOne(x, y, 'two-sided', 6600.0 / n1 / n2, 1.0,
- mode='auto')
- self._testOne(x, y, 'greater', 6600.0 / n1 / n2, 0.9573185808092622,
- mode='asymp')
- self._testOne(x, y, 'less', 1000.0 / n1 / n2, 0.9982410869433984,
- mode='asymp')
- with warnings.catch_warnings():
- message = "ks_2samp: Exact calculation unsuccessful."
- warnings.filterwarnings("ignore", message, RuntimeWarning)
- self._testOne(x, y, 'greater', 6600.0 / n1 / n2, 0.9573185808092622,
- mode='exact')
- self._testOne(x, y, 'less', 1000.0 / n1 / n2, 0.9982410869433984,
- mode='exact')
- with warnings.catch_warnings(record=True) as w:
- warnings.simplefilter("always")
- self._testOne(x, y, 'less', 1000.0 / n1 / n2, 0.9982410869433984,
- mode='exact')
- _check_warnings(w, RuntimeWarning, 1)
- def testLarge(self):
- # 10000, 110
- n1, n2 = 10000, 110
- lcm = n1*11.0
- delta = 1.0/n1/n2/2/2
- x = np.linspace(1, 200, n1) - delta
- y = np.linspace(2, 100, n2)
- self._testOne(x, y, 'two-sided', 55275.0 / lcm, 4.2188474935755949e-15)
- self._testOne(x, y, 'greater', 561.0 / lcm, 0.99115454582047591)
- self._testOne(x, y, 'less', 55275.0 / lcm, 3.1317328311518713e-26)
- def test_gh11184(self):
- # 3000, 3001, exact two-sided
- rng = np.random.RandomState(123456)
- x = rng.normal(size=3000)
- y = rng.normal(size=3001) * 1.5
- self._testOne(x, y, 'two-sided', 0.11292880151060758, 2.7755575615628914e-15,
- mode='asymp')
- self._testOne(x, y, 'two-sided', 0.11292880151060758, 2.7755575615628914e-15,
- mode='exact')
- @pytest.mark.xslow
- def test_gh11184_bigger(self):
- # 10000, 10001, exact two-sided
- rng = np.random.RandomState(123456)
- x = rng.normal(size=10000)
- y = rng.normal(size=10001) * 1.5
- self._testOne(x, y, 'two-sided', 0.10597913208679133, 3.3149311398483503e-49,
- mode='asymp')
- self._testOne(x, y, 'two-sided', 0.10597913208679133, 2.7755575615628914e-15,
- mode='exact')
- self._testOne(x, y, 'greater', 0.10597913208679133, 2.7947433906389253e-41,
- mode='asymp')
- self._testOne(x, y, 'less', 0.09658002199780022, 2.7947433906389253e-41,
- mode='asymp')
- @pytest.mark.xslow
- def test_gh12999(self):
- rng = np.random.RandomState(123456)
- for x in range(1000, 12000, 1000):
- vals1 = rng.normal(size=(x))
- vals2 = rng.normal(size=(x + 10), loc=0.5)
- exact = stats.ks_2samp(vals1, vals2, mode='exact').pvalue
- asymp = stats.ks_2samp(vals1, vals2, mode='asymp').pvalue
- # these two p-values should be in line with each other
- assert_array_less(exact, 3 * asymp)
- assert_array_less(asymp, 3 * exact)
- @pytest.mark.slow
- def testLargeBoth(self):
- # 10000, 11000
- n1, n2 = 10000, 11000
- lcm = n1*11.0
- delta = 1.0/n1/n2/2/2
- x = np.linspace(1, 200, n1) - delta
- y = np.linspace(2, 200, n2)
- self._testOne(x, y, 'two-sided', 563.0 / lcm, 0.9990660108966576,
- mode='asymp')
- self._testOne(x, y, 'two-sided', 563.0 / lcm, 0.9990456491488628,
- mode='exact')
- self._testOne(x, y, 'two-sided', 563.0 / lcm, 0.9990660108966576,
- mode='auto')
- self._testOne(x, y, 'greater', 563.0 / lcm, 0.7561851877420673)
- self._testOne(x, y, 'less', 10.0 / lcm, 0.9998239693191724)
- with warnings.catch_warnings():
- message = "ks_2samp: Exact calculation unsuccessful."
- warnings.filterwarnings("ignore", message, RuntimeWarning)
- self._testOne(x, y, 'greater', 563.0 / lcm, 0.7561851877420673,
- mode='exact')
- self._testOne(x, y, 'less', 10.0 / lcm, 0.9998239693191724,
- mode='exact')
- def testNamedAttributes(self):
- # test for namedtuple attribute results
- attributes = ('statistic', 'pvalue')
- res = stats.ks_2samp([1, 2], [3])
- check_named_results(res, attributes)
- @pytest.mark.slow
- def test_some_code_paths(self):
- # Check that some code paths are executed
- from scipy.stats._stats_py import (
- _count_paths_outside_method,
- _compute_outer_prob_inside_method
- )
- _compute_outer_prob_inside_method(1, 1, 1, 1)
- _count_paths_outside_method(1000, 1, 1, 1001)
- with np.errstate(invalid='raise'):
- assert_raises(FloatingPointError, _count_paths_outside_method,
- 1100, 1099, 1, 1)
- assert_raises(FloatingPointError, _count_paths_outside_method,
- 2000, 1000, 1, 1)
- @pytest.mark.parametrize('case', (([], [1]), ([1], []), ([], [])))
- def test_argument_checking(self, case):
- # Check that an empty array warns
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.ks_2samp(*case)
- assert_equal(res.statistic, np.nan)
- assert_equal(res.pvalue, np.nan)
- @pytest.mark.xslow
- def test_gh12218(self):
- """Ensure gh-12218 is fixed."""
- # gh-1228 triggered a TypeError calculating sqrt(n1*n2*(n1+n2)).
- # n1, n2 both large integers, the product exceeded 2^64
- rng = np.random.default_rng(8751495592)
- n1 = 2097152 # 2*^21
- rvs1 = stats.uniform.rvs(size=n1, loc=0., scale=1, random_state=rng)
- rvs2 = rvs1 + 1 # Exact value of rvs2 doesn't matter.
- stats.ks_2samp(rvs1, rvs2, alternative='greater', mode='asymp')
- stats.ks_2samp(rvs1, rvs2, alternative='less', mode='asymp')
- stats.ks_2samp(rvs1, rvs2, alternative='two-sided', mode='asymp')
- def test_warnings_gh_14019(self):
- # Check that RuntimeWarning is raised when method='auto' and exact
- # p-value calculation fails. See gh-14019.
- rng = np.random.RandomState(seed=23493549)
- # random samples of the same size as in the issue
- data1 = rng.random(size=881) + 0.5
- data2 = rng.random(size=369)
- message = "ks_2samp: Exact calculation unsuccessful"
- with pytest.warns(RuntimeWarning, match=message):
- res = stats.ks_2samp(data1, data2, alternative='less')
- assert_allclose(res.pvalue, 0, atol=1e-14)
- @pytest.mark.parametrize("ksfunc", [stats.kstest, stats.ks_2samp])
- @pytest.mark.parametrize("alternative, x6val, ref_location, ref_sign",
- [('greater', 5.9, 5.9, +1),
- ('less', 6.1, 6.0, -1),
- ('two-sided', 5.9, 5.9, +1),
- ('two-sided', 6.1, 6.0, -1)])
- def test_location_sign(self, ksfunc, alternative,
- x6val, ref_location, ref_sign):
- # Test that location and sign corresponding with statistic are as
- # expected. (Test is designed to be easy to predict.)
- x = np.arange(10, dtype=np.float64)
- y = x.copy()
- x[6] = x6val
- res = stats.ks_2samp(x, y, alternative=alternative)
- assert res.statistic == 0.1
- assert res.statistic_location == ref_location
- assert res.statistic_sign == ref_sign
- def test_ttest_rel():
- # regression test
- tr,pr = 0.81248591389165692, 0.41846234511362157
- tpr = ([tr,-tr],[pr,pr])
- rvs1 = np.linspace(1,100,100)
- rvs2 = np.linspace(1.01,99.989,100)
- rvs1_2D = np.array([np.linspace(1,100,100), np.linspace(1.01,99.989,100)])
- rvs2_2D = np.array([np.linspace(1.01,99.989,100), np.linspace(1,100,100)])
- t,p = stats.ttest_rel(rvs1, rvs2, axis=0)
- assert_array_almost_equal([t,p],(tr,pr))
- t,p = stats.ttest_rel(rvs1_2D.T, rvs2_2D.T, axis=0)
- assert_array_almost_equal([t,p],tpr)
- t,p = stats.ttest_rel(rvs1_2D, rvs2_2D, axis=1)
- assert_array_almost_equal([t,p],tpr)
- # test scalars
- with warnings.catch_warnings(), \
- np.errstate(invalid="ignore", divide="ignore"):
- warnings.filterwarnings(
- "ignore", "Degrees of freedom <= 0 for slice", RuntimeWarning)
- t, p = stats.ttest_rel(4., 3.)
- assert_(np.isnan(t))
- assert_(np.isnan(p))
- # test for namedtuple attribute results
- attributes = ('statistic', 'pvalue')
- res = stats.ttest_rel(rvs1, rvs2, axis=0)
- check_named_results(res, attributes)
- # test on 3 dimensions
- rvs1_3D = np.dstack([rvs1_2D,rvs1_2D,rvs1_2D])
- rvs2_3D = np.dstack([rvs2_2D,rvs2_2D,rvs2_2D])
- t,p = stats.ttest_rel(rvs1_3D, rvs2_3D, axis=1)
- assert_array_almost_equal(np.abs(t), tr)
- assert_array_almost_equal(np.abs(p), pr)
- assert_equal(t.shape, (2, 3))
- t, p = stats.ttest_rel(np.moveaxis(rvs1_3D, 2, 0),
- np.moveaxis(rvs2_3D, 2, 0),
- axis=2)
- assert_array_almost_equal(np.abs(t), tr)
- assert_array_almost_equal(np.abs(p), pr)
- assert_equal(t.shape, (3, 2))
- # test alternative parameter
- assert_raises(ValueError, stats.ttest_rel, rvs1, rvs2, alternative="error")
- t, p = stats.ttest_rel(rvs1, rvs2, axis=0, alternative="less")
- assert_allclose(p, 1 - pr/2)
- assert_allclose(t, tr)
- t, p = stats.ttest_rel(rvs1, rvs2, axis=0, alternative="greater")
- assert_allclose(p, pr/2)
- assert_allclose(t, tr)
- # check nan policy
- rng = np.random.RandomState(12345678)
- x = stats.norm.rvs(loc=5, scale=10, size=501, random_state=rng)
- x[500] = np.nan
- y = (stats.norm.rvs(loc=5, scale=10, size=501, random_state=rng) +
- stats.norm.rvs(scale=0.2, size=501, random_state=rng))
- y[500] = np.nan
- with np.errstate(invalid="ignore"):
- assert_array_equal(stats.ttest_rel(x, x), (np.nan, np.nan))
- assert_array_almost_equal(stats.ttest_rel(x, y, nan_policy='omit'),
- (0.25299925303978066, 0.8003729814201519))
- assert_raises(ValueError, stats.ttest_rel, x, y, nan_policy='raise')
- assert_raises(ValueError, stats.ttest_rel, x, y, nan_policy='foobar')
- # test zero division problem
- with pytest.warns(RuntimeWarning, match="Precision loss occurred"):
- t, p = stats.ttest_rel([0, 0, 0], [1, 1, 1])
- assert_equal((np.abs(t), p), (np.inf, 0))
- with np.errstate(invalid="ignore"):
- assert_equal(stats.ttest_rel([0, 0, 0], [0, 0, 0]), (np.nan, np.nan))
- # check that nan in input array result in nan output
- anan = np.array([[1, np.nan], [-1, 1]])
- assert_equal(stats.ttest_rel(anan, np.zeros((2, 2))),
- ([0, np.nan], [1, np.nan]))
- # test incorrect input shape raise an error
- x = np.arange(24)
- assert_raises(ValueError, stats.ttest_rel, x.reshape((8, 3)),
- x.reshape((2, 3, 4)))
- # Convert from two-sided p-values to one sided using T result data.
- def convert(t, p, alt):
- if (t < 0 and alt == "less") or (t > 0 and alt == "greater"):
- return p / 2
- return 1 - (p / 2)
- converter = np.vectorize(convert)
- rvs1_2D[:, 20:30] = np.nan
- rvs2_2D[:, 15:25] = np.nan
- with pytest.warns(SmallSampleWarning, match=too_small_nd_omit):
- tr, pr = stats.ttest_rel(rvs1_2D, rvs2_2D, 0, nan_policy='omit')
- with pytest.warns(SmallSampleWarning, match=too_small_nd_omit):
- t, p = stats.ttest_rel(rvs1_2D, rvs2_2D, 0,
- nan_policy='omit', alternative='less')
- assert_allclose(t, tr, rtol=1e-14)
- with np.errstate(invalid='ignore'):
- assert_allclose(p, converter(tr, pr, 'less'), rtol=1e-14)
- with pytest.warns(SmallSampleWarning, match=too_small_nd_omit):
- t, p = stats.ttest_rel(rvs1_2D, rvs2_2D, 0,
- nan_policy='omit', alternative='greater')
- assert_allclose(t, tr, rtol=1e-14)
- with np.errstate(invalid='ignore'):
- assert_allclose(p, converter(tr, pr, 'greater'), rtol=1e-14)
- def test_ttest_rel_nan_2nd_arg():
- # regression test for gh-6134: nans in the second arg were not handled
- x = [np.nan, 2.0, 3.0, 4.0]
- y = [1.0, 2.0, 1.0, 2.0]
- r1 = stats.ttest_rel(x, y, nan_policy='omit')
- r2 = stats.ttest_rel(y, x, nan_policy='omit')
- assert_allclose(r2.statistic, -r1.statistic, atol=1e-15)
- assert_allclose(r2.pvalue, r1.pvalue, atol=1e-15)
- # NB: arguments are paired when NaNs are dropped
- r3 = stats.ttest_rel(y[1:], x[1:])
- assert_allclose(r2, r3, atol=1e-15)
- # .. and this is consistent with R. R code:
- # x = c(NA, 2.0, 3.0, 4.0)
- # y = c(1.0, 2.0, 1.0, 2.0)
- # t.test(x, y, paired=TRUE)
- assert_allclose(r2, (-2, 0.1835), atol=1e-4)
- def test_ttest_rel_empty_1d_returns_nan():
- # Two empty inputs should return a TtestResult containing nan
- # for both values.
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- result = stats.ttest_rel([], [])
- assert isinstance(result, stats._stats_py.TtestResult)
- assert_equal(result, (np.nan, np.nan))
- @pytest.mark.parametrize('b, expected_shape',
- [(np.empty((1, 5, 0)), (3, 5)),
- (np.empty((1, 0, 0)), (3, 0))])
- def test_ttest_rel_axis_size_zero(b, expected_shape):
- # In this test, the length of the axis dimension is zero.
- # The results should be arrays containing nan with shape
- # given by the broadcast nonaxis dimensions.
- a = np.empty((3, 1, 0))
- with warnings.catch_warnings():
- # first case should warn, second shouldn't?
- warnings.filterwarnings("ignore", too_small_nd_not_omit, SmallSampleWarning)
- result = stats.ttest_rel(a, b, axis=-1)
- assert isinstance(result, stats._stats_py.TtestResult)
- expected_value = np.full(expected_shape, fill_value=np.nan)
- assert_equal(result.statistic, expected_value)
- assert_equal(result.pvalue, expected_value)
- def test_ttest_rel_nonaxis_size_zero():
- # In this test, the length of the axis dimension is nonzero,
- # but one of the nonaxis dimensions has length 0. Check that
- # we still get the correctly broadcast shape, which is (5, 0)
- # in this case.
- a = np.empty((1, 8, 0))
- b = np.empty((5, 8, 1))
- result = stats.ttest_rel(a, b, axis=1)
- assert isinstance(result, stats._stats_py.TtestResult)
- assert_equal(result.statistic.shape, (5, 0))
- assert_equal(result.pvalue.shape, (5, 0))
- @pytest.mark.parametrize("alternative", ['two-sided', 'less', 'greater'])
- def test_ttest_rel_ci_1d(alternative):
- # test confidence interval method against reference values
- rng = np.random.default_rng(3749065329432213059)
- n = 10
- x = rng.normal(size=n, loc=1.5, scale=2)
- y = rng.normal(size=n, loc=2, scale=2)
- # Reference values generated with R t.test:
- # options(digits=16)
- # x = c(1.22825792, 1.63950485, 4.39025641, 0.68609437, 2.03813481,
- # -1.20040109, 1.81997937, 1.86854636, 2.94694282, 3.94291373)
- # y = c(3.49961496, 1.53192536, 5.53620083, 2.91687718, 0.04858043,
- # 3.78505943, 3.3077496 , 2.30468892, 3.42168074, 0.56797592)
- # t.test(x, y, paired=TRUE, conf.level=0.85, alternative='l')
- ref = {'two-sided': [-1.912194489914035, 0.400169725914035],
- 'greater': [-1.563944820311475, np.inf],
- 'less': [-np.inf, 0.05192005631147523]}
- res = stats.ttest_rel(x, y, alternative=alternative)
- ci = res.confidence_interval(confidence_level=0.85)
- assert_allclose(ci, ref[alternative])
- assert_equal(res.df, n-1)
- @pytest.mark.parametrize("test_fun, args",
- [(stats.ttest_1samp, (np.arange(10), 0)),
- (stats.ttest_rel, (np.arange(10), np.arange(10)))])
- def test_ttest_ci_iv(test_fun, args):
- # test `confidence_interval` method input validation
- res = test_fun(*args)
- message = '`confidence_level` must be a number between 0 and 1.'
- with pytest.raises(ValueError, match=message):
- res.confidence_interval(confidence_level=10)
- def _desc_stats(x1, x2, axis=0, *, xp=None):
- xp = array_namespace(x1, x2) if xp is None else xp
- def _stats(x, axis=0):
- x = xp.asarray(x)
- mu = xp.mean(x, axis=axis)
- std = xp.std(x, axis=axis, correction=1)
- nobs = x.shape[axis]
- return mu, std, nobs
- return _stats(x1, axis) + _stats(x2, axis)
- @make_xp_test_case(stats.ttest_ind, stats.ttest_ind_from_stats)
- def test_ttest_ind(xp):
- # regression test
- tr = xp.asarray(1.0912746897927283)
- pr = xp.asarray(0.27647818616351882)
- tr_2D = xp.stack([tr, -tr])
- pr_2D = xp.stack([pr, pr])
- rvs1 = xp.linspace(5, 105, 100)
- rvs2 = xp.linspace(1, 100, 100)
- rvs1_2D = xp.stack([rvs1, rvs2])
- rvs2_2D = xp.stack([rvs2, rvs1])
- res = stats.ttest_ind(rvs1, rvs2, axis=0)
- t, p = res # check that result object can be unpacked
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- res = stats.ttest_ind_from_stats(*_desc_stats(rvs1, rvs2))
- t, p = res # check that result object can be unpacked
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- res = stats.ttest_ind(rvs1_2D.T, rvs2_2D.T, axis=0)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- res = stats.ttest_ind_from_stats(*_desc_stats(rvs1_2D.T, rvs2_2D.T))
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- res = stats.ttest_ind(rvs1_2D, rvs2_2D, axis=1)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- res = stats.ttest_ind_from_stats(*_desc_stats(rvs1_2D, rvs2_2D, axis=1))
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- # test on 3 dimensions removed because generic tests in
- # test_axis_nan_policy are much stronger
- # test alternative parameter
- message = "`alternative` must be 'less', 'greater', or 'two-sided'."
- with pytest.raises(ValueError, match=message):
- stats.ttest_ind(rvs1, rvs2, alternative = "error")
- args = _desc_stats(rvs1_2D.T, rvs2_2D.T)
- with pytest.raises(ValueError, match=message):
- stats.ttest_ind_from_stats(*args, alternative = "error")
- t, p = stats.ttest_ind(rvs1, rvs2, alternative="less")
- xp_assert_close(p, 1 - (pr/2))
- xp_assert_close(t, tr)
- t, p = stats.ttest_ind(rvs1, rvs2, alternative="greater")
- xp_assert_close(p, pr/2)
- xp_assert_close(t, tr)
- # Check that ttest_ind_from_stats agrees with ttest_ind
- res1 = stats.ttest_ind(rvs1_2D.T, rvs2_2D.T, axis=0, alternative="less")
- args = _desc_stats(rvs1_2D.T, rvs2_2D.T)
- res2 = stats.ttest_ind_from_stats(*args, alternative="less")
- xp_assert_close(res1.statistic, res2.statistic)
- xp_assert_close(res1.pvalue, res2.pvalue)
- res1 = stats.ttest_ind(rvs1_2D.T, rvs2_2D.T, axis=0, alternative="less")
- args = _desc_stats(rvs1_2D.T, rvs2_2D.T)
- res2 = stats.ttest_ind_from_stats(*args, alternative="less")
- xp_assert_close(res1.statistic, res2.statistic)
- xp_assert_close(res1.pvalue, res2.pvalue)
- # test NaNs
- NaN = xp.asarray(xp.nan)
- rvs1 = xp.where(xp.arange(rvs1.shape[0]) == 0, NaN, rvs1)
- res = stats.ttest_ind(rvs1, rvs2, axis=0)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- res = stats.ttest_ind_from_stats(*_desc_stats(rvs1, rvs2))
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- def test_ttest_ind_nan_policy():
- rvs1 = np.linspace(5, 105, 100)
- rvs2 = np.linspace(1, 100, 100)
- rvs1_2D = np.array([rvs1, rvs2])
- rvs2_2D = np.array([rvs2, rvs1])
- rvs1_3D = np.dstack([rvs1_2D, rvs1_2D, rvs1_2D])
- rvs2_3D = np.dstack([rvs2_2D, rvs2_2D, rvs2_2D])
- # check nan policy
- rng = np.random.RandomState(12345678)
- x = stats.norm.rvs(loc=5, scale=10, size=501, random_state=rng)
- x[500] = np.nan
- y = stats.norm.rvs(loc=5, scale=10, size=500, random_state=rng)
- with np.errstate(invalid="ignore"):
- assert_array_equal(stats.ttest_ind(x, y), (np.nan, np.nan))
- assert_array_almost_equal(stats.ttest_ind(x, y, nan_policy='omit'),
- (0.24779670949091914, 0.80434267337517906))
- assert_raises(ValueError, stats.ttest_ind, x, y, nan_policy='raise')
- assert_raises(ValueError, stats.ttest_ind, x, y, nan_policy='foobar')
- # test zero division problem
- with pytest.warns(RuntimeWarning, match="Precision loss occurred"):
- t, p = stats.ttest_ind([0, 0, 0], [1, 1, 1])
- assert_equal((np.abs(t), p), (np.inf, 0))
- with np.errstate(invalid="ignore"):
- assert_equal(stats.ttest_ind([0, 0, 0], [0, 0, 0]), (np.nan, np.nan))
- # check that nan in input array result in nan output
- anan = np.array([[1, np.nan], [-1, 1]])
- assert_equal(stats.ttest_ind(anan, np.zeros((2, 2))),
- ([0, np.nan], [1, np.nan]))
- rvs1_3D[:, :, 10:15] = np.nan
- rvs2_3D[:, :, 6:12] = np.nan
- # Convert from two-sided p-values to one sided using T result data.
- def convert(t, p, alt):
- if (t < 0 and alt == "less") or (t > 0 and alt == "greater"):
- return p / 2
- return 1 - (p / 2)
- converter = np.vectorize(convert)
- tr, pr = stats.ttest_ind(rvs1_3D, rvs2_3D, axis=0, nan_policy='omit')
- t, p = stats.ttest_ind(rvs1_3D, rvs2_3D, axis=0, nan_policy='omit',
- alternative='less')
- assert_allclose(t, tr, rtol=1e-14)
- assert_allclose(p, converter(tr, pr, 'less'), rtol=1e-14)
- t, p = stats.ttest_ind(rvs1_3D, rvs2_3D, axis=0, nan_policy='omit',
- alternative='greater')
- assert_allclose(t, tr, rtol=1e-14)
- assert_allclose(p, converter(tr, pr, 'greater'), rtol=1e-14)
- def test_ttest_ind_scalar():
- # test scalars
- with warnings.catch_warnings(), np.errstate(invalid="ignore"):
- warnings.filterwarnings(
- "ignore", "Degrees of freedom <= 0 for slice", RuntimeWarning)
- t, p = stats.ttest_ind(4., 3.)
- assert np.isnan(t)
- assert np.isnan(p)
- @pytest.mark.filterwarnings("ignore:Arguments...:DeprecationWarning")
- class Test_ttest_ind_permutations:
- N = 20
- # data for most tests
- rng = np.random.default_rng(169708062)
- a = np.vstack((np.arange(3*N//4), rng.random(3*N//4)))
- b = np.vstack((np.arange(N//4) + 100, rng.random(N//4)))
- # data for equal variance tests
- a2 = np.arange(10)
- b2 = np.arange(10) + 100
- # data for exact test
- a3 = [1, 2]
- b3 = [3, 4]
- # data for bigger test
- rvs1 = stats.norm.rvs(loc=5, scale=10, # type: ignore
- size=500, random_state=rng).reshape(100, 5).T
- rvs2 = stats.norm.rvs(loc=8, scale=20, size=100, random_state=rng) # type: ignore
- p_d = [1/1001, (676+1)/1001] # desired pvalues
- p_d_gen = [1/1001, (672 + 1)/1001] # desired pvalues for Generator seed
- p_d_big = [(993+1)/1001, (685+1)/1001, (840+1)/1001,
- (955+1)/1001, (255+1)/1001]
- params = [
- (a, b, {"axis": 1}, p_d), # basic test
- (a.T, b.T, {'axis': 0}, p_d), # along axis 0
- (a[0, :], b[0, :], {'axis': None}, p_d[0]), # 1d data
- (a[0, :].tolist(), b[0, :].tolist(), {'axis': None}, p_d[0]),
- # different seeds
- (a, b, {'random_state': 0, "axis": 1}, p_d),
- (a, b, {'random_state': np.random.RandomState(0), "axis": 1}, p_d),
- (a2, b2, {'equal_var': True}, 1/1001), # equal variances
- (rvs1, rvs2, {'axis': -1, 'random_state': 0}, p_d_big), # bigger test
- (a3, b3, {}, 1/3), # exact test
- (a, b, {'random_state': np.random.default_rng(0), "axis": 1}, p_d_gen),
- ]
- @pytest.mark.parametrize("alternative", ['less', 'greater', 'two-sided'])
- @pytest.mark.parametrize("shape", [(12,), (2, 12)])
- def test_permutation_method(self, alternative, shape):
- rng = np.random.default_rng(2348934579834565)
- x = rng.random(size=shape)
- y = rng.random(size=13)
- kwargs = dict(n_resamples=999)
- # Use ttest_ind with `method`
- rng = np.random.default_rng(348934579834565)
- method = stats.PermutationMethod(rng=rng, **kwargs)
- res = stats.ttest_ind(x, y, axis=-1, alternative=alternative, method=method)
- # Use `permutation_test` directly
- def statistic(x, y, axis): return stats.ttest_ind(x, y, axis=axis).statistic
- rng = np.random.default_rng(348934579834565)
- ref = stats.permutation_test((x, y), statistic, axis=-1, rng=rng,
- alternative=alternative, **kwargs)
- assert_equal(res.statistic, ref.statistic)
- assert_equal(res.pvalue, ref.pvalue)
- # Sanity check against theoretical t-test
- ref = stats.ttest_ind(x, y, axis=-1, alternative=alternative)
- assert_equal(res.statistic, ref.statistic)
- assert_allclose(res.pvalue, ref.pvalue, rtol=3e-2)
- @pytest.mark.parametrize("alternative", ['less', 'greater', 'two-sided'])
- @pytest.mark.parametrize("shape", [(12,), (2, 12)])
- def test_monte_carlo_method(self, alternative, shape):
- rng = np.random.default_rng(2348934579834565)
- x = rng.random(size=shape)
- y = rng.random(size=13)
- kwargs = dict(n_resamples=999)
- # Use `monte_carlo` directly
- def statistic(x, y, axis): return stats.ttest_ind(x, y, axis=axis).statistic
- rng = np.random.default_rng(348934579834565)
- rvs = [rng.standard_normal, rng.standard_normal]
- ref = stats.monte_carlo_test((x, y), rvs=rvs, statistic=statistic, axis=-1,
- alternative=alternative, **kwargs)
- # Use ttest_ind with `method`
- rng = np.random.default_rng(348934579834565)
- rvs = [rng.standard_normal, rng.standard_normal]
- method = stats.MonteCarloMethod(rvs=rvs, **kwargs)
- res = stats.ttest_ind(x, y, axis=-1, alternative=alternative, method=method)
- assert_equal(res.statistic, ref.statistic)
- assert_equal(res.pvalue, ref.pvalue)
- # Passing `rng` instead of `rvs`
- method = stats.MonteCarloMethod(rng=348934579834565, **kwargs)
- res = stats.ttest_ind(x, y, axis=-1, alternative=alternative, method=method)
- assert_equal(res.statistic, ref.statistic)
- assert_equal(res.pvalue, ref.pvalue)
- # Sanity check against theoretical t-test
- ref = stats.ttest_ind(x, y, axis=-1, alternative=alternative)
- assert_equal(res.statistic, ref.statistic)
- assert_allclose(res.pvalue, ref.pvalue, rtol=6e-2)
- def test_resampling_input_validation(self):
- message = "`method` must be an instance of `PermutationMethod`, an instance..."
- with pytest.raises(ValueError, match=message):
- stats.ttest_ind([1, 2, 3], [4, 5, 6], method='migratory')
- class Test_ttest_ind_common:
- # for tests that are performed on variations of the t-test (e.g. trimmed)
- @pytest.mark.xslow()
- @pytest.mark.parametrize("kwds", [{'trim': .2}, {}],
- ids=["trim", "basic"])
- @pytest.mark.parametrize('equal_var', [True, False],
- ids=['equal_var', 'unequal_var'])
- def test_ttest_many_dims(self, kwds, equal_var):
- # Test that test works on many-dimensional arrays
- rng = np.random.default_rng(3815288136)
- a = rng.random((5, 4, 4, 7, 1, 6))
- b = rng.random((4, 1, 8, 2, 6))
- res = stats.ttest_ind(a, b, axis=-3, **kwds)
- # compare fully-vectorized t-test against t-test on smaller slice
- i, j, k = 2, 3, 1
- a2 = a[i, :, j, :, 0, :]
- b2 = b[:, 0, :, k, :]
- res2 = stats.ttest_ind(a2, b2, axis=-2, **kwds)
- assert_equal(res.statistic[i, :, j, k, :],
- res2.statistic)
- assert_equal(res.pvalue[i, :, j, k, :],
- res2.pvalue)
- # compare against t-test on one axis-slice at a time
- # manually broadcast with tile; move axis to end to simplify
- x = np.moveaxis(np.tile(a, (1, 1, 1, 1, 2, 1)), -3, -1)
- y = np.moveaxis(np.tile(b, (5, 1, 4, 1, 1, 1)), -3, -1)
- shape = x.shape[:-1]
- statistics = np.zeros(shape)
- pvalues = np.zeros(shape)
- for indices in product(*(range(i) for i in shape)):
- xi = x[indices] # use tuple to index single axis slice
- yi = y[indices]
- res3 = stats.ttest_ind(xi, yi, axis=-1, **kwds)
- statistics[indices] = res3.statistic
- pvalues[indices] = res3.pvalue
- assert_allclose(statistics, res.statistic)
- assert_allclose(pvalues, res.pvalue)
- @pytest.mark.parametrize("kwds", [{'trim': .2}, {}],
- ids=["trim", "basic"])
- @pytest.mark.parametrize("axis", [-1, 0])
- def test_nans_on_axis(self, kwds, axis):
- # confirm that with `nan_policy='propagate'`, NaN results are returned
- # on the correct location
- rng = np.random.default_rng(363836384995579937222)
- a = rng.integers(10, size=(5, 3, 10)).astype('float')
- b = rng.integers(10, size=(5, 3, 10)).astype('float')
- # set some indices in `a` and `b` to be `np.nan`.
- a[0][2][3] = np.nan
- b[2][0][6] = np.nan
- # arbitrarily use `np.sum` as a baseline for which indices should be
- # NaNs
- expected = np.isnan(np.sum(a + b, axis=axis))
- # multidimensional inputs to `t.sf(np.abs(t), df)` with NaNs on some
- # indices throws an warning. See issue gh-13844
- with warnings.catch_warnings(), np.errstate(invalid="ignore"):
- warnings.filterwarnings(
- "ignore", "invalid value encountered in less_equal", RuntimeWarning)
- warnings.filterwarnings("ignore", "Precision loss occurred", RuntimeWarning)
- res = stats.ttest_ind(a, b, axis=axis, **kwds)
- p_nans = np.isnan(res.pvalue)
- assert_array_equal(p_nans, expected)
- statistic_nans = np.isnan(res.statistic)
- assert_array_equal(statistic_nans, expected)
- class Test_ttest_trim:
- params = [
- [[1, 2, 3], [1.1, 2.9, 4.2], 0.53619490753126731, -0.6864951273557258,
- .2],
- [[56, 128.6, 12, 123.8, 64.34, 78, 763.3], [1.1, 2.9, 4.2],
- 0.00998909252078421, 4.591598691181999, .2],
- [[56, 128.6, 12, 123.8, 64.34, 78, 763.3], [1.1, 2.9, 4.2],
- 0.10512380092302633, 2.832256715395378, .32],
- [[2.7, 2.7, 1.1, 3.0, 1.9, 3.0, 3.8, 3.8, 0.3, 1.9, 1.9],
- [6.5, 5.4, 8.1, 3.5, 0.5, 3.8, 6.8, 4.9, 9.5, 6.2, 4.1],
- 0.002878909511344, -4.2461168970325, .2],
- [[-0.84504783, 0.13366078, 3.53601757, -0.62908581, 0.54119466,
- -1.16511574, -0.08836614, 1.18495416, 2.48028757, -1.58925028,
- -1.6706357, 0.3090472, -2.12258305, 0.3697304, -1.0415207,
- -0.57783497, -0.90997008, 1.09850192, 0.41270579, -1.4927376],
- [1.2725522, 1.1657899, 2.7509041, 1.2389013, -0.9490494, -1.0752459,
- 1.1038576, 2.9912821, 3.5349111, 0.4171922, 1.0168959, -0.7625041,
- -0.4300008, 3.0431921, 1.6035947, 0.5285634, -0.7649405, 1.5575896,
- 1.3670797, 1.1726023], 0.005293305834235, -3.0983317739483, .2]]
- @pytest.mark.parametrize("a,b,pr,tr,trim", params)
- def test_ttest_compare_r(self, a, b, pr, tr, trim):
- '''
- Using PairedData's yuen.t.test method. Something to note is that there
- are at least 3 R packages that come with a trimmed t-test method, and
- comparisons were made between them. It was found that PairedData's
- method's results match this method, SAS, and one of the other R
- methods. A notable discrepancy was the DescTools implementation of the
- function, which only sometimes agreed with SAS, WRS2, PairedData and
- this implementation. For this reason, most comparisons in R are made
- against PairedData's method.
- Rather than providing the input and output for all evaluations, here is
- a representative example:
- > library(PairedData)
- > a <- c(1, 2, 3)
- > b <- c(1.1, 2.9, 4.2)
- > options(digits=16)
- > yuen.t.test(a, b, tr=.2)
- Two-sample Yuen test, trim=0.2
- data: x and y
- t = -0.68649512735573, df = 3.4104431643464, p-value = 0.5361949075313
- alternative hypothesis: true difference in trimmed means is not equal
- to 0
- 95 percent confidence interval:
- -3.912777195645217 2.446110528978550
- sample estimates:
- trimmed mean of x trimmed mean of y
- 2.000000000000000 2.73333333333333
- '''
- statistic, pvalue = stats.ttest_ind(a, b, trim=trim, equal_var=False)
- assert_allclose(statistic, tr, atol=1e-15)
- assert_allclose(pvalue, pr, atol=1e-15)
- def test_compare_SAS(self):
- # Source of the data used in this test:
- # https://support.sas.com/resources/papers/proceedings14/1660-2014.pdf
- a = [12, 14, 18, 25, 32, 44, 12, 14, 18, 25, 32, 44]
- b = [17, 22, 14, 12, 30, 29, 19, 17, 22, 14, 12, 30, 29, 19]
- # In this paper, a trimming percentage of 5% is used. However,
- # in their implementation, the number of values trimmed is rounded to
- # the nearest whole number. However, consistent with
- # `scipy.stats.trimmed_mean`, this test truncates to the lower
- # whole number. In this example, the paper notes that 1 value is
- # trimmed off of each side. 9% replicates this amount of trimming.
- statistic, pvalue = stats.ttest_ind(a, b, trim=.09, equal_var=False)
- assert_allclose(pvalue, 0.514522, atol=1e-6)
- assert_allclose(statistic, 0.669169, atol=1e-6)
- def test_equal_var(self):
- '''
- The PairedData library only supports unequal variances. To compare
- samples with equal variances, the multicon library is used.
- > library(multicon)
- > a <- c(2.7, 2.7, 1.1, 3.0, 1.9, 3.0, 3.8, 3.8, 0.3, 1.9, 1.9)
- > b <- c(6.5, 5.4, 8.1, 3.5, 0.5, 3.8, 6.8, 4.9, 9.5, 6.2, 4.1)
- > dv = c(a,b)
- > iv = c(rep('a', length(a)), rep('b', length(b)))
- > yuenContrast(dv~ iv, EQVAR = TRUE)
- $Ms
- N M wgt
- a 11 2.442857142857143 1
- b 11 5.385714285714286 -1
- $test
- stat df crit p
- results -4.246116897032513 12 2.178812829667228 0.00113508833897713
- '''
- a = [2.7, 2.7, 1.1, 3.0, 1.9, 3.0, 3.8, 3.8, 0.3, 1.9, 1.9]
- b = [6.5, 5.4, 8.1, 3.5, 0.5, 3.8, 6.8, 4.9, 9.5, 6.2, 4.1]
- # `equal_var=True` is default
- statistic, pvalue = stats.ttest_ind(a, b, trim=.2)
- assert_allclose(pvalue, 0.00113508833897713, atol=1e-10)
- assert_allclose(statistic, -4.246116897032513, atol=1e-10)
- @pytest.mark.parametrize('alt,pr,tr',
- (('greater', 0.9985605452443, -4.2461168970325),
- ('less', 0.001439454755672, -4.2461168970325),),
- )
- def test_alternatives(self, alt, pr, tr):
- '''
- > library(PairedData)
- > a <- c(2.7,2.7,1.1,3.0,1.9,3.0,3.8,3.8,0.3,1.9,1.9)
- > b <- c(6.5,5.4,8.1,3.5,0.5,3.8,6.8,4.9,9.5,6.2,4.1)
- > options(digits=16)
- > yuen.t.test(a, b, alternative = 'greater')
- '''
- a = [2.7, 2.7, 1.1, 3.0, 1.9, 3.0, 3.8, 3.8, 0.3, 1.9, 1.9]
- b = [6.5, 5.4, 8.1, 3.5, 0.5, 3.8, 6.8, 4.9, 9.5, 6.2, 4.1]
- statistic, pvalue = stats.ttest_ind(a, b, trim=.2, equal_var=False,
- alternative=alt)
- assert_allclose(pvalue, pr, atol=1e-10)
- assert_allclose(statistic, tr, atol=1e-10)
- @skip_xp_backends(cpu_only=True, reason='Uses NumPy for pvalue, CI')
- def test_permutation_not_implement_for_xp(self, xp):
- message = "Use of `trim` is compatible only with NumPy arrays."
- a, b = xp.arange(10), xp.arange(10)+1
- if is_numpy(xp): # no error
- stats.ttest_ind(a, b, trim=0.1)
- else: # NotImplementedError
- with pytest.raises(NotImplementedError, match=message):
- stats.ttest_ind(a, b, trim=0.1)
- @pytest.mark.parametrize("trim", [-.2, .5, 1])
- def test_trim_bounds_error(self, trim):
- match = "Trimming percentage should be 0 <= `trim` < .5."
- with assert_raises(ValueError, match=match):
- stats.ttest_ind([1, 2], [2, 1], trim=trim)
- @make_xp_test_case(stats.ttest_ind)
- class Test_ttest_CI:
- # indices in order [alternative={two-sided, less, greater},
- # equal_var={False, True}, trim={0, 0.2}]
- # reference values in order `statistic, df, pvalue, low, high`
- # equal_var=False reference values computed with R PairedData yuen.t.test:
- #
- # library(PairedData)
- # options(digits=16)
- # a < - c(0.88236329, 0.97318744, 0.4549262, 0.97893335, 0.0606677,
- # 0.44013366, 0.55806018, 0.40151434, 0.14453315, 0.25860601,
- # 0.20202162)
- # b < - c(0.93455277, 0.42680603, 0.49751939, 0.14152846, 0.711435,
- # 0.77669667, 0.20507578, 0.78702772, 0.94691855, 0.32464958,
- # 0.3873582, 0.35187468, 0.21731811)
- # yuen.t.test(a, b, tr=0, conf.level = 0.9, alternative = 'l')
- #
- # equal_var=True reference values computed with R multicon yuenContrast:
- #
- # library(multicon)
- # options(digits=16)
- # a < - c(0.88236329, 0.97318744, 0.4549262, 0.97893335, 0.0606677,
- # 0.44013366, 0.55806018, 0.40151434, 0.14453315, 0.25860601,
- # 0.20202162)
- # b < - c(0.93455277, 0.42680603, 0.49751939, 0.14152846, 0.711435,
- # 0.77669667, 0.20507578, 0.78702772, 0.94691855, 0.32464958,
- # 0.3873582, 0.35187468, 0.21731811)
- # dv = c(a, b)
- # iv = c(rep('a', length(a)), rep('b', length(b)))
- # yuenContrast(dv~iv, EQVAR = FALSE, alternative = 'unequal', tr = 0.2)
- r = np.empty(shape=(3, 2, 2, 5))
- r[0, 0, 0] = [-0.2314607, 19.894435, 0.8193209, -0.247220294, 0.188729943]
- r[1, 0, 0] = [-0.2314607, 19.894435, 0.40966045, -np.inf, 0.1382426469]
- r[2, 0, 0] = [-0.2314607, 19.894435, 0.5903395, -0.1967329982, np.inf]
- r[0, 0, 1] = [-0.2452886, 11.427896, 0.8105823, -0.34057446, 0.25847383]
- r[1, 0, 1] = [-0.2452886, 11.427896, 0.40529115, -np.inf, 0.1865829074]
- r[2, 0, 1] = [-0.2452886, 11.427896, 0.5947089, -0.268683541, np.inf]
- # confidence interval not available for equal_var=True
- r[0, 1, 0] = [-0.2345625322555006, 22, 0.8167175905643815, np.nan, np.nan]
- r[1, 1, 0] = [-0.2345625322555006, 22, 0.4083587952821908, np.nan, np.nan]
- r[2, 1, 0] = [-0.2345625322555006, 22, 0.5916412047178092, np.nan, np.nan]
- r[0, 1, 1] = [-0.2505369406507428, 14, 0.8058115135702835, np.nan, np.nan]
- r[1, 1, 1] = [-0.2505369406507428, 14, 0.4029057567851417, np.nan, np.nan]
- r[2, 1, 1] = [-0.2505369406507428, 14, 0.5970942432148583, np.nan, np.nan]
- @pytest.mark.parametrize('alternative', ['two-sided', 'less', 'greater'])
- @pytest.mark.parametrize('equal_var', [False, True])
- @pytest.mark.parametrize('trim', [0, 0.2])
- @skip_xp_backends('jax.numpy', reason='Generic stdtrit mutates array.')
- def test_confidence_interval(self, alternative, equal_var, trim, xp):
- if equal_var and trim:
- pytest.xfail('Discrepancy in `main`; needs further investigation.')
- if trim and not is_numpy(xp):
- pytest.skip('`trim` is only compatible with NumPy input')
- rng = np.random.default_rng(3810954496107292580)
- x = xp.asarray(rng.random(11))
- y = xp.asarray(rng.random(13))
- res = stats.ttest_ind(x, y, alternative=alternative,
- equal_var=equal_var, trim=trim)
- alternatives = {'two-sided': 0, 'less': 1, 'greater': 2}
- ref = self.r[alternatives[alternative], int(equal_var), int(np.ceil(trim))]
- statistic, df, pvalue, low, high = ref
- rtol = 1e-7 # only 7 digits in reference
- xp_assert_close(res.statistic, xp.asarray(statistic), rtol=rtol)
- xp_assert_close(res.df, xp.asarray(df), rtol=rtol)
- xp_assert_close(res.pvalue, xp.asarray(pvalue), rtol=rtol)
- if not equal_var: # CI not available when `equal_var is True`
- ci = res.confidence_interval(0.9)
- xp_assert_close(ci.low, xp.asarray(low), rtol=rtol)
- xp_assert_close(ci.high, xp.asarray(high), rtol=rtol)
- def test__broadcast_concatenate():
- # test that _broadcast_concatenate properly broadcasts arrays along all
- # axes except `axis`, then concatenates along axis
- rng = np.random.default_rng(7544340069)
- a = rng.random((5, 4, 4, 3, 1, 6))
- b = rng.random((4, 1, 8, 2, 6))
- c = _broadcast_concatenate((a, b), axis=-3)
- # broadcast manually as an independent check
- a = np.tile(a, (1, 1, 1, 1, 2, 1))
- b = np.tile(b[None, ...], (5, 1, 4, 1, 1, 1))
- for index in product(*(range(i) for i in c.shape)):
- i, j, k, l, m, n = index
- if l < a.shape[-3]:
- assert a[i, j, k, l, m, n] == c[i, j, k, l, m, n]
- else:
- assert b[i, j, k, l - a.shape[-3], m, n] == c[i, j, k, l, m, n]
- @make_xp_test_case(stats.ttest_ind)
- class TestTTestInd:
- @make_xp_test_case(stats.ttest_ind_from_stats)
- def test_ttest_ind_with_uneq_var(self, xp):
- # check vs. R `t.test`, e.g.
- # options(digits=20)
- # a = c(1., 2., 3.)
- # b = c(1.1, 2.9, 4.2)
- # t.test(a, b, equal.var=FALSE)
- a = xp.asarray([1., 2., 3.])
- b = xp.asarray([1.1, 2.9, 4.2])
- pr = xp.asarray(0.53619490753126686)
- tr = xp.asarray(-0.686495127355726265)
- t, p = stats.ttest_ind(a, b, equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- t, p = stats.ttest_ind_from_stats(*_desc_stats(a, b), equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- a = xp.asarray([1., 2., 3., 4.])
- pr = xp.asarray(0.84354139131608252)
- tr = xp.asarray(-0.210866331595072315)
- t, p = stats.ttest_ind(a, b, equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- t, p = stats.ttest_ind_from_stats(*_desc_stats(a, b), equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- # regression test
- tr = xp.asarray(1.0912746897927283)
- tr_uneq_n = xp.asarray(0.66745638708050492)
- pr = xp.asarray(0.27647831993021388)
- pr_uneq_n = xp.asarray(0.50873585065616544)
- tr_2D = xp.stack([tr, -tr])
- pr_2D = xp.stack([pr, pr])
- rvs3 = xp.linspace(1, 100, 25)
- rvs2 = xp.linspace(1, 100, 100)
- rvs1 = xp.linspace(5, 105, 100)
- rvs1_2D = xp.stack([rvs1, rvs2])
- rvs2_2D = xp.stack([rvs2, rvs1])
- t, p = stats.ttest_ind(rvs1, rvs2, axis=0, equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- t, p = stats.ttest_ind_from_stats(*_desc_stats(rvs1, rvs2), equal_var=False)
- xp_assert_close(t, tr)
- xp_assert_close(p, pr)
- t, p = stats.ttest_ind(rvs1, rvs3, axis=0, equal_var=False)
- xp_assert_close(t, tr_uneq_n)
- xp_assert_close(p, pr_uneq_n)
- t, p = stats.ttest_ind_from_stats(*_desc_stats(rvs1, rvs3), equal_var=False)
- xp_assert_close(t, tr_uneq_n)
- xp_assert_close(p, pr_uneq_n)
- res = stats.ttest_ind(rvs1_2D.T, rvs2_2D.T, axis=0, equal_var=False)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- args = _desc_stats(rvs1_2D.T, rvs2_2D.T)
- res = stats.ttest_ind_from_stats(*args, equal_var=False)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- res = stats.ttest_ind(rvs1_2D, rvs2_2D, axis=1, equal_var=False)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- args = _desc_stats(rvs1_2D, rvs2_2D, axis=1)
- res = stats.ttest_ind_from_stats(*args, equal_var=False)
- xp_assert_close(res.statistic, tr_2D)
- xp_assert_close(res.pvalue, pr_2D)
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered:RuntimeWarning"
- ) # for dask
- @pytest.mark.filterwarnings(
- "ignore:invalid value encountered:RuntimeWarning"
- ) # for dask
- def test_ttest_ind_zero_division(self, xp):
- # test zero division problem
- x = xp.zeros(3)
- y = xp.ones(3)
- with eager_warns(RuntimeWarning, match="Precision loss occurred", xp=xp):
- t, p = stats.ttest_ind(x, y, equal_var=False)
- xp_assert_equal(t, xp.asarray(-xp.inf))
- xp_assert_equal(p, xp.asarray(0.))
- with np.errstate(all='ignore'):
- t, p = stats.ttest_ind(x, x, equal_var=False)
- xp_assert_equal(t, xp.asarray(xp.nan))
- xp_assert_equal(p, xp.asarray(xp.nan))
- # check that nan in input array result in nan output
- anan = xp.asarray([[1, xp.nan], [-1, 1]])
- t, p = stats.ttest_ind(anan, xp.zeros((2, 2)), equal_var=False)
- xp_assert_equal(t, xp.asarray([0., np.nan]))
- xp_assert_equal(p, xp.asarray([1., np.nan]))
- def test_ttest_ind_nan_2nd_arg(self):
- # regression test for gh-6134: nans in the second arg were not handled
- x = [np.nan, 2.0, 3.0, 4.0]
- y = [1.0, 2.0, 1.0, 2.0]
- r1 = stats.ttest_ind(x, y, nan_policy='omit')
- r2 = stats.ttest_ind(y, x, nan_policy='omit')
- assert_allclose(r2.statistic, -r1.statistic, atol=1e-15)
- assert_allclose(r2.pvalue, r1.pvalue, atol=1e-15)
- # NB: arguments are not paired when NaNs are dropped
- r3 = stats.ttest_ind(y, x[1:])
- assert_allclose(r2, r3, atol=1e-15)
- # .. and this is consistent with R. R code:
- # x = c(NA, 2.0, 3.0, 4.0)
- # y = c(1.0, 2.0, 1.0, 2.0)
- # t.test(x, y, var.equal=TRUE)
- assert_allclose(r2, (-2.5354627641855498, 0.052181400457057901),
- atol=1e-15)
- def test_ttest_ind_empty_1d_returns_nan(self, xp):
- # Two empty inputs should return a TtestResult containing nan
- # for both values.
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- res = stats.ttest_ind(xp.asarray([]), xp.asarray([]))
- assert isinstance(res, stats._stats_py.TtestResult)
- NaN = xp.asarray(xp.nan)[()]
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- @pytest.mark.parametrize('b, expected_shape',
- [(np.empty((1, 5, 0)), (3, 5)),
- (np.empty((1, 0, 0)), (3, 0))])
- def test_ttest_ind_axis_size_zero(self, b, expected_shape, xp):
- # In this test, the length of the axis dimension is zero.
- # The results should be arrays containing nan with shape
- # given by the broadcast nonaxis dimensions.
- a = xp.empty((3, 1, 0))
- b = xp.asarray(b, dtype=a.dtype)
- with warnings.catch_warnings():
- # first case should warn, second shouldn't?
- warnings.filterwarnings("ignore", too_small_nd_not_omit, SmallSampleWarning)
- res = stats.ttest_ind(a, b, axis=-1)
- assert isinstance(res, stats._stats_py.TtestResult)
- expected_value = xp.full(expected_shape, fill_value=xp.nan)
- xp_assert_equal(res.statistic, expected_value)
- xp_assert_equal(res.pvalue, expected_value)
- def test_ttest_ind_nonaxis_size_zero(self, xp):
- # In this test, the length of the axis dimension is nonzero,
- # but one of the nonaxis dimensions has length 0. Check that
- # we still get the correctly broadcast shape, which is (5, 0)
- # in this case.
- a = xp.empty((1, 8, 0))
- b = xp.empty((5, 8, 1))
- res = stats.ttest_ind(a, b, axis=1)
- assert isinstance(res, stats._stats_py.TtestResult)
- assert res.statistic.shape ==(5, 0)
- assert res.pvalue.shape == (5, 0)
- def test_ttest_ind_nonaxis_size_zero_different_lengths(self, xp):
- # In this test, the length of the axis dimension is nonzero,
- # and that size is different in the two inputs,
- # and one of the nonaxis dimensions has length 0. Check that
- # we still get the correctly broadcast shape, which is (5, 0)
- # in this case.
- a = xp.empty((1, 7, 0))
- b = xp.empty((5, 8, 1))
- res = stats.ttest_ind(a, b, axis=1)
- assert isinstance(res, stats._stats_py.TtestResult)
- assert res.statistic.shape ==(5, 0)
- assert res.pvalue.shape == (5, 0)
- @make_xp_test_case(stats.ttest_ind_from_stats)
- class TestTTestIndFromStats:
- @pytest.mark.skip_xp_backends(np_only=True,
- reason="Other backends don't like integers")
- def test_gh5686(self, xp):
- mean1, mean2 = xp.asarray([1, 2]), xp.asarray([3, 4])
- std1, std2 = xp.asarray([5, 3]), xp.asarray([4, 5])
- nobs1, nobs2 = xp.asarray([130, 140]), xp.asarray([100, 150])
- # This will raise a TypeError unless gh-5686 is fixed.
- stats.ttest_ind_from_stats(mean1, std1, nobs1, mean2, std2, nobs2)
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning")
- def test_ttest_ind_from_stats_inputs_zero(self, xp):
- # Regression test for gh-6409.
- zero = xp.asarray(0.)
- six = xp.asarray(6.)
- NaN = xp.asarray(xp.nan)
- res = stats.ttest_ind_from_stats(zero, zero, six, zero, zero, six,
- equal_var=False)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- @pytest.mark.skip_xp_backends(cpu_only=True, reason='Test uses ks_1samp')
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_ttest_uniform_pvalues(xp):
- # test that p-values are uniformly distributed under the null hypothesis
- rng = np.random.default_rng(246834602926842)
- x = xp.asarray(rng.normal(size=(10000, 2)))
- y = xp.asarray(rng.normal(size=(10000, 1)))
- q = rng.uniform(size=100)
- res = stats.ttest_ind(x, y, equal_var=True, axis=-1)
- pvalue = np.asarray(res.pvalue)
- assert stats.ks_1samp(pvalue, stats.uniform().cdf).pvalue > 0.1
- assert_allclose(np.quantile(pvalue, q), q, atol=1e-2)
- res = stats.ttest_ind(y, x, equal_var=True, axis=-1)
- pvalue = np.asarray(res.pvalue)
- assert stats.ks_1samp(pvalue, stats.uniform().cdf).pvalue > 0.1
- assert_allclose(np.quantile(pvalue, q), q, atol=1e-2)
- # reference values from R:
- # options(digits=16)
- # t.test(c(2, 3, 5), c(1.5), var.equal=TRUE)
- x, y = xp.asarray([2., 3., 5.]), xp.asarray([1.5])
- res = stats.ttest_ind(x, y, equal_var=True)
- xp_assert_close(res.statistic, xp.asarray(1.0394023007754))
- xp_assert_close(res.pvalue, xp.asarray(0.407779907736))
- def _convert_pvalue_alternative(t, p, alt, xp):
- # test alternative parameter
- # Convert from two-sided p-values to one sided using T result data.
- less = xp.asarray(alt == "less")
- greater = xp.asarray(alt == "greater")
- i = ((t < 0) & less) | ((t > 0) & greater)
- return xp.where(i, p/2, 1 - p/2)
- @pytest.mark.slow
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @make_xp_test_case(stats.ttest_1samp)
- def test_ttest_1samp_new(xp):
- rng = np.random.default_rng(88123290)
- n1, n2, n3 = (10, 15, 20)
- rvn1 = stats.norm.rvs(loc=5, scale=10, size=(n1, n2, n3), random_state=rng)
- rvn1 = xp.asarray(rvn1)
- # check multidimensional array and correct axis handling
- # deterministic rvn1 and rvn2 would be better as in test_ttest_rel
- popmean = xp.ones((1, n2, n3))
- t1, p1 = stats.ttest_1samp(rvn1, popmean, axis=0)
- t2, p2 = stats.ttest_1samp(rvn1, 1., axis=0)
- t3, p3 = stats.ttest_1samp(rvn1[:, 0, 0], 1.)
- xp_assert_close(t1, t2, rtol=1e-14)
- xp_assert_close(t1[0, 0], t3, rtol=1e-14)
- assert_equal(t1.shape, (n2, n3))
- popmean = xp.ones((n1, 1, n3))
- t1, p1 = stats.ttest_1samp(rvn1, popmean, axis=1)
- t2, p2 = stats.ttest_1samp(rvn1, 1., axis=1)
- t3, p3 = stats.ttest_1samp(rvn1[0, :, 0], 1.)
- xp_assert_close(t1, t2, rtol=1e-14)
- xp_assert_close(t1[0, 0], t3, rtol=1e-14)
- assert_equal(t1.shape, (n1, n3))
- popmean = xp.ones((n1, n2, 1))
- t1, p1 = stats.ttest_1samp(rvn1, popmean, axis=2)
- t2, p2 = stats.ttest_1samp(rvn1, 1., axis=2)
- t3, p3 = stats.ttest_1samp(rvn1[0, 0, :], 1.)
- xp_assert_close(t1, t2, rtol=1e-14)
- xp_assert_close(t1[0, 0], t3, rtol=1e-14)
- assert_equal(t1.shape, (n1, n2))
- # test zero division problem
- t, p = stats.ttest_1samp(xp.asarray([0., 0., 0.]), 1.)
- xp_assert_equal(xp.abs(t), xp.asarray(xp.inf))
- xp_assert_equal(p, xp.asarray(0.))
- tr, pr = stats.ttest_1samp(rvn1[:, :, :], 1.)
- t, p = stats.ttest_1samp(rvn1[:, :, :], 1., alternative="greater")
- pc = _convert_pvalue_alternative(tr, pr, "greater", xp)
- xp_assert_close(p, pc)
- xp_assert_close(t, tr)
- t, p = stats.ttest_1samp(rvn1[:, :, :], 1., alternative="less")
- pc = _convert_pvalue_alternative(tr, pr, "less", xp)
- xp_assert_close(p, pc)
- xp_assert_close(t, tr)
- with np.errstate(all='ignore'):
- res = stats.ttest_1samp(xp.asarray([0., 0., 0.]), 0.)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- # check that nan in input array result in nan output
- anan = xp.asarray([[1., np.nan], [-1., 1.]])
- res = stats.ttest_1samp(anan, 0.)
- xp_assert_equal(res.statistic, xp.asarray([0., xp.nan]))
- xp_assert_equal(res.pvalue, xp.asarray([1., xp.nan]))
- @skip_xp_backends(np_only=True, reason="Only NumPy has nan_policy='omit' for now")
- def test_ttest_1samp_new_omit(xp):
- rng = np.random.default_rng(4008400329)
- n1, n2, n3 = (5, 10, 15)
- rvn1 = stats.norm.rvs(loc=5, scale=10, size=(n1, n2, n3), random_state=rng)
- rvn1 = xp.asarray(rvn1)
- rvn1[0:2, 1:3, 4:8] = xp.nan
- tr, pr = stats.ttest_1samp(rvn1[:, :, :], 1., nan_policy='omit')
- t, p = stats.ttest_1samp(rvn1[:, :, :], 1., nan_policy='omit',
- alternative="greater")
- pc = _convert_pvalue_alternative(tr, pr, "greater", xp)
- xp_assert_close(p, pc)
- xp_assert_close(t, tr)
- t, p = stats.ttest_1samp(rvn1[:, :, :], 1., nan_policy='omit',
- alternative="less")
- pc = _convert_pvalue_alternative(tr, pr, "less", xp)
- xp_assert_close(p, pc)
- xp_assert_close(t, tr)
- @make_xp_test_case(stats.ttest_1samp)
- @pytest.mark.skip_xp_backends('jax.numpy', reason='Generic stdtrit mutates array.')
- def test_ttest_1samp_popmean_array(xp):
- # when popmean.shape[axis] != 1, raise an error
- # if the user wants to test multiple null hypotheses simultaneously,
- # use standard broadcasting rules
- rng = np.random.default_rng(2913300596553337193)
- x = rng.random(size=(1, 15, 20))
- x = xp.asarray(x)
- message = r"`popmean.shape\[axis\]` must equal 1."
- popmean = xp.asarray(rng.random(size=(5, 2, 20)))
- with pytest.raises(ValueError, match=message):
- stats.ttest_1samp(x, popmean=popmean, axis=-2)
- popmean = xp.asarray(rng.random(size=(5, 1, 20)))
- res = stats.ttest_1samp(x, popmean=popmean, axis=-2)
- assert res.statistic.shape == (5, 20)
- l, u = res.confidence_interval()
- l = xp.expand_dims(l, axis=-2)
- u = xp.expand_dims(u, axis=-2)
- res = stats.ttest_1samp(x, popmean=l, axis=-2)
- ref = xp.broadcast_to(xp.asarray(0.05, dtype=xp.float64), res.pvalue.shape)
- xp_assert_close(res.pvalue, ref)
- res = stats.ttest_1samp(x, popmean=u, axis=-2)
- xp_assert_close(res.pvalue, ref)
- @make_xp_test_case(stats.describe)
- class TestDescribe:
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_describe_scalar(self, xp):
- with warnings.catch_warnings(), \
- np.errstate(invalid="ignore", divide="ignore"):
- warnings.filterwarnings(
- "ignore", "Degrees of freedom <= 0 for slice", RuntimeWarning)
- n, mm, m, v, sk, kurt = stats.describe(xp.asarray(4.)[()])
- assert n == 1
- xp_assert_equal(mm[0], xp.asarray(4.0))
- xp_assert_equal(mm[1], xp.asarray(4.0))
- xp_assert_equal(m, xp.asarray(4.0))
- xp_assert_equal(v ,xp.asarray(xp.nan))
- xp_assert_equal(sk, xp.asarray(xp.nan))
- xp_assert_equal(kurt, xp.asarray(xp.nan))
- def test_describe_numbers(self, xp):
- x = xp.concat((xp.ones((3, 4)), xp.full((2, 4), 2.)))
- nc = 5
- mmc = (xp.asarray([1., 1., 1., 1.]), xp.asarray([2., 2., 2., 2.]))
- mc = xp.asarray([1.4, 1.4, 1.4, 1.4])
- vc = xp.asarray([0.3, 0.3, 0.3, 0.3])
- skc = xp.asarray([0.40824829046386357] * 4)
- kurtc = xp.asarray([-1.833333333333333] * 4)
- n, mm, m, v, sk, kurt = stats.describe(x)
- assert n == nc
- xp_assert_equal(mm[0], mmc[0])
- xp_assert_equal(mm[1], mmc[1])
- xp_assert_close(m, mc, rtol=4 * xp.finfo(m.dtype).eps)
- xp_assert_close(v, vc, rtol=4 * xp.finfo(m.dtype).eps)
- xp_assert_close(sk, skc)
- xp_assert_close(kurt, kurtc)
- n, mm, m, v, sk, kurt = stats.describe(x.T, axis=1)
- assert n == nc
- xp_assert_equal(mm[0], mmc[0])
- xp_assert_equal(mm[1], mmc[1])
- xp_assert_close(m, mc, rtol=4 * xp.finfo(m.dtype).eps)
- xp_assert_close(v, vc, rtol=4 * xp.finfo(m.dtype).eps)
- xp_assert_close(sk, skc)
- xp_assert_close(kurt, kurtc)
- def describe_nan_policy_omit_test(self):
- x = np.arange(10.)
- x[9] = np.nan
- nc, mmc = (9, (0.0, 8.0))
- mc = 4.0
- vc = 7.5
- skc = 0.0
- kurtc = -1.2300000000000002
- n, mm, m, v, sk, kurt = stats.describe(x, nan_policy='omit')
- assert_equal(n, nc)
- assert_equal(mm, mmc)
- assert_equal(m, mc)
- assert_equal(v, vc)
- assert_array_almost_equal(sk, skc)
- assert_array_almost_equal(kurt, kurtc, decimal=13)
- def test_describe_nan_policy_other(self, xp):
- x = xp.arange(10.)
- x = xp.where(x==9, xp.nan, x)
- if is_lazy_array(x):
- with pytest.raises(TypeError, match='not supported for lazy arrays'):
- stats.describe(x, nan_policy='raise')
- else:
- with pytest.raises(ValueError, match='The input contains nan values'):
- stats.describe(x, nan_policy='raise')
- n, mm, m, v, sk, kurt = stats.describe(x, nan_policy='propagate')
- ref = xp.asarray(xp.nan)[()]
- assert n == 10
- xp_assert_equal(mm[0], ref)
- xp_assert_equal(mm[1], ref)
- xp_assert_equal(m, ref)
- xp_assert_equal(v, ref)
- xp_assert_equal(sk, ref)
- xp_assert_equal(kurt, ref)
- if is_numpy(xp):
- self.describe_nan_policy_omit_test()
- elif is_lazy_array(x):
- with pytest.raises(TypeError, match='not supported for lazy arrays'):
- stats.describe(x, nan_policy='omit')
- message = 'nan_policy must be one of...'
- with pytest.raises(ValueError, match=message):
- stats.describe(x, nan_policy='foobar')
- def test_describe_result_attributes(self):
- # some result attributes are tuples, which aren't meant to be compared
- # with `xp_assert_close`
- actual = stats.describe(np.arange(5.))
- attributes = ('nobs', 'minmax', 'mean', 'variance', 'skewness', 'kurtosis')
- check_named_results(actual, attributes)
- def test_describe_ddof(self, xp):
- x = xp.concat((xp.ones((3, 4)), xp.full((2, 4), 2.)))
- nc = 5
- mmc = (xp.asarray([1., 1., 1., 1.]), xp.asarray([2., 2., 2., 2.]))
- mc = xp.asarray([1.4, 1.4, 1.4, 1.4])
- vc = xp.asarray([0.24, 0.24, 0.24, 0.24])
- skc = xp.asarray([0.40824829046386357] * 4)
- kurtc = xp.asarray([-1.833333333333333] * 4)
- n, mm, m, v, sk, kurt = stats.describe(x, ddof=0)
- assert n == nc
- xp_assert_equal(mm[0], mmc[0])
- xp_assert_equal(mm[1], mmc[1])
- xp_assert_close(m, mc)
- xp_assert_close(v, vc)
- xp_assert_close(sk, skc)
- xp_assert_close(kurt, kurtc)
- def test_describe_axis_none(self, xp):
- x = xp.concat((xp.ones((3, 4)), xp.full((2, 4), 2.)))
- # expected values
- nc = 20
- mmc = (xp.asarray(1.0), xp.asarray(2.0))
- mc = xp.asarray(1.3999999999999999)
- vc = xp.asarray(0.25263157894736848)
- skc = xp.asarray(0.4082482904638634)
- kurtc = xp.asarray(-1.8333333333333333)
- # actual values
- n, mm, m, v, sk, kurt = stats.describe(x, axis=None)
- assert n == nc
- xp_assert_equal(mm[0], mmc[0])
- xp_assert_equal(mm[1], mmc[1])
- xp_assert_close(m, mc)
- xp_assert_close(v, vc)
- xp_assert_close(sk, skc)
- xp_assert_close(kurt, kurtc)
- def test_describe_empty(self, xp):
- message = "The input must not be empty."
- with pytest.raises(ValueError, match=message):
- stats.describe(xp.asarray([]))
- class NormalityTests:
- @pytest.mark.parametrize("alternative", ['two-sided', 'less', 'greater'])
- def test_against_R(self, alternative, xp):
- # testa against R `dagoTest` from package `fBasics`
- # library(fBasics)
- # options(digits=16)
- # x = c(-2, -1, 0, 1, 2, 3)**2
- # x = rep(x, times=4)
- # test_result <- dagoTest(x)
- # test_result@test$statistic
- # test_result@test$p.value
- test_name = self.test_name
- test_fun = getattr(stats, test_name)
- ref_statistic= xp.asarray(self.case_ref[0])
- ref_pvalue = xp.asarray(self.case_ref[1])
- kwargs = {}
- if alternative in {'less', 'greater'}:
- if test_name in {'skewtest', 'kurtosistest'}:
- ref_pvalue = ref_pvalue/2 if alternative == "less" else 1-ref_pvalue/2
- ref_pvalue = 1-ref_pvalue if test_name == 'skewtest' else ref_pvalue
- kwargs['alternative'] = alternative
- else:
- pytest.skip('`alternative` not available for `normaltest`')
- x = xp.asarray((-2, -1, 0, 1, 2, 3.)*4)**2
- res = test_fun(x, **kwargs)
- res_statistic, res_pvalue = res
- xp_assert_close(res_statistic, ref_statistic)
- xp_assert_close(res_pvalue, ref_pvalue)
- check_named_results(res, ('statistic', 'pvalue'), xp=xp)
- def test_nan(self, xp):
- # nan in input -> nan output (default nan_policy='propagate')
- test_fun = getattr(stats, self.test_name)
- x = xp.arange(30.)
- NaN = xp.asarray(xp.nan, dtype=x.dtype)
- x = xp.where(x == 29, NaN, x)
- with np.errstate(invalid="ignore"):
- res = test_fun(x)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- @make_xp_test_case(stats.skewtest)
- class TestSkewTest(NormalityTests):
- test_name = 'skewtest'
- case_ref = (1.98078826090875881, 0.04761502382843208) # statistic, pvalue
- def test_intuitive(self, xp):
- # intuitive tests; see gh-13549. skewnorm with parameter 1 has skew > 0
- a1 = stats.skewnorm.rvs(a=1, size=10000, random_state=123)
- a1_xp = xp.asarray(a1)
- pval = stats.skewtest(a1_xp, alternative='greater').pvalue
- xp_assert_close(pval, xp.asarray(0.0, dtype=a1_xp.dtype), atol=9e-6)
- def test_skewtest_too_few_observations(self, xp):
- # Regression test for ticket #1492.
- # skewtest requires at least 8 observations; 7 should warn and return NaN.
- stats.skewtest(xp.arange(8.0))
- x = xp.arange(7.0)
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- res = stats.skewtest(x)
- NaN = xp.asarray(xp.nan)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- @make_xp_test_case(stats.kurtosistest)
- class TestKurtosisTest(NormalityTests):
- test_name = 'kurtosistest'
- case_ref = (-0.01403734404759738, 0.98880018772590561) # statistic, pvalue
- def test_intuitive(self, xp):
- # intuitive tests; see gh-13549. excess kurtosis of laplace is 3 > 0
- a2 = stats.laplace.rvs(size=10000, random_state=123)
- a2_xp = xp.asarray(a2)
- pval = stats.kurtosistest(a2_xp, alternative='greater').pvalue
- xp_assert_close(pval, xp.asarray(0.0, dtype=a2_xp.dtype), atol=1e-15)
- def test_gh9033_regression(self, xp):
- # regression test for issue gh-9033: x clearly non-normal but power of
- # negative denom needs to be handled correctly to reject normality
- counts = [128, 0, 58, 7, 0, 41, 16, 0, 0, 167]
- x = np.hstack([np.full(c, i) for i, c in enumerate(counts)])
- x = xp.asarray(x, dtype=xp.float64)
- assert stats.kurtosistest(x)[1] < 0.01
- def test_kurtosistest_too_few_observations(self, xp):
- # kurtosistest requires at least 5 observations; 4 should warn and return NaN.
- # Regression test for ticket #1425.
- stats.kurtosistest(xp.arange(5.0))
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- res = stats.kurtosistest(xp.arange(4.))
- NaN = xp.asarray(xp.nan)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- @make_xp_test_case(stats.normaltest)
- class TestNormalTest(NormalityTests):
- test_name = 'normaltest'
- case_ref = (3.92371918158185551, 0.14059672529747502) # statistic, pvalue
- def test_too_few_observations(self, xp):
- stats.normaltest(xp.arange(8.))
- # 1D sample has too few observations -> warning / NaN output
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- res = stats.normaltest(xp.arange(7.))
- NaN = xp.asarray(xp.nan)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- class TestRankSums:
- rng = np.random.default_rng(3417115752)
- x, y = rng.random((2, 10))
- @pytest.mark.parametrize('alternative', ['less', 'greater', 'two-sided'])
- def test_ranksums_result_attributes(self, alternative):
- # ranksums pval = mannwhitneyu pval w/out continuity or tie correction
- res1 = stats.ranksums(self.x, self.y,
- alternative=alternative).pvalue
- res2 = stats.mannwhitneyu(self.x, self.y, use_continuity=False,
- alternative=alternative).pvalue
- assert_allclose(res1, res2)
- def test_ranksums_named_results(self):
- res = stats.ranksums(self.x, self.y)
- check_named_results(res, ('statistic', 'pvalue'))
- def test_input_validation(self):
- with assert_raises(ValueError, match="`alternative` must be 'less'"):
- stats.ranksums(self.x, self.y, alternative='foobar')
- @make_xp_test_case(stats.jarque_bera)
- class TestJarqueBera:
- def test_jarque_bera_against_R(self, xp):
- # library(tseries)
- # options(digits=16)
- # x < - rnorm(5)
- # jarque.bera.test(x)
- x = [-0.160104223201523288, 1.131262000934478040, -0.001235254523709458,
- -0.776440091309490987, -2.072959999533182884]
- x = xp.asarray(x)
- ref = xp.asarray([0.17651605223752, 0.9155246169805])
- res = stats.jarque_bera(x)
- xp_assert_close(res.statistic, ref[0])
- xp_assert_close(res.pvalue, ref[1])
- @skip_xp_backends(np_only=True)
- def test_jarque_bera_array_like(self, xp):
- # array-like only relevant for NumPy
- rng = np.random.default_rng(9294968266)
- x = rng.standard_normal(size=100000)
- jb_test1 = JB1, p1 = stats.jarque_bera(list(x))
- jb_test2 = JB2, p2 = stats.jarque_bera(tuple(x))
- jb_test3 = JB3, p3 = stats.jarque_bera(x.reshape(2, 50000))
- assert JB1 == JB2 == JB3 == jb_test1.statistic == jb_test2.statistic == jb_test3.statistic # noqa: E501
- assert p1 == p2 == p3 == jb_test1.pvalue == jb_test2.pvalue == jb_test3.pvalue
- @skip_xp_backends('array_api_strict', reason='Noisy; see TestSkew')
- def test_jarque_bera_too_few_observations(self, xp):
- x = xp.asarray([])
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.jarque_bera(x)
- NaN = xp.asarray(xp.nan)
- xp_assert_equal(res.statistic, NaN)
- xp_assert_equal(res.pvalue, NaN)
- def test_axis(self, xp):
- rng = np.random.RandomState(seed=122398129)
- x = xp.asarray(rng.random(size=(2, 45)))
- res = stats.jarque_bera(x, axis=None)
- ref = stats.jarque_bera(xp.reshape(x, (-1,)))
- xp_assert_equal(res.statistic, ref.statistic)
- xp_assert_equal(res.pvalue, ref.pvalue)
- res = stats.jarque_bera(x, axis=1)
- s0, p0 = stats.jarque_bera(x[0, :])
- s1, p1 = stats.jarque_bera(x[1, :])
- xp_assert_close(res.statistic, xp.stack([s0, s1]))
- xp_assert_close(res.pvalue, xp.stack([p0, p1]))
- resT = stats.jarque_bera(x.T, axis=0)
- xp_assert_close(res.statistic, resT.statistic)
- xp_assert_close(res.pvalue, resT.pvalue)
- def test_pointbiserial():
- # same as mstats test except for the nan
- # Test data: https://web.archive.org/web/20060504220742/https://support.sas.com/ctx/samples/index.jsp?sid=490&tab=output
- x = [1,0,1,1,1,1,0,1,0,0,0,1,1,0,0,0,1,1,1,0,0,0,0,0,0,0,0,1,0,
- 0,0,0,0,1]
- y = [14.8,13.8,12.4,10.1,7.1,6.1,5.8,4.6,4.3,3.5,3.3,3.2,3.0,
- 2.8,2.8,2.5,2.4,2.3,2.1,1.7,1.7,1.5,1.3,1.3,1.2,1.2,1.1,
- 0.8,0.7,0.6,0.5,0.2,0.2,0.1]
- assert_almost_equal(stats.pointbiserialr(x, y)[0], 0.36149, 5)
- # test for namedtuple attribute results
- attributes = ('correlation', 'pvalue')
- res = stats.pointbiserialr(x, y)
- check_named_results(res, attributes)
- assert_equal(res.correlation, res.statistic)
- def test_obrientransform():
- # A couple tests calculated by hand.
- x1 = np.array([0, 2, 4])
- t1 = stats.obrientransform(x1)
- expected = [7, -2, 7]
- assert_allclose(t1[0], expected)
- x2 = np.array([0, 3, 6, 9])
- t2 = stats.obrientransform(x2)
- expected = np.array([30, 0, 0, 30])
- assert_allclose(t2[0], expected)
- # Test two arguments.
- a, b = stats.obrientransform(x1, x2)
- assert_equal(a, t1[0])
- assert_equal(b, t2[0])
- # Test three arguments.
- a, b, c = stats.obrientransform(x1, x2, x1)
- assert_equal(a, t1[0])
- assert_equal(b, t2[0])
- assert_equal(c, t1[0])
- # This is a regression test to check np.var replacement.
- # The author of this test didn't separately verify the numbers.
- x1 = np.arange(5)
- result = np.array(
- [[5.41666667, 1.04166667, -0.41666667, 1.04166667, 5.41666667],
- [21.66666667, 4.16666667, -1.66666667, 4.16666667, 21.66666667]])
- assert_array_almost_equal(stats.obrientransform(x1, 2*x1), result, decimal=8)
- # Example from "O'Brien Test for Homogeneity of Variance"
- # by Herve Abdi.
- values = range(5, 11)
- reps = np.array([5, 11, 9, 3, 2, 2])
- data = np.repeat(values, reps)
- transformed_values = np.array([3.1828, 0.5591, 0.0344,
- 1.6086, 5.2817, 11.0538])
- expected = np.repeat(transformed_values, reps)
- result = stats.obrientransform(data)
- assert_array_almost_equal(result[0], expected, decimal=4)
- def check_equal_xmean(*args, xp, mean_fun, axis=None, dtype=None,
- rtol=1e-7, weights=None):
- # Note this doesn't test when axis is not specified
- dtype = dtype or xp.float64
- if len(args) == 2:
- array_like, desired = args
- else:
- array_like, p, desired = args
- array_like = xp.asarray(array_like, dtype=dtype)
- desired = xp.asarray(desired, dtype=dtype)
- weights = xp.asarray(weights, dtype=dtype) if weights is not None else weights
- args = (array_like,) if len(args) == 2 else (array_like, p)
- x = mean_fun(*args, axis=axis, dtype=dtype, weights=weights)
- xp_assert_close(x, desired, rtol=rtol)
- def check_equal_gmean(*args, **kwargs):
- return check_equal_xmean(*args, mean_fun=stats.gmean, **kwargs)
- def check_equal_hmean(*args, **kwargs):
- return check_equal_xmean(*args, mean_fun=stats.hmean, **kwargs)
- def check_equal_pmean(*args, **kwargs):
- return check_equal_xmean(*args, mean_fun=stats.pmean, **kwargs)
- @make_xp_test_case(stats.hmean)
- class TestHMean:
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_0(self, xp):
- a = [1, 0, 2]
- desired = 0
- check_equal_hmean(a, desired, xp=xp)
- def test_1d(self, xp):
- # Test a 1d case
- a = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100]
- desired = 34.1417152147
- check_equal_hmean(a, desired, xp=xp)
- a = [1, 2, 3, 4]
- desired = 4. / (1. / 1 + 1. / 2 + 1. / 3 + 1. / 4)
- check_equal_hmean(a, desired, xp=xp)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_1d_with_zero(self, xp):
- a = np.array([1, 0])
- desired = 0.0
- check_equal_hmean(a, desired, xp=xp, rtol=0.0)
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered:RuntimeWarning"
- ) # for dask
- def test_1d_with_negative_value(self, xp):
- a = np.array([1, 0, -1])
- message = "The harmonic mean is only defined..."
- with pytest.warns(RuntimeWarning, match=message):
- check_equal_hmean(a, xp.nan, xp=xp, rtol=0.0)
- # Note the next tests use axis=None as default, not axis=0
- def test_2d(self, xp):
- # Test a 2d case
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = 38.6696271841
- check_equal_hmean(np.array(a), desired, xp=xp)
- def test_2d_axis0(self, xp):
- # Test a 2d case with axis=0
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([22.88135593, 39.13043478, 52.90076336, 65.45454545])
- check_equal_hmean(a, desired, axis=0, xp=xp)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_2d_axis0_with_zero(self, xp):
- a = [[10, 0, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([22.88135593, 0.0, 52.90076336, 65.45454545])
- check_equal_hmean(a, desired, axis=0, xp=xp)
- def test_2d_axis1(self, xp):
- # Test a 2d case with axis=1
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([19.2, 63.03939962, 103.80078637])
- check_equal_hmean(a, desired, axis=1, xp=xp)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_2d_axis1_with_zero(self, xp):
- a = [[10, 0, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([0.0, 63.03939962, 103.80078637])
- check_equal_hmean(a, desired, axis=1, xp=xp)
- @skip_xp_backends(
- np_only=True,
- reason='array-likes only supported for NumPy backend',
- )
- def test_weights_1d_list(self, xp):
- # Desired result from:
- # https://www.hackmath.net/en/math-problem/35871
- a = [2, 10, 6]
- weights = [10, 5, 3]
- desired = 3.
- # all the other tests use `check_equal_hmean`, which now converts
- # the input to an xp-array before calling `hmean`. This time, check
- # that the function still accepts the lists of ints.
- res = stats.hmean(a, weights=weights)
- xp_assert_close(res, np.asarray(desired), rtol=1e-5)
- def test_weights_1d(self, xp):
- # Desired result from:
- # https://www.hackmath.net/en/math-problem/35871
- a = np.asarray([2, 10, 6])
- weights = np.asarray([10, 5, 3])
- desired = 3
- check_equal_hmean(a, desired, weights=weights, rtol=1e-5, xp=xp)
- def test_weights_2d_axis0(self, xp):
- # Desired result from:
- # https://www.hackmath.net/en/math-problem/35871
- a = np.array([[2, 5], [10, 5], [6, 5]])
- weights = np.array([[10, 1], [5, 1], [3, 1]])
- desired = np.array([3, 5])
- check_equal_hmean(a, desired, axis=0, weights=weights, rtol=1e-5, xp=xp)
- def test_weights_2d_axis1(self, xp):
- # Desired result from:
- # https://www.hackmath.net/en/math-problem/35871
- a = np.array([[2, 10, 6], [7, 7, 7]])
- weights = np.array([[10, 5, 3], [1, 1, 1]])
- desired = np.array([3, 7])
- check_equal_hmean(a, desired, axis=1, weights=weights, rtol=1e-5, xp=xp)
- @skip_xp_invalid_arg
- def test_weights_masked_1d_array(self, xp):
- # Desired result from:
- # https://www.hackmath.net/en/math-problem/35871
- a = np.array([2, 10, 6, 42])
- weights = np.ma.array([10, 5, 3, 42], mask=[0, 0, 0, 1])
- desired = 3
- xp = np.ma # check_equal_hmean uses xp.asarray; this will preserve the mask
- check_equal_hmean(a, desired, weights=weights, rtol=1e-5,
- dtype=np.float64, xp=xp)
- @make_xp_test_case(stats.gmean)
- class TestGMean:
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered in log:RuntimeWarning:dask"
- )
- def test_0(self, xp):
- a = [1, 0, 2]
- desired = 0
- check_equal_gmean(a, desired, xp=xp)
- def test_1d(self, xp):
- # Test a 1d case
- a = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100]
- desired = 45.2872868812
- check_equal_gmean(a, desired, xp=xp)
- a = [1, 2, 3, 4]
- desired = power(1 * 2 * 3 * 4, 1. / 4.)
- check_equal_gmean(a, desired, rtol=1e-14, xp=xp)
- a = array([1, 2, 3, 4], float32)
- desired = power(1 * 2 * 3 * 4, 1. / 4.)
- check_equal_gmean(a, desired, dtype=xp.float32, xp=xp)
- # Note the next tests use axis=None as default, not axis=0
- def test_2d(self, xp):
- # Test a 2d case
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = 52.8885199
- check_equal_gmean(a, desired, xp=xp)
- def test_2d_axis0(self, xp):
- # Test a 2d case with axis=0
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([35.56893304, 49.32424149, 61.3579244, 72.68482371])
- check_equal_gmean(a, desired, axis=0, xp=xp)
- a = array([[1, 2, 3, 4], [1, 2, 3, 4], [1, 2, 3, 4]])
- desired = array([1, 2, 3, 4])
- check_equal_gmean(a, desired, axis=0, rtol=1e-14, xp=xp)
- def test_2d_axis1(self, xp):
- # Test a 2d case with axis=1
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = np.array([22.13363839, 64.02171746, 104.40086817])
- check_equal_gmean(a, desired, axis=1, xp=xp)
- a = array([[1, 2, 3, 4], [1, 2, 3, 4], [1, 2, 3, 4]])
- v = power(1 * 2 * 3 * 4, 1. / 4.)
- desired = array([v, v, v])
- check_equal_gmean(a, desired, axis=1, rtol=1e-14, xp=xp)
- def test_large_values(self, xp):
- a = array([1e100, 1e200, 1e300])
- desired = 1e200
- check_equal_gmean(a, desired, rtol=1e-13, xp=xp)
- @pytest.mark.filterwarnings(
- "ignore:divide by zero encountered in log:RuntimeWarning:dask"
- )
- def test_1d_with_0(self, xp):
- # Test a 1d case with zero element
- a = [10, 20, 30, 40, 50, 60, 70, 80, 90, 0]
- desired = 0.0 # due to exp(-inf)=0
- with np.errstate(all='ignore'):
- check_equal_gmean(a, desired, xp=xp)
- @pytest.mark.filterwarnings(
- "ignore:invalid value encountered in log:RuntimeWarning:dask"
- )
- def test_1d_neg(self, xp):
- # Test a 1d case with negative element
- a = [10, 20, 30, 40, 50, 60, 70, 80, 90, -1]
- desired = np.nan # due to log(-1) = nan
- with np.errstate(invalid='ignore'):
- check_equal_gmean(a, desired, xp=xp)
- @skip_xp_backends(
- np_only=True,
- reason='array-likes only supported for NumPy backend',
- )
- def test_weights_1d_list(self, xp):
- # Desired result from:
- # https://www.dummies.com/education/math/business-statistics/how-to-find-the-weighted-geometric-mean-of-a-data-set/
- a = [1, 2, 3, 4, 5]
- weights = [2, 5, 6, 4, 3]
- desired = 2.77748
- # all the other tests use `check_equal_gmean`, which now converts
- # the input to an xp-array before calling `gmean`. This time, check
- # that the function still accepts the lists of ints.
- res = stats.gmean(a, weights=weights)
- xp_assert_close(res, np.asarray(desired), rtol=1e-5)
- def test_weights_1d(self, xp):
- # Desired result from:
- # https://www.dummies.com/education/math/business-statistics/how-to-find-the-weighted-geometric-mean-of-a-data-set/
- a = np.array([1, 2, 3, 4, 5])
- weights = np.array([2, 5, 6, 4, 3])
- desired = 2.77748
- check_equal_gmean(a, desired, weights=weights, rtol=1e-5, xp=xp)
- @skip_xp_invalid_arg
- def test_weights_masked_1d_array(self, xp):
- # Desired result from:
- # https://www.dummies.com/education/math/business-statistics/how-to-find-the-weighted-geometric-mean-of-a-data-set/
- a = np.array([1, 2, 3, 4, 5, 6])
- weights = np.ma.array([2, 5, 6, 4, 3, 5], mask=[0, 0, 0, 0, 0, 1])
- desired = 2.77748
- xp = np.ma # check_equal_gmean uses xp.asarray; this will preserve the mask
- check_equal_gmean(a, desired, weights=weights, rtol=1e-5,
- dtype=np.float64, xp=xp)
- @make_xp_test_case(stats.pmean)
- class TestPMean:
- def pmean_reference(a, p):
- return (np.sum(a**p) / a.size)**(1/p)
- def wpmean_reference(a, p, weights):
- return (np.sum(weights * a**p) / np.sum(weights))**(1/p)
- def test_bad_exponent(self, xp):
- with pytest.raises(ValueError, match='Power mean only defined for'):
- stats.pmean(xp.asarray([1, 2, 3]), xp.asarray([0]))
- def test_1d(self, xp):
- a, p = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100], 3.5
- desired = TestPMean.pmean_reference(np.array(a), p)
- check_equal_pmean(a, p, desired, xp=xp)
- a, p = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100], -2.5
- desired = TestPMean.pmean_reference(np.array(a), p)
- check_equal_pmean(a, p, desired, xp=xp)
- a, p = [1, 2, 3, 4], 2
- desired = np.sqrt((1**2 + 2**2 + 3**2 + 4**2) / 4)
- check_equal_pmean(a, p, desired, xp=xp)
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- def test_1d_with_zero(self, xp):
- a, p = np.array([1, 0]), -1
- desired = 0.0
- check_equal_pmean(a, p, desired, rtol=0.0, xp=xp)
- def test_1d_with_negative_value(self, xp):
- a, p = np.array([1, 0, -1]), 1.23
- message = "The power mean is only defined..."
- with pytest.warns(RuntimeWarning, match=message):
- check_equal_pmean(a, p, xp.nan, xp=xp)
- @pytest.mark.parametrize(
- ("a", "p"),
- [([[10, 20], [50, 60], [90, 100]], -0.5),
- (np.array([[10, 20], [50, 60], [90, 100]]), 0.5)]
- )
- def test_2d_axisnone(self, a, p, xp):
- desired = TestPMean.pmean_reference(np.array(a), p)
- check_equal_pmean(a, p, desired, xp=xp)
- @pytest.mark.parametrize(
- ("a", "p"),
- [([[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]], -0.5),
- ([[10, 0, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]], 0.5)]
- )
- def test_2d_axis0(self, a, p, xp):
- desired = [
- TestPMean.pmean_reference(
- np.array([a[i][j] for i in range(len(a))]), p
- )
- for j in range(len(a[0]))
- ]
- check_equal_pmean(a, p, desired, axis=0, xp=xp)
- @pytest.mark.parametrize(
- ("a", "p"),
- [([[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]], -0.5),
- ([[10, 0, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]], 0.5)]
- )
- def test_2d_axis1(self, a, p, xp):
- desired = [TestPMean.pmean_reference(np.array(a_), p) for a_ in a]
- check_equal_pmean(a, p, desired, axis=1, xp=xp)
- def test_weights_1d(self, xp):
- a, p = [2, 10, 6], -1.23456789
- weights = [10, 5, 3]
- desired = TestPMean.wpmean_reference(np.array(a), p, weights)
- check_equal_pmean(a, p, desired, weights=weights, rtol=1e-5, xp=xp)
- @skip_xp_backends(
- np_only=True,
- reason='array-likes only supported for NumPy backend',
- )
- def test_weights_1d_list(self, xp):
- a, p = [2, 10, 6], -1.23456789
- weights = [10, 5, 3]
- desired = TestPMean.wpmean_reference(np.array(a), p, weights)
- # all the other tests use `check_equal_pmean`, which now converts
- # the input to an xp-array before calling `pmean`. This time, check
- # that the function still accepts the lists of ints.
- res = stats.pmean(a, p, weights=weights)
- xp_assert_close(res, np.asarray(desired), rtol=1e-5)
- @skip_xp_invalid_arg
- def test_weights_masked_1d_array(self, xp):
- a, p = np.array([2, 10, 6, 42]), 1
- weights = np.ma.array([10, 5, 3, 42], mask=[0, 0, 0, 1])
- desired = np.average(a, weights=weights)
- xp = np.ma # check_equal_pmean uses xp.asarray; this will preserve the mask
- check_equal_pmean(a, p, desired, weights=weights, rtol=1e-5,
- dtype=np.float64, xp=xp)
- @pytest.mark.parametrize(
- ("axis", "fun_name", "p"),
- [(None, "wpmean_reference", 9.87654321),
- (0, "gmean", 0),
- (1, "hmean", -1)]
- )
- def test_weights_2d(self, axis, fun_name, p, xp):
- if fun_name == 'wpmean_reference':
- def fun(a, axis, weights):
- return TestPMean.wpmean_reference(a, p, weights)
- else:
- fun = getattr(stats, fun_name)
- a = np.array([[2, 5], [10, 5], [6, 5]])
- weights = np.array([[10, 1], [5, 1], [3, 1]])
- desired = fun(a, axis=axis, weights=weights)
- check_equal_pmean(a, p, desired, axis=axis, weights=weights, rtol=1e-5, xp=xp)
- def test_infinite_p_gh23111(self):
- # gh-23111 reported that `pmean` didn't work properly with infinite `p`;
- # check that this raises an appropriate error message
- message = "Power mean only implemented for finite `p`"
- with pytest.raises(NotImplementedError, match=message):
- stats.pmean([2], np.inf)
- @make_xp_test_case(stats.gstd)
- class TestGSTD:
- # must add 1 as `gstd` is only defined for positive values
- array_1d = (np.arange(2 * 3 * 4) + 1).tolist()
- gstd_array_1d = 2.294407613602
- array_3d = np.reshape(array_1d, (2, 3, 4)).tolist()
- def test_1d_array(self, xp):
- gstd_actual = stats.gstd(xp.asarray(self.array_1d))
- xp_assert_close(gstd_actual, xp.asarray(self.gstd_array_1d))
- @skip_xp_backends(np_only=True, reason="Only NumPy supports array-like input")
- def test_1d_numeric_array_like_input(self, xp):
- gstd_actual = stats.gstd(tuple(self.array_1d))
- assert_allclose(gstd_actual, self.gstd_array_1d)
- @skip_xp_invalid_arg
- def test_raises_error_non_numeric_input(self, xp):
- message = "could not convert string to float|The DType..."
- with pytest.raises((ValueError, TypeError), match=message):
- stats.gstd('You cannot take the logarithm of a string.')
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- @pytest.mark.parametrize('bad_value', (0, -1, np.inf, np.nan))
- def test_returns_nan_invalid_value(self, bad_value, xp):
- x = xp.asarray(self.array_1d + [bad_value])
- if np.isfinite(bad_value) and not is_lazy_array(x):
- message = "The geometric standard deviation is only defined..."
- with pytest.warns(RuntimeWarning, match=message):
- res = stats.gstd(x)
- else:
- res = stats.gstd(x)
- xp_assert_equal(res, xp.asarray(np.nan))
- def test_propagates_nan_values(self, xp):
- a = xp.asarray([[1, 1, 1, 16], [xp.nan, 1, 2, 3]])
- gstd_actual = stats.gstd(a, axis=1)
- xp_assert_close(gstd_actual, xp.asarray([4, np.nan]))
- @xfail_xp_backends("jax.numpy", reason="returns subnormal instead of nan")
- def test_ddof_equal_to_number_of_observations(self, xp):
- x = xp.asarray(self.array_1d)
- res = stats.gstd(x, ddof=x.shape[0])
- xp_assert_equal(res, xp.asarray(xp.nan))
- def test_3d_array(self, xp):
- x = xp.asarray(self.array_3d)
- gstd_actual = stats.gstd(x, axis=None)
- ref = xp.asarray(self.gstd_array_1d)
- xp_assert_close(gstd_actual, ref)
- def test_3d_array_axis_type_tuple(self, xp):
- x = xp.asarray(self.array_3d)
- gstd_actual = stats.gstd(x, axis=(1, 2))
- ref = xp.asarray([2.12939215, 1.22120169])
- xp_assert_close(gstd_actual, ref)
- def test_3d_array_axis_0(self, xp):
- x = xp.asarray(self.array_3d)
- gstd_actual = stats.gstd(x, axis=0)
- gstd_desired = xp.asarray([
- [6.1330555493918, 3.958900210120, 3.1206598248344, 2.6651441426902],
- [2.3758135028411, 2.174581428192, 2.0260062829505, 1.9115518327308],
- [1.8205343606803, 1.746342404566, 1.6846557065742, 1.6325269194382]
- ])
- xp_assert_close(gstd_actual, gstd_desired)
- def test_3d_array_axis_1(self, xp):
- x = xp.asarray(self.array_3d)
- gstd_actual = stats.gstd(x, axis=1)
- gstd_desired = xp.asarray([
- [3.118993630946, 2.275985934063, 1.933995977619, 1.742896469724],
- [1.271693593916, 1.254158641801, 1.238774141609, 1.225164057869]
- ])
- xp_assert_close(gstd_actual, gstd_desired)
- def test_3d_array_axis_2(self, xp):
- x = xp.asarray(self.array_3d)
- gstd_actual = stats.gstd(x, axis=2)
- gstd_desired = xp.asarray([
- [1.8242475707664, 1.2243686572447, 1.1318311657788],
- [1.0934830582351, 1.0724479791887, 1.0591498540749]
- ])
- xp_assert_close(gstd_actual, gstd_desired)
- def test_binomtest():
- # precision tests compared to R for ticket:986
- pp = np.concatenate((np.linspace(0.1, 0.2, 5),
- np.linspace(0.45, 0.65, 5),
- np.linspace(0.85, 0.95, 5)))
- n = 501
- x = 450
- results = [0.0, 0.0, 1.0159969301994141e-304,
- 2.9752418572150531e-275, 7.7668382922535275e-250,
- 2.3381250925167094e-099, 7.8284591587323951e-081,
- 9.9155947819961383e-065, 2.8729390725176308e-050,
- 1.7175066298388421e-037, 0.0021070691951093692,
- 0.12044570587262322, 0.88154763174802508, 0.027120993063129286,
- 2.6102587134694721e-006]
- for p, res in zip(pp, results):
- assert_approx_equal(stats.binomtest(x, n, p).pvalue, res,
- significant=12, err_msg=f'fail forp={p}')
- assert_approx_equal(stats.binomtest(50, 100, 0.1).pvalue,
- 5.8320387857343647e-024,
- significant=12)
- def test_binomtest2():
- # test added for issue #2384
- res2 = [
- [1.0, 1.0],
- [0.5, 1.0, 0.5],
- [0.25, 1.00, 1.00, 0.25],
- [0.125, 0.625, 1.000, 0.625, 0.125],
- [0.0625, 0.3750, 1.0000, 1.0000, 0.3750, 0.0625],
- [0.03125, 0.21875, 0.68750, 1.00000, 0.68750, 0.21875, 0.03125],
- [0.015625, 0.125000, 0.453125, 1.000000, 1.000000, 0.453125, 0.125000,
- 0.015625],
- [0.0078125, 0.0703125, 0.2890625, 0.7265625, 1.0000000, 0.7265625,
- 0.2890625, 0.0703125, 0.0078125],
- [0.00390625, 0.03906250, 0.17968750, 0.50781250, 1.00000000,
- 1.00000000, 0.50781250, 0.17968750, 0.03906250, 0.00390625],
- [0.001953125, 0.021484375, 0.109375000, 0.343750000, 0.753906250,
- 1.000000000, 0.753906250, 0.343750000, 0.109375000, 0.021484375,
- 0.001953125]
- ]
- for k in range(1, 11):
- res1 = [stats.binomtest(v, k, 0.5).pvalue for v in range(k + 1)]
- assert_almost_equal(res1, res2[k-1], decimal=10)
- def test_binomtest3():
- # test added for issue #2384
- # test when x == n*p and neighbors
- res3 = [stats.binomtest(v, v*k, 1./k).pvalue
- for v in range(1, 11) for k in range(2, 11)]
- assert_equal(res3, np.ones(len(res3), int))
- # > bt=c()
- # > for(i in as.single(1:10)) {
- # + for(k in as.single(2:10)) {
- # + bt = c(bt, binom.test(i-1, k*i,(1/k))$p.value);
- # + print(c(i+1, k*i,(1/k)))
- # + }
- # + }
- binom_testm1 = np.array([
- 0.5, 0.5555555555555556, 0.578125, 0.5904000000000003,
- 0.5981224279835393, 0.603430543396034, 0.607304096221924,
- 0.610255656871054, 0.612579511000001, 0.625, 0.670781893004115,
- 0.68853759765625, 0.6980101120000006, 0.703906431368616,
- 0.70793209416498, 0.7108561134173507, 0.713076544331419,
- 0.714820192935702, 0.6875, 0.7268709038256367, 0.7418963909149174,
- 0.74986110468096, 0.7548015520398076, 0.7581671424768577,
- 0.760607984787832, 0.762459425024199, 0.7639120677676575, 0.7265625,
- 0.761553963657302, 0.774800934828818, 0.7818005980538996,
- 0.78613491480358, 0.789084353140195, 0.7912217659828884,
- 0.79284214559524, 0.794112956558801, 0.75390625, 0.7856929451142176,
- 0.7976688481430754, 0.8039848974727624, 0.807891868948366,
- 0.8105487660137676, 0.812473307174702, 0.8139318233591120,
- 0.815075399104785, 0.7744140625, 0.8037322594985427,
- 0.814742863657656, 0.8205425178645808, 0.8241275984172285,
- 0.8265645374416, 0.8283292196088257, 0.829666291102775,
- 0.8307144686362666, 0.7905273437499996, 0.8178712053954738,
- 0.828116983756619, 0.833508948940494, 0.8368403871552892,
- 0.839104213210105, 0.840743186196171, 0.84198481438049,
- 0.8429580531563676, 0.803619384765625, 0.829338573944648,
- 0.8389591907548646, 0.84401876783902, 0.84714369697889,
- 0.8492667010581667, 0.850803474598719, 0.851967542858308,
- 0.8528799045949524, 0.8145294189453126, 0.838881732845347,
- 0.847979024541911, 0.852760894015685, 0.8557134656773457,
- 0.8577190131799202, 0.85917058278431, 0.860270010472127,
- 0.861131648404582, 0.823802947998047, 0.846984756807511,
- 0.855635653643743, 0.860180994825685, 0.86298688573253,
- 0.864892525675245, 0.866271647085603, 0.867316125625004,
- 0.8681346531755114
- ])
- # > bt=c()
- # > for(i in as.single(1:10)) {
- # + for(k in as.single(2:10)) {
- # + bt = c(bt, binom.test(i+1, k*i,(1/k))$p.value);
- # + print(c(i+1, k*i,(1/k)))
- # + }
- # + }
- binom_testp1 = np.array([
- 0.5, 0.259259259259259, 0.26171875, 0.26272, 0.2632244513031551,
- 0.2635138663069203, 0.2636951804161073, 0.2638162407564354,
- 0.2639010709000002, 0.625, 0.4074074074074074, 0.42156982421875,
- 0.4295746560000003, 0.43473045988554, 0.4383309503172684,
- 0.4409884859402103, 0.4430309389962837, 0.444649849401104, 0.6875,
- 0.4927602499618962, 0.5096031427383425, 0.5189636628480,
- 0.5249280070771274, 0.5290623300865124, 0.5320974248125793,
- 0.5344204730474308, 0.536255847400756, 0.7265625, 0.5496019313526808,
- 0.5669248746708034, 0.576436455045805, 0.5824538812831795,
- 0.5866053321547824, 0.589642781414643, 0.5919618019300193,
- 0.593790427805202, 0.75390625, 0.590868349763505, 0.607983393277209,
- 0.617303847446822, 0.623172512167948, 0.627208862156123,
- 0.6301556891501057, 0.632401894928977, 0.6341708982290303,
- 0.7744140625, 0.622562037497196, 0.639236102912278, 0.648263335014579,
- 0.65392850011132, 0.657816519817211, 0.660650782947676,
- 0.662808780346311, 0.6645068560246006, 0.7905273437499996,
- 0.6478843304312477, 0.6640468318879372, 0.6727589686071775,
- 0.6782129857784873, 0.681950188903695, 0.684671508668418,
- 0.686741824999918, 0.688369886732168, 0.803619384765625,
- 0.668716055304315, 0.684360013879534, 0.6927642396829181,
- 0.6980155964704895, 0.701609591890657, 0.7042244320992127,
- 0.7062125081341817, 0.707775152962577, 0.8145294189453126,
- 0.686243374488305, 0.7013873696358975, 0.709501223328243,
- 0.714563595144314, 0.718024953392931, 0.7205416252126137,
- 0.722454130389843, 0.723956813292035, 0.823802947998047,
- 0.701255953767043, 0.715928221686075, 0.723772209289768,
- 0.7286603031173616, 0.7319999279787631, 0.7344267920995765,
- 0.736270323773157, 0.737718376096348
- ])
- res4_p1 = [stats.binomtest(v+1, v*k, 1./k).pvalue
- for v in range(1, 11) for k in range(2, 11)]
- res4_m1 = [stats.binomtest(v-1, v*k, 1./k).pvalue
- for v in range(1, 11) for k in range(2, 11)]
- assert_almost_equal(res4_p1, binom_testp1, decimal=13)
- assert_almost_equal(res4_m1, binom_testm1, decimal=13)
- class TestTrim:
- # test trim functions
- def test_trim1(self):
- a = np.arange(11)
- assert_equal(np.sort(stats.trim1(a, 0.1)), np.arange(10))
- assert_equal(np.sort(stats.trim1(a, 0.2)), np.arange(9))
- assert_equal(np.sort(stats.trim1(a, 0.2, tail='left')),
- np.arange(2, 11))
- assert_equal(np.sort(stats.trim1(a, 3/11., tail='left')),
- np.arange(3, 11))
- assert_equal(stats.trim1(a, 1.0), [])
- assert_equal(stats.trim1(a, 1.0, tail='left'), [])
- # empty input
- assert_equal(stats.trim1([], 0.1), [])
- assert_equal(stats.trim1([], 3/11., tail='left'), [])
- assert_equal(stats.trim1([], 4/6.), [])
- # test axis
- a = np.arange(24).reshape(6, 4)
- ref = np.arange(4, 24).reshape(5, 4) # first row trimmed
- axis = 0
- trimmed = stats.trim1(a, 0.2, tail='left', axis=axis)
- assert_equal(np.sort(trimmed, axis=axis), ref)
- axis = 1
- trimmed = stats.trim1(a.T, 0.2, tail='left', axis=axis)
- assert_equal(np.sort(trimmed, axis=axis), ref.T)
- def test_trimboth(self):
- a = np.arange(11)
- assert_equal(np.sort(stats.trimboth(a, 3/11.)), np.arange(3, 8))
- assert_equal(np.sort(stats.trimboth(a, 0.2)),
- np.array([2, 3, 4, 5, 6, 7, 8]))
- assert_equal(np.sort(stats.trimboth(np.arange(24).reshape(6, 4), 0.2)),
- np.arange(4, 20).reshape(4, 4))
- assert_equal(np.sort(stats.trimboth(np.arange(24).reshape(4, 6).T,
- 2/6.)),
- np.array([[2, 8, 14, 20], [3, 9, 15, 21]]))
- assert_raises(ValueError, stats.trimboth,
- np.arange(24).reshape(4, 6).T, 4/6.)
- # empty input
- assert_equal(stats.trimboth([], 0.1), [])
- assert_equal(stats.trimboth([], 3/11.), [])
- assert_equal(stats.trimboth([], 4/6.), [])
- @make_xp_test_case(stats.trim_mean)
- class TestTrimMean:
- def test_trim_mean(self, xp):
- # don't use pre-sorted arrays
- idx = np.array([3, 5, 0, 1, 2, 4])
- a2 = np.arange(24).reshape(6, 4)[idx, :]
- a3 = np.arange(24).reshape(6, 4, order='F')[idx, :]
- xp_assert_equal(stats.trim_mean(xp.asarray(a3), 2/6.),
- xp.asarray([2.5, 8.5, 14.5, 20.5]))
- xp_assert_equal(stats.trim_mean(xp.asarray(a2), 2/6.),
- xp.asarray([10., 11., 12., 13.]))
- idx4 = np.array([1, 0, 3, 2])
- a4 = np.arange(24).reshape(4, 6)[idx4, :]
- xp_assert_equal(stats.trim_mean(xp.asarray(a4), 2/6.),
- xp.asarray([9., 10., 11., 12., 13., 14.]))
- # shuffled arange(24) as array_like
- a = [7, 11, 12, 21, 16, 6, 22, 1, 5, 0, 18, 10, 17, 9, 19, 15, 23,
- 20, 2, 14, 4, 13, 8, 3]
- xp_assert_equal(stats.trim_mean(xp.asarray(a), 2/6.), xp.asarray(11.5))
- xp_assert_equal(stats.trim_mean(xp.asarray([5, 4, 3, 1, 2, 0]), 2/6.),
- xp.asarray(2.5))
- # check axis argument
- rng = np.random.default_rng(3417115752)
- a = rng.integers(20, size=(5, 6, 4, 7))
- a = xp.asarray(a)
- for axis in [0, 1, 2, 3, -1]:
- res1 = stats.trim_mean(a, 2/6., axis=axis)
- res2 = stats.trim_mean(xp.moveaxis(a, axis, 0), 2/6.)
- xp_assert_equal(res1, res2)
- res1 = stats.trim_mean(a, 2/6., axis=None)
- res2 = stats.trim_mean(xp_ravel(a), 2/6.)
- xp_assert_equal(res1, res2)
- with pytest.raises(ValueError, match="Proportion too big."):
- stats.trim_mean(a, 0.6)
- @pytest.mark.skip_xp_backends('jax.numpy', reason="lazy -> no _axis_nan_policy")
- @pytest.mark.skip_xp_backends('dask.array', reason="lazy -> no _axis_nan_policy")
- def test_empty_input(self, xp):
- # empty input
- with pytest.warns(SmallSampleWarning, match='too small'):
- xp_assert_equal(stats.trim_mean(xp.asarray([]), 0.0), xp.asarray(xp.nan))
- with pytest.warns(SmallSampleWarning, match='too small'):
- xp_assert_equal(stats.trim_mean(xp.asarray([]), 0.6), xp.asarray(xp.nan))
- @make_xp_test_case(stats.sigmaclip)
- class TestSigmaClip:
- def test_sigmaclip1(self, xp):
- a = xp.concat((xp.linspace(9.5, 10.5, 31),
- xp.linspace(0., 20., 5)))
- fact = 4 # default
- c, low, upp = stats.sigmaclip(a)
- assert xp.min(c) > low
- assert xp.max(c) < upp
- xp_assert_equal(low, xp.mean(c) - fact*xp.std(c))
- xp_assert_equal(upp, xp.mean(c) + fact*xp.std(c))
- assert c.shape == a.shape
- def test_sigmaclip2(self, xp):
- a = xp.concat((xp.linspace(9.5, 10.5, 31),
- xp.linspace(0., 20., 5)))
- fact = 1.5
- c, low, upp = stats.sigmaclip(a, fact, fact)
- assert xp.min(c) > low
- assert xp.max(c) < upp
- xp_assert_equal(low, xp.mean(c) - fact*xp.std(c))
- xp_assert_equal(upp, xp.mean(c) + fact*xp.std(c))
- assert c.shape == (4,)
- assert a.shape == (36,)
- def test_sigmaclip3(self, xp):
- a = xp.concat((xp.linspace(9.5, 10.5, 11),
- xp.linspace(-100., -50., 3)))
- fact = 1.8
- c, low, upp = stats.sigmaclip(a, fact, fact)
- assert xp.min(c) > low
- assert xp.max(c) < upp
- xp_assert_equal(low, xp.mean(c) - fact*xp.std(c))
- xp_assert_equal(upp, xp.mean(c) + fact*xp.std(c))
- xp_assert_equal(c, xp.linspace(9.5, 10.5, 11))
- def test_sigmaclip_result_attributes(self, xp):
- a = xp.concat((xp.linspace(9.5, 10.5, 11),
- xp.linspace(-100., -50., 3)))
- fact = 1.8
- res = stats.sigmaclip(a, fact, fact)
- attributes = ('clipped', 'lower', 'upper')
- check_named_results(res, attributes, xp=xp)
- def test_std_zero(self, xp):
- # regression test #8632
- x = xp.ones(10)
- xp_assert_equal(stats.sigmaclip(x)[0], x)
- @make_xp_test_case(stats.alexandergovern)
- class TestAlexanderGovern:
- def test_compare_dtypes(self):
- # leave this NumPy only
- args = [[13, 13, 13, 13, 13, 13, 13, 12, 12],
- [14, 13, 12, 12, 12, 12, 12, 11, 11],
- [14, 14, 13, 13, 13, 13, 13, 12, 12],
- [15, 14, 13, 13, 13, 12, 12, 12, 11]]
- args_int16 = [np.asarray(arg, dtype=np.int16) for arg in args]
- args_int32 = [np.asarray(arg, dtype=np.int32) for arg in args]
- args_uint8 = [np.asarray(arg, dtype=np.uint8) for arg in args]
- args_float64 = [np.asarray(arg, dtype=np.float64) for arg in args]
- res_int16 = stats.alexandergovern(*args_int16)
- res_int32 = stats.alexandergovern(*args_int32)
- res_uint8 = stats.alexandergovern(*args_uint8)
- res_float64 = stats.alexandergovern(*args_float64)
- assert (res_int16.pvalue == res_int32.pvalue ==
- res_uint8.pvalue == res_float64.pvalue)
- assert (res_int16.statistic == res_int32.statistic ==
- res_uint8.statistic == res_float64.statistic)
- @skip_xp_backends('jax.numpy', reason="Requires `_axis_nan_policy` decorator")
- @skip_xp_backends('dask.array', reason="Requires `_axis_nan_policy` decorator")
- @pytest.mark.parametrize('case',[([1, 2], []), ([1, 2], 2), ([1, 2], [2])])
- def test_too_small_inputs(self, case, xp):
- # input array is of size zero or too small
- dtype = xp_default_dtype(xp)
- case = xp.asarray(case[0], dtype=dtype), xp.asarray(case[1], dtype=dtype)
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.alexandergovern(*case)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning")
- def test_bad_inputs(self, xp):
- # inputs are not finite (infinity)
- samples = xp.asarray([1., 2.]), xp.asarray([xp.inf, xp.inf])
- res = stats.alexandergovern(*samples)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- def test_compare_r(self, xp):
- '''
- Data generated in R with
- > set.seed(1)
- > library("onewaytests")
- > library("tibble")
- > y <- c(rnorm(40, sd=10),
- + rnorm(30, sd=15),
- + rnorm(20, sd=20))
- > x <- c(rep("one", times=40),
- + rep("two", times=30),
- + rep("eight", times=20))
- > x <- factor(x)
- > ag.test(y ~ x, tibble(y,x))
- Alexander-Govern Test (alpha = 0.05)
- -------------------------------------------------------------
- data : y and x
- statistic : 1.359941
- parameter : 2
- p.value : 0.5066321
- Result : Difference is not statistically significant.
- -------------------------------------------------------------
- Example adapted from:
- https://eval-serv2.metpsy.uni-jena.de/wiki-metheval-hp/index.php/R_FUN_Alexander-Govern
- '''
- one = [-6.264538107423324, 1.8364332422208225, -8.356286124100471,
- 15.952808021377916, 3.295077718153605, -8.204683841180152,
- 4.874290524284853, 7.383247051292173, 5.757813516534923,
- -3.0538838715635603, 15.11781168450848, 3.898432364114311,
- -6.2124058054180376, -22.146998871774997, 11.249309181431082,
- -0.4493360901523085, -0.16190263098946087, 9.438362106852992,
- 8.212211950980885, 5.939013212175088, 9.189773716082183,
- 7.821363007310671, 0.745649833651906, -19.89351695863373,
- 6.198257478947102, -0.5612873952900078, -1.557955067053293,
- -14.707523838992744, -4.781500551086204, 4.179415601997024,
- 13.58679551529044, -1.0278772734299553, 3.876716115593691,
- -0.5380504058290512, -13.770595568286065, -4.149945632996798,
- -3.942899537103493, -0.5931339671118566, 11.000253719838831,
- 7.631757484575442]
- two = [-2.4678539438038034, -3.8004252020476135, 10.454450631071062,
- 8.34994798010486, -10.331335418242798, -10.612427354431794,
- 5.468729432052455, 11.527993867731237, -1.6851931822534207,
- 13.216615896813222, 5.971588205506021, -9.180395898761569,
- 5.116795371366372, -16.94044644121189, 21.495355525515556,
- 29.7059984775879, -5.508322146997636, -15.662019394747961,
- 8.545794411636193, -2.0258190582123654, 36.024266407571645,
- -0.5886000409975387, 10.346090436761651, 0.4200323817099909,
- -11.14909813323608, 2.8318844927151434, -27.074379433365568,
- 21.98332292344329, 2.2988000731784655, 32.58917505543229]
- eight = [9.510190577993251, -14.198928618436291, 12.214527069781099,
- -18.68195263288503, -25.07266800478204, 5.828924710349257,
- -8.86583746436866, 0.02210703263248262, 1.4868264830332811,
- -11.79041892376144, -11.37337465637004, -2.7035723024766414,
- 23.56173993146409, -30.47133600859524, 11.878923752568431,
- 6.659007424270365, 21.261996745527256, -6.083678472686013,
- 7.400376198325763, 5.341975815444621]
- one, two, eight = xp.asarray(one), xp.asarray(two), xp.asarray(eight)
- soln = stats.alexandergovern(one, two, eight)
- xp_assert_close(soln.statistic, xp.asarray(1.3599405447999450836))
- xp_assert_close(soln.pvalue, xp.asarray(0.50663205309676440091))
- def test_compare_scholar(self, xp):
- '''
- Data taken from 'The Modification and Evaluation of the
- Alexander-Govern Test in Terms of Power' by Kingsley Ochuko, T.,
- Abdullah, S., Binti Zain, Z., & Soaad Syed Yahaya, S. (2015).
- '''
- young = [482.43, 484.36, 488.84, 495.15, 495.24, 502.69, 504.62,
- 518.29, 519.1, 524.1, 524.12, 531.18, 548.42, 572.1, 584.68,
- 609.09, 609.53, 666.63, 676.4]
- middle = [335.59, 338.43, 353.54, 404.27, 437.5, 469.01, 485.85,
- 487.3, 493.08, 494.31, 499.1, 886.41]
- old = [519.01, 528.5, 530.23, 536.03, 538.56, 538.83, 557.24, 558.61,
- 558.95, 565.43, 586.39, 594.69, 629.22, 645.69, 691.84]
- young, middle, old = xp.asarray(young), xp.asarray(middle), xp.asarray(old)
- soln = stats.alexandergovern(young, middle, old)
- xp_assert_close(soln.statistic, xp.asarray(5.3237), atol=1e-3)
- xp_assert_close(soln.pvalue, xp.asarray(0.06982), atol=1e-4)
- # verify with ag.test in r
- '''
- > library("onewaytests")
- > library("tibble")
- > young <- c(482.43, 484.36, 488.84, 495.15, 495.24, 502.69, 504.62,
- + 518.29, 519.1, 524.1, 524.12, 531.18, 548.42, 572.1,
- + 584.68, 609.09, 609.53, 666.63, 676.4)
- > middle <- c(335.59, 338.43, 353.54, 404.27, 437.5, 469.01, 485.85,
- + 487.3, 493.08, 494.31, 499.1, 886.41)
- > old <- c(519.01, 528.5, 530.23, 536.03, 538.56, 538.83, 557.24,
- + 558.61, 558.95, 565.43, 586.39, 594.69, 629.22,
- + 645.69, 691.84)
- > young_fct <- c(rep("young", times=19))
- > middle_fct <-c(rep("middle", times=12))
- > old_fct <- c(rep("old", times=15))
- > ag.test(a ~ b, tibble(a=c(young, middle, old), b=factor(c(young_fct,
- + middle_fct, old_fct))))
- Alexander-Govern Test (alpha = 0.05)
- -------------------------------------------------------------
- data : a and b
- statistic : 5.324629
- parameter : 2
- p.value : 0.06978651
- Result : Difference is not statistically significant.
- -------------------------------------------------------------
- '''
- xp_assert_close(soln.statistic, xp.asarray(5.324629), rtol=2e-6)
- xp_assert_close(soln.pvalue, xp.asarray(0.06978651), rtol=2e-6)
- def test_compare_scholar3(self, xp):
- '''
- Data taken from 'Robustness And Comparative Power Of WelchAspin,
- Alexander-Govern And Yuen Tests Under Non-Normality And Variance
- Heteroscedasticity', by Ayed A. Almoied. 2017. Page 34-37.
- https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=2775&context=oa_dissertations
- '''
- x1 = [-1.77559, -1.4113, -0.69457, -0.54148, -0.18808, -0.07152,
- 0.04696, 0.051183, 0.148695, 0.168052, 0.422561, 0.458555,
- 0.616123, 0.709968, 0.839956, 0.857226, 0.929159, 0.981442,
- 0.999554, 1.642958]
- x2 = [-1.47973, -1.2722, -0.91914, -0.80916, -0.75977, -0.72253,
- -0.3601, -0.33273, -0.28859, -0.09637, -0.08969, -0.01824,
- 0.260131, 0.289278, 0.518254, 0.683003, 0.877618, 1.172475,
- 1.33964, 1.576766]
- x1, x2 = xp.asarray(x1), xp.asarray(x2)
- soln = stats.alexandergovern(x1, x2)
- xp_assert_close(soln.statistic, xp.asarray(0.713526), atol=1e-5)
- xp_assert_close(soln.pvalue, xp.asarray(0.398276), atol=1e-5)
- '''
- tested in ag.test in R:
- > library("onewaytests")
- > library("tibble")
- > x1 <- c(-1.77559, -1.4113, -0.69457, -0.54148, -0.18808, -0.07152,
- + 0.04696, 0.051183, 0.148695, 0.168052, 0.422561, 0.458555,
- + 0.616123, 0.709968, 0.839956, 0.857226, 0.929159, 0.981442,
- + 0.999554, 1.642958)
- > x2 <- c(-1.47973, -1.2722, -0.91914, -0.80916, -0.75977, -0.72253,
- + -0.3601, -0.33273, -0.28859, -0.09637, -0.08969, -0.01824,
- + 0.260131, 0.289278, 0.518254, 0.683003, 0.877618, 1.172475,
- + 1.33964, 1.576766)
- > x1_fact <- c(rep("x1", times=20))
- > x2_fact <- c(rep("x2", times=20))
- > a <- c(x1, x2)
- > b <- factor(c(x1_fact, x2_fact))
- > ag.test(a ~ b, tibble(a, b))
- Alexander-Govern Test (alpha = 0.05)
- -------------------------------------------------------------
- data : a and b
- statistic : 0.7135182
- parameter : 1
- p.value : 0.3982783
- Result : Difference is not statistically significant.
- -------------------------------------------------------------
- '''
- xp_assert_close(soln.statistic, xp.asarray(0.7135182), rtol=2e-6)
- xp_assert_close(soln.pvalue, xp.asarray(0.3982783), rtol=2e-6)
- def test_nan_policy_propagate(self, xp):
- args = xp.asarray([1., 2., 3., 4.]), xp.asarray([1, xp.nan])
- # default nan_policy is 'propagate'
- res = stats.alexandergovern(*args)
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- @skip_xp_backends('jax.numpy', reason="Requires `_axis_nan_policy` decorator")
- @skip_xp_backends('dask.array', reason="Requires `_axis_nan_policy` decorator")
- def test_nan_policy_raise(self, xp):
- args = xp.asarray([1., 2., 3., 4.]), xp.asarray([1., xp.nan])
- with assert_raises(ValueError, match="The input contains nan values"):
- stats.alexandergovern(*args, nan_policy='raise')
- @skip_xp_backends('jax.numpy', reason="Requires `_axis_nan_policy` decorator")
- @skip_xp_backends('dask.array', reason="Requires `_axis_nan_policy` decorator")
- def test_nan_policy_omit(self, xp):
- args_nan = xp.asarray([1, 2, 3, xp.nan, 4]), xp.asarray([1, xp.nan, 19, 25])
- args_no_nan = xp.asarray([1, 2, 3, 4]), xp.asarray([1, 19, 25])
- res_nan = stats.alexandergovern(*args_nan, nan_policy='omit')
- res_no_nan = stats.alexandergovern(*args_no_nan)
- xp_assert_equal(res_nan.pvalue, res_no_nan.pvalue)
- xp_assert_equal(res_nan.statistic, res_no_nan.statistic)
- @skip_xp_backends('jax.numpy', reason="Requires `_axis_nan_policy` decorator")
- @skip_xp_backends('dask.array', reason="Requires `_axis_nan_policy` decorator")
- def test_constant_input(self, xp):
- # Zero variance input, consistent with `stats.pearsonr`
- x1 = xp.asarray([0.667, 0.667, 0.667])
- x2 = xp.asarray([0.123, 0.456, 0.789])
- with pytest.warns(RuntimeWarning, match="Precision loss occurred..."):
- res = stats.alexandergovern(x1, x2)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- @skip_xp_backends('jax.numpy', reason="Requires `_axis_nan_policy` decorator")
- @skip_xp_backends('dask.array', reason="Requires `_axis_nan_policy` decorator")
- @pytest.mark.parametrize('axis', [0, 1, None])
- def test_2d_input(self, xp, axis):
- # much more extensive testing for NumPy in `test_axis_nan_policy.py`
- rng = np.random.default_rng(23498389754392854235)
- shape = (11, 12)
- samples = [rng.random(shape) for i in range(3)]
- xp_samples = [xp.asarray(sample) for sample in samples]
- ref = stats.alexandergovern(*samples, axis=axis)
- res = stats.alexandergovern(*xp_samples, axis=axis)
- xp_assert_close(res.statistic, xp.asarray(ref.statistic))
- xp_assert_close(res.pvalue, xp.asarray(ref.pvalue))
- @make_xp_test_case(stats.f_oneway)
- class TestFOneWay:
- def test_trivial(self, xp):
- # A trivial test of stats.f_oneway, with F=0.
- F, p = stats.f_oneway(xp.asarray([0, 2]), xp.asarray([0, 2]))
- xp_assert_equal(F, xp.asarray(0.0))
- xp_assert_equal(p, xp.asarray(1.0))
- @pytest.mark.parametrize("dtype", [None, "float32", "float64"])
- def test_basic(self, dtype, xp):
- # Despite being a floating point calculation, this data should
- # result in F being exactly 2.0.
- if is_numpy(xp) and xp.__version__ < "2.0" and dtype=='float32':
- pytest.skip("NumPy doesn't preserve dtype pre-NEP 50.")
- dtype = None if dtype is None else getattr(xp, dtype)
- F, p = stats.f_oneway(xp.asarray([0, 2], dtype=dtype),
- xp.asarray([2, 4], dtype=dtype))
- xp_assert_equal(F, xp.asarray(2.0, dtype=dtype))
- xp_assert_close(p, xp.asarray(1 - 0.5**0.5, dtype=dtype))
- @pytest.mark.parametrize("dtype", [None, "float32", "float64"])
- def test_unequal_var(self, dtype, xp):
- # toy samples with unequal variances and different observations
- if is_numpy(xp) and xp.__version__ < "2.0" and dtype=='float32':
- pytest.skip("NumPy doesn't preserve dtype pre-NEP 50.")
- dtype = None if dtype is None else getattr(xp, dtype)
- samples = [xp.asarray([-50.42, 40.31, -18.09, 35.58, -6.8, 0.22], dtype=dtype),
- xp.asarray([23.44, 4.5, 15.1, 9.66], dtype=dtype),
- xp.asarray([11.94, 11.1 , 9.87, 9.09, 3.33], dtype=dtype)]
- F, p = stats.f_oneway(*samples, equal_var=False)
- # R language as benchmark
- # group1 <- c(-50.42, 40.31, -18.09, 35.58, -6.8, 0.22)
- # group2 <- c(23.44, 4.5, 15.1, 9.66)
- # group3 <- c(11.94, 11.1 , 9.87, 9.09, 3.33)
- #
- # data <- data.frame(
- # value = c(group1, group2, group3),
- # group = factor(c(rep("G1", length(group1)),
- # rep("G2", length(group2)),
- # rep("G3", length(group3))))
- # )
- # welch_anova <- oneway.test(value ~ group, data = data, var.equal = FALSE)
- # welch_anova$statistic
- ## F: 0.609740409019517
- # welch_anova$p.value
- ## 0.574838941286302
- xp_assert_close(F, xp.asarray(0.609740409019517, dtype=dtype))
- xp_assert_close(p, xp.asarray(0.574838941286302, dtype=dtype))
- def test_equal_var_input_validation(self, xp):
- samples = [xp.asarray([-50.42, 40.31, -18.09, 35.58, -6.8, 0.22]),
- xp.asarray([23.44, 4.5, 15.1, 9.66]),
- xp.asarray([11.94, 11.1 , 9.87, 9.09, 3.33])]
- message = "Expected a boolean value for 'equal_var'"
- with pytest.raises(TypeError, match=message):
- stats.f_oneway(*samples, equal_var="False")
- def test_known_exact(self, xp):
- # Another trivial dataset for which the exact F and p can be
- # calculated on most platforms
- F, p = stats.f_oneway(xp.asarray([2]), xp.asarray([2]),
- xp.asarray([2, 3, 4]))
- xp_assert_close(F, xp.asarray(3/5)) # assert_equal fails on some CI platforms
- xp_assert_close(p, xp.asarray(5/8))
- def test_large_integer_array(self, xp):
- a = xp.asarray([655, 788], dtype=xp.uint16)
- b = xp.asarray([789, 772], dtype=xp.uint16)
- F, p = stats.f_oneway(a, b)
- # The expected value was verified by computing it with mpmath with
- # 40 digits of precision.
- xp_assert_close(F, xp.asarray(0.77450216931805540))
- def test_result_attributes(self, xp):
- a = xp.asarray([655, 788], dtype=xp.uint16)
- b = xp.asarray([789, 772], dtype=xp.uint16)
- res = stats.f_oneway(a, b)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, xp=xp)
- @pytest.mark.parametrize('test_case',
- ['SiRstv', 'SmLs01', 'SmLs02', 'SmLs03', 'AtmWtAg', 'SmLs04', 'SmLs05',
- 'SmLs06', 'SmLs07', 'SmLs08', 'SmLs09'])
- def test_nist(self, test_case, xp):
- # These are the nist ANOVA files. They can be found at:
- # https://www.itl.nist.gov/div898/strd/anova/anova.html
- filename = test_case + ".dat"
- rtol = 1e-7
- fname = os.path.abspath(os.path.join(os.path.dirname(__file__),
- 'data/nist_anova', filename))
- with open(fname) as f:
- content = f.read().split('\n')
- certified = [line.split() for line in content[40:48]
- if line.strip()]
- dataf = np.loadtxt(fname, skiprows=60)
- y, x = dataf.T
- y = y.astype(int)
- caty = np.unique(y)
- f = float(certified[0][-1])
- xlist = [xp.asarray(x[y == i]) for i in caty]
- res = stats.f_oneway(*xlist)
- # With the hard test cases we relax the tolerance a bit.
- hard_tc = ('SmLs07', 'SmLs08', 'SmLs09')
- if test_case in hard_tc:
- rtol = 1e-4
- xp_assert_close(res[0], xp.asarray(f, dtype=xp.float64), rtol=rtol)
- @pytest.mark.filterwarnings('ignore') # Dask emits NumPy warnings
- @pytest.mark.parametrize("a, b, expected", [
- (np.array([42, 42, 42]), np.array([7, 7, 7]), (np.inf, 0.)),
- (np.array([42, 42, 42]), np.array([42, 42, 42]), (np.nan, np.nan))
- ])
- def test_constant_input(self, a, b, expected, xp):
- # For more details, look on https://github.com/scipy/scipy/issues/11669
- f, p = stats.f_oneway(xp.asarray(a), xp.asarray(b))
- xp_assert_equal(f, xp.asarray(expected[0]))
- xp_assert_equal(p, xp.asarray(expected[1]))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no _axis_nan_policy')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy -> no _axis_nan_policy')
- @pytest.mark.parametrize('axis', [-2, -1, 0, 1])
- def test_2d_inputs(self, axis, xp):
- a = np.array([[1, 4, 3, 3],
- [2, 5, 3, 3],
- [3, 6, 3, 3],
- [2, 3, 3, 3],
- [1, 4, 3, 3]], dtype=np.float64)
- b = np.array([[3, 1, 5, 3],
- [4, 6, 5, 3],
- [4, 3, 5, 3],
- [1, 5, 5, 3],
- [5, 5, 5, 3],
- [2, 3, 5, 3],
- [8, 2, 5, 3],
- [2, 2, 5, 3]], dtype=np.float64)
- c = np.array([[4, 3, 4, 3],
- [4, 2, 4, 3],
- [5, 4, 4, 3],
- [5, 4, 4, 3]], dtype=np.float64)
- if axis in [-1, 1]:
- a = a.T
- b = b.T
- c = c.T
- take_axis = 0
- else:
- take_axis = 1
- f, p = stats.f_oneway(xp.asarray(a), xp.asarray(b), xp.asarray(c),
- axis=axis)
- # Verify that the result computed with the 2d arrays matches
- # the result of calling f_oneway individually on each slice.
- for j in [0, 1]:
- fj, pj = stats.f_oneway(np.take(a, j, take_axis),
- np.take(b, j, take_axis),
- np.take(c, j, take_axis))
- xp_assert_close(f[j], xp.asarray(fj))
- xp_assert_close(p[j], xp.asarray(pj))
- for j in [2, 3]:
- fj, pj = stats.f_oneway(np.take(a, j, take_axis),
- np.take(b, j, take_axis),
- np.take(c, j, take_axis))
- xp_assert_close(f[j], xp.asarray(fj))
- xp_assert_close(p[j], xp.asarray(pj))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no _axis_nan_policy')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy -> no _axis_nan_policy')
- def test_3d_inputs(self, xp):
- # Some 3-d arrays. (There is nothing special about the values.)
- a = xp.reshape(1/xp.arange(1.0, 4*5*7 + 1., dtype=xp.float64), (4, 5, 7))
- b = xp.reshape(2/xp.arange(1.0, 4*8*7 + 1., dtype=xp.float64), (4, 8, 7))
- c = xp.reshape(1/xp.arange(1.0, 4*4*7 + 1., dtype=xp.float64), (4, 4, 7))
- c = xp.cos(c)
- f, p = stats.f_oneway(a, b, c, axis=1)
- assert f.shape == (4, 7)
- assert p.shape == (4, 7)
- for i in range(a.shape[0]):
- for j in range(a.shape[2]):
- fij, pij = stats.f_oneway(a[i, :, j], b[i, :, j], c[i, :, j])
- xp_assert_close(fij, f[i, j])
- xp_assert_close(pij, p[i, j])
- def test_length0_1d_error(self, xp):
- # Require at least one value in each group.
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- result = stats.f_oneway(xp.asarray([1., 2., 3.]), xp.asarray([]),
- xp.asarray([4., 5., 6., 7.]))
- xp_assert_equal(result.statistic, xp.asarray(xp.nan))
- xp_assert_equal(result.pvalue, xp.asarray(xp.nan))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no _axis_nan_policy')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy -> no _axis_nan_policy')
- def test_length0_2d_error(self, xp):
- with eager_warns(SmallSampleWarning, match=too_small_nd_not_omit, xp=xp):
- ncols = 3
- a = xp.ones((4, ncols))
- b = xp.ones((0, ncols))
- c = xp.ones((5, ncols))
- f, p = stats.f_oneway(a, b, c)
- nans = xp.full((ncols,), fill_value=xp.nan)
- xp_assert_equal(f, nans)
- xp_assert_equal(p, nans)
- def test_all_length_one(self, xp):
- samples = xp.asarray([10]), xp.asarray([11]), xp.asarray([12]), xp.asarray([13])
- with eager_warns(SmallSampleWarning, xp=xp):
- result = stats.f_oneway(*samples)
- xp_assert_equal(result.statistic, xp.asarray(xp.nan))
- xp_assert_equal(result.pvalue, xp.asarray(xp.nan))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy->reduced input validation')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy->reduced input validation')
- @pytest.mark.parametrize('args', [(), ([1, 2, 3],)])
- def test_too_few_inputs(self, args, xp):
- args = [xp.asarray(arg) for arg in args]
- message = "At least two samples are required..."
- with pytest.raises(TypeError, match=message):
- stats.f_oneway(*args)
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy->reduced input validation')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy->reduced input validation')
- def test_axis_error(self, xp):
- a = xp.ones((3, 4))
- b = xp.ones((5, 4))
- with pytest.raises(AxisError):
- stats.f_oneway(a, b, axis=2)
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy->reduced input validation')
- @pytest.mark.skip_xp_backends('dask.array', reason='lazy->reduced input validation')
- def test_bad_shapes(self, xp):
- a = xp.ones((3, 4))
- b = xp.ones((5, 4))
- with pytest.raises(ValueError):
- stats.f_oneway(a, b, axis=1)
- @make_xp_test_case(stats.kruskal)
- class TestKruskal:
- def test_array_like(self):
- h, p = stats.kruskal([1], [2])
- assert_equal(h, 1.0)
- assert_allclose(p, stats.chi2.sf(h, 1))
- def test_simple(self, xp):
- x = xp.asarray([1])
- y = xp.asarray([2])
- h, p = stats.kruskal(x, y)
- xp_assert_close(h, xp.asarray(1.0))
- dtype = xp_default_dtype(xp)
- xp_assert_close(p, xp.asarray(stats.chi2.sf(1, 1), dtype=dtype))
- @pytest.mark.parametrize("dtype", ['float32', 'float64', None])
- def test_basic(self, xp, dtype):
- if dtype == 'float32' and np.__version__ < "2":
- pytest.skip("Scalar dtypes only respected after NEP 50.")
- dtype = xp_default_dtype(xp) if dtype is None else getattr(xp, dtype)
- x = xp.asarray([1, 3, 5, 7, 9], dtype=dtype)
- y = xp.asarray([2, 4, 6, 8, 10], dtype=dtype)
- h, p = stats.kruskal(x, y)
- xp_assert_close(h, xp.asarray(3/11, dtype=dtype))
- xp_assert_close(p, xp.asarray(stats.chi2.sf(3/11, 1), dtype=dtype))
- def test_simple_tie(self, xp):
- x = [1]
- y = [1, 2]
- h, p = stats.kruskal(xp.asarray(x), xp.asarray(y))
- h_uncorr = 1.5**2 + 2*2.25**2 - 12
- corr = 0.75
- expected = xp.asarray(h_uncorr / corr) # 0.5
- # Since the expression is simple and the exact answer is 0.5, it
- # should be safe to use assert_equal().
- xp_assert_equal(h, expected)
- xp_assert_close(p, special.chdtrc(xp.asarray(1.), expected))
- def test_another_tie(self, xp):
- x = [1, 1, 1, 2]
- y = [2, 2, 2, 2]
- h, p = stats.kruskal(xp.asarray(x), xp.asarray(y))
- h_uncorr = (12. / 8. / 9.) * 4 * (3**2 + 6**2) - 3 * 9
- corr = 1 - float(3**3 - 3 + 5**3 - 5) / (8**3 - 8)
- expected = xp.asarray(h_uncorr / corr)
- xp_assert_close(h, expected)
- xp_assert_close(p, special.chdtrc(xp.asarray(1.), expected))
- def test_three_groups(self, xp):
- # A test of stats.kruskal with three groups, with ties.
- x = [1, 1, 1]
- y = [2, 2, 2]
- z = [2, 2]
- h, p = stats.kruskal(xp.asarray(x), xp.asarray(y), xp.asarray(z))
- h_uncorr = (12. / 8. / 9.) * (3*2**2 + 3*6**2 + 2*6**2) - 3 * 9 # 5.0
- corr = 1 - float(3**3 - 3 + 5**3 - 5) / (8**3 - 8)
- expected = xp.asarray(h_uncorr / corr) # 7.0
- xp_assert_close(h, expected)
- xp_assert_close(p, special.chdtrc(xp.asarray(2.), expected))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no _axis_nan_policy')
- def test_empty(self, xp):
- # A test of stats.kruskal with three groups, with ties.
- x = xp.asarray([1, 1, 1])
- y = xp.asarray([2, 2, 2])
- z = xp.asarray([], dtype=y.dtype)
- with pytest.warns(SmallSampleWarning, match=too_small_1d_not_omit):
- res = stats.kruskal(x, y, z)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- @pytest.mark.skip_xp_backends('jax.numpy', reason='lazy -> no _axis_nan_policy')
- def test_nan_policy(self, xp):
- x = xp.arange(10.)
- x[9] = xp.nan
- res = stats.kruskal(x, x)
- xp_assert_equal(res.statistic, xp.asarray(xp.nan))
- xp_assert_equal(res.pvalue, xp.asarray(xp.nan))
- res = stats.kruskal(x, x, nan_policy='omit')
- xp_assert_equal(res.statistic, xp.asarray(0.0))
- xp_assert_equal(res.pvalue, xp.asarray(1.0))
- with pytest.raises(ValueError, match='The input contains nan values'):
- stats.kruskal(x, x, nan_policy='raise')
- with pytest.raises(ValueError, match='nan_policy must be one of...'):
- stats.kruskal(x, x, nan_policy='foobar')
- def test_large_samples(self, xp):
- # Test to see if large samples are handled correctly.
- n = 50000
- rng = np.random.default_rng(1808365978)
- x = xp.asarray(rng.standard_normal(n))
- y = xp.asarray(rng.standard_normal(n) + 50)
- h, p = stats.kruskal(x, y)
- xp_assert_close(p, xp.asarray(0., dtype=x.dtype))
- def test_no_args_gh20661(self, xp):
- message = r"Need at least two groups in stats.kruskal\(\)"
- with pytest.raises(ValueError, match=message):
- stats.kruskal()
- @make_xp_test_case(stats.combine_pvalues)
- class TestCombinePvalues:
- # Reference values computed using the following R code:
- # options(digits=16)
- # library(metap)
- # x = c(0.01, 0.2, 0.3)
- # sumlog(x) # fisher
- # sumz(x) # stouffer
- # sumlog(1-x) # pearson (negative statistic and complement of p-value)
- # minimump(x) # tippett
- @pytest.mark.parametrize(
- "method, expected_statistic, expected_pvalue",
- [("fisher", 14.83716180549625 , 0.02156175132483465),
- ("stouffer", 2.131790594240385, 0.01651203260896294),
- ("pearson", -1.179737662212887, 1-0.9778736999143087),
- ("tippett", 0.01, 0.02970100000000002),
- # mudholkar_george: library(transite); p_combine(x, method="MG")
- ("mudholkar_george", 6.828712071641684, 0.01654551838539527)])
- def test_reference_values(self, xp, method, expected_statistic, expected_pvalue):
- x = [.01, .2, .3]
- res = stats.combine_pvalues(xp.asarray(x), method=method)
- xp_assert_close(res.statistic, xp.asarray(expected_statistic))
- xp_assert_close(res.pvalue, xp.asarray(expected_pvalue))
- @pytest.mark.parametrize(
- # Reference values computed using R `metap` `sumz`:
- # options(digits=16)
- # library(metap)
- # x = c(0.01, 0.2, 0.3)
- # sumz(x, weights=c(1., 1., 1.))
- # sumz(x, weights=c(1., 4., 9.))
- "weights, expected_statistic, expected_pvalue",
- [([1., 1., 1.], 2.131790594240385, 0.01651203260896294),
- ([1., 4., 9.], 1.051815015753598, 0.1464422142261314)])
- def test_weighted_stouffer(self, xp, weights, expected_statistic, expected_pvalue):
- x = xp.asarray([.01, .2, .3])
- res = stats.combine_pvalues(x, method='stouffer', weights=xp.asarray(weights))
- xp_assert_close(res.statistic, xp.asarray(expected_statistic))
- xp_assert_close(res.pvalue, xp.asarray(expected_pvalue))
- methods = ["fisher", "pearson", "tippett", "stouffer", "mudholkar_george"]
- @pytest.mark.parametrize("variant", ["single", "all", "random"])
- @pytest.mark.parametrize("method", methods)
- def test_monotonicity(self, variant, method, xp):
- # Test that result increases monotonically with respect to input.
- m, n = 10, 7
- rng = np.random.default_rng(278448169958891062669391462690811630763)
- # `pvaluess` is an m × n array of p values. Each row corresponds to
- # a set of p values to be combined with p values increasing
- # monotonically down one column (single), simultaneously down each
- # column (all), or independently down each column (random).
- if variant == "single":
- pvaluess = xp.broadcast_to(xp.asarray(rng.random(n)), (m, n))
- pvaluess = xp.concat([xp.reshape(xp.linspace(0.1, 0.9, m), (-1, 1)),
- pvaluess[:, 1:]], axis=1)
- elif variant == "all":
- pvaluess = xp.broadcast_to(xp.linspace(0.1, 0.9, m), (n, m)).T
- elif variant == "random":
- pvaluess = xp.sort(xp.asarray(rng.uniform(0, 1, size=(m, n))), axis=0)
- combined_pvalues = xp.asarray([
- float(stats.combine_pvalues(pvaluess[i, :], method=method)[1])
- for i in range(pvaluess.shape[0])
- ])
- assert xp.all(combined_pvalues[1:] - combined_pvalues[:-1] >= 0)
- @pytest.mark.parametrize("method", methods)
- def test_result(self, method, xp):
- res = stats.combine_pvalues(xp.asarray([.01, .2, .3]), method=method)
- xp_assert_equal(res.statistic, res[0])
- xp_assert_equal(res.pvalue, res[1])
- @pytest.mark.parametrize("method", methods)
- @pytest.mark.parametrize("axis", [0, 1, None])
- def test_axis(self, method, axis, xp):
- rng = np.random.default_rng(234892349810482)
- x = xp.asarray(rng.random(size=(2, 10)))
- x = x.T if (axis == 0) else x
- res = stats.combine_pvalues(x, axis=axis, method=method)
- if axis is None:
- x = xp.reshape(x, (-1,))
- ref = stats.combine_pvalues(x, method=method)
- xp_assert_close(res.statistic, ref.statistic)
- xp_assert_close(res.pvalue, ref.pvalue)
- return
- x = x.T if (axis == 0) else x
- x0, x1 = x[0, :], x[1, :]
- ref0 = stats.combine_pvalues(x0, method=method)
- ref1 = stats.combine_pvalues(x1, method=method)
- xp_assert_close(res.statistic[0], ref0.statistic)
- xp_assert_close(res.statistic[1], ref1.statistic)
- xp_assert_close(res.pvalue[0], ref0.pvalue)
- xp_assert_close(res.pvalue[1], ref1.pvalue)
- class TestCdfDistanceValidation:
- """
- Test that _cdf_distance() (via wasserstein_distance()) raises ValueErrors
- for bad inputs.
- """
- def test_distinct_value_and_weight_lengths(self):
- # When the number of weights does not match the number of values,
- # a ValueError should be raised.
- assert_raises(ValueError, stats.wasserstein_distance,
- [1], [2], [4], [3, 1])
- assert_raises(ValueError, stats.wasserstein_distance, [1], [2], [1, 0])
- def test_zero_weight(self):
- # When a distribution is given zero weight, a ValueError should be
- # raised.
- assert_raises(ValueError, stats.wasserstein_distance,
- [0, 1], [2], [0, 0])
- assert_raises(ValueError, stats.wasserstein_distance,
- [0, 1], [2], [3, 1], [0])
- def test_negative_weights(self):
- # A ValueError should be raised if there are any negative weights.
- assert_raises(ValueError, stats.wasserstein_distance,
- [0, 1], [2, 2], [1, 1], [3, -1])
- def test_empty_distribution(self):
- # A ValueError should be raised when trying to measure the distance
- # between something and nothing.
- assert_raises(ValueError, stats.wasserstein_distance, [], [2, 2])
- assert_raises(ValueError, stats.wasserstein_distance, [1], [])
- def test_inf_weight(self):
- # An inf weight is not valid.
- assert_raises(ValueError, stats.wasserstein_distance,
- [1, 2, 1], [1, 1], [1, np.inf, 1], [1, 1])
- class TestWassersteinDistanceND:
- """ Tests for wasserstein_distance_nd() output values.
- """
- def test_published_values(self):
- # Compare against published values and manually computed results.
- # The values and computed result are posted at James D. McCaffrey's blog,
- # https://jamesmccaffrey.wordpress.com/2018/03/05/earth-mover-distance
- # -wasserstein-metric-example-calculation/
- u = [(1,1), (1,1), (1,1), (1,1), (1,1), (1,1), (1,1), (1,1), (1,1), (1,1),
- (4,2), (6,1), (6,1)]
- v = [(2,1), (2,1), (3,2), (3,2), (3,2), (5,1), (5,1), (5,1), (5,1), (5,1),
- (5,1), (5,1), (7,1)]
- res = stats.wasserstein_distance_nd(u, v)
- # In original post, the author kept two decimal places for ease of calculation.
- # This test uses the more precise value of distance to get the precise results.
- # For comparison, please see the table and figure in the original blog post.
- flow = np.array([2., 3., 5., 1., 1., 1.])
- dist = np.array([1.00, 5**0.5, 4.00, 2**0.5, 1.00, 1.00])
- ref = np.sum(flow * dist)/np.sum(flow)
- assert_allclose(res, ref)
- @pytest.mark.parametrize('n_value', (4, 15, 35))
- @pytest.mark.parametrize('ndim', (3, 4, 7))
- @pytest.mark.parametrize('max_repeats', (5, 10))
- def test_same_distribution_nD(self, ndim, n_value, max_repeats):
- # Any distribution moved to itself should have a Wasserstein distance
- # of zero.
- rng = np.random.default_rng(363836384995579937222333)
- repeats = rng.integers(1, max_repeats, size=n_value, dtype=int)
- u_values = rng.random(size=(n_value, ndim))
- v_values = np.repeat(u_values, repeats, axis=0)
- v_weights = rng.random(np.sum(repeats))
- range_repeat = np.repeat(np.arange(len(repeats)), repeats)
- u_weights = np.bincount(range_repeat, weights=v_weights)
- index = rng.permutation(len(v_weights))
- v_values, v_weights = v_values[index], v_weights[index]
- res = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- assert_allclose(res, 0, atol=1e-15)
- @pytest.mark.parametrize('nu', (8, 9, 38))
- @pytest.mark.parametrize('nv', (8, 12, 17))
- @pytest.mark.parametrize('ndim', (3, 5, 23))
- def test_collapse_nD(self, nu, nv, ndim):
- # test collapse for n dimensional values
- # Collapsing a n-D distribution to a point distribution at zero
- # is equivalent to taking the average of the norm of data.
- rng = np.random.default_rng(38573488467338826109)
- u_values = rng.random(size=(nu, ndim))
- v_values = np.zeros((nv, ndim))
- u_weights = rng.random(size=nu)
- v_weights = rng.random(size=nv)
- ref = np.average(np.linalg.norm(u_values, axis=1), weights=u_weights)
- res = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- assert_allclose(res, ref)
- @pytest.mark.parametrize('nu', (8, 16, 32))
- @pytest.mark.parametrize('nv', (8, 16, 32))
- @pytest.mark.parametrize('ndim', (1, 2, 6))
- def test_zero_weight_nD(self, nu, nv, ndim):
- # Values with zero weight have no impact on the Wasserstein distance.
- rng = np.random.default_rng(38573488467338826109)
- u_values = rng.random(size=(nu, ndim))
- v_values = rng.random(size=(nv, ndim))
- u_weights = rng.random(size=nu)
- v_weights = rng.random(size=nv)
- ref = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- add_row, nrows = rng.integers(0, nu, size=2)
- add_value = rng.random(size=(nrows, ndim))
- u_values = np.insert(u_values, add_row, add_value, axis=0)
- u_weights = np.insert(u_weights, add_row, np.zeros(nrows), axis=0)
- res = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- assert_allclose(res, ref)
- def test_inf_values(self):
- # Inf values can lead to an inf distance or trigger a RuntimeWarning
- # (and return NaN) if the distance is undefined.
- uv, vv, uw = [[1, 1], [2, 1]], [[np.inf, -np.inf]], [1, 1]
- distance = stats.wasserstein_distance_nd(uv, vv, uw)
- assert_equal(distance, np.inf)
- with np.errstate(invalid='ignore'):
- uv, vv = [[np.inf, np.inf]], [[np.inf, -np.inf]]
- distance = stats.wasserstein_distance_nd(uv, vv)
- assert_equal(distance, np.nan)
- @pytest.mark.parametrize('nu', (10, 15, 20))
- @pytest.mark.parametrize('nv', (10, 15, 20))
- @pytest.mark.parametrize('ndim', (1, 3, 5))
- def test_multi_dim_nD(self, nu, nv, ndim):
- # Adding dimension on distributions do not affect the result
- rng = np.random.default_rng(2736495738494849509)
- u_values = rng.random(size=(nu, ndim))
- v_values = rng.random(size=(nv, ndim))
- u_weights = rng.random(size=nu)
- v_weights = rng.random(size=nv)
- ref = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- add_dim = rng.integers(0, ndim)
- add_value = rng.random()
- u_values = np.insert(u_values, add_dim, add_value, axis=1)
- v_values = np.insert(v_values, add_dim, add_value, axis=1)
- res = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- assert_allclose(res, ref)
- @pytest.mark.parametrize('nu', (7, 13, 19))
- @pytest.mark.parametrize('nv', (7, 13, 19))
- @pytest.mark.parametrize('ndim', (2, 4, 7))
- def test_orthogonal_nD(self, nu, nv, ndim):
- # orthogonal transformations do not affect the result of the
- # wasserstein_distance
- rng = np.random.default_rng(34746837464536)
- u_values = rng.random(size=(nu, ndim))
- v_values = rng.random(size=(nv, ndim))
- u_weights = rng.random(size=nu)
- v_weights = rng.random(size=nv)
- ref = stats.wasserstein_distance_nd(u_values, v_values, u_weights, v_weights)
- dist = stats.ortho_group(ndim)
- transform = dist.rvs(random_state=rng)
- shift = rng.random(size=ndim)
- res = stats.wasserstein_distance_nd(u_values @ transform + shift,
- v_values @ transform + shift,
- u_weights, v_weights)
- assert_allclose(res, ref)
- def test_error_code(self):
- rng = np.random.default_rng(52473644737485644836320101)
- with pytest.raises(ValueError, match='Invalid input values. The inputs'):
- u_values = rng.random(size=(4, 10, 15))
- v_values = rng.random(size=(6, 2, 7))
- _ = stats.wasserstein_distance_nd(u_values, v_values)
- with pytest.raises(ValueError, match='Invalid input values. Dimensions'):
- u_values = rng.random(size=(15,))
- v_values = rng.random(size=(3, 15))
- _ = stats.wasserstein_distance_nd(u_values, v_values)
- with pytest.raises(ValueError,
- match='Invalid input values. If two-dimensional'):
- u_values = rng.random(size=(2, 10))
- v_values = rng.random(size=(2, 2))
- _ = stats.wasserstein_distance_nd(u_values, v_values)
- @pytest.mark.parametrize('u_size', [1, 10, 50])
- @pytest.mark.parametrize('v_size', [1, 10, 50])
- def test_optimization_vs_analytical(self, u_size, v_size):
- rng = np.random.default_rng(45634745675)
- # Test when u_weights = None, v_weights = None
- u_values = rng.random(size=(u_size, 1))
- v_values = rng.random(size=(v_size, 1))
- u_values_flat = u_values.ravel()
- v_values_flat = v_values.ravel()
- # These three calculations are done using different backends
- # but they must be equal
- d1 = stats.wasserstein_distance(u_values_flat, v_values_flat)
- d2 = stats.wasserstein_distance_nd(u_values, v_values)
- d3 = stats.wasserstein_distance_nd(u_values_flat, v_values_flat)
- assert_allclose(d2, d1)
- assert_allclose(d3, d1)
- # Test with u_weights and v_weights specified.
- u_weights = rng.random(size=u_size)
- v_weights = rng.random(size=v_size)
- d1 = stats.wasserstein_distance(u_values_flat, v_values_flat,
- u_weights, v_weights)
- d2 = stats.wasserstein_distance_nd(u_values, v_values,
- u_weights, v_weights)
- d3 = stats.wasserstein_distance_nd(u_values_flat, v_values_flat,
- u_weights, v_weights)
- assert_allclose(d2, d1)
- assert_allclose(d3, d1)
- class TestWassersteinDistance:
- """ Tests for wasserstein_distance() output values.
- """
- def test_simple(self):
- # For basic distributions, the value of the Wasserstein distance is
- # straightforward.
- assert_allclose(
- stats.wasserstein_distance([0, 1], [0], [1, 1], [1]),
- .5)
- assert_allclose(stats.wasserstein_distance(
- [0, 1], [0], [3, 1], [1]),
- .25)
- assert_allclose(stats.wasserstein_distance(
- [0, 2], [0], [1, 1], [1]),
- 1)
- assert_allclose(stats.wasserstein_distance(
- [0, 1, 2], [1, 2, 3]),
- 1)
- def test_same_distribution(self):
- # Any distribution moved to itself should have a Wasserstein distance
- # of zero.
- assert_equal(stats.wasserstein_distance([1, 2, 3], [2, 1, 3]), 0)
- assert_equal(
- stats.wasserstein_distance([1, 1, 1, 4], [4, 1],
- [1, 1, 1, 1], [1, 3]),
- 0)
- def test_shift(self):
- # If the whole distribution is shifted by x, then the Wasserstein
- # distance should be the norm of x.
- assert_allclose(stats.wasserstein_distance([0], [1]), 1)
- assert_allclose(stats.wasserstein_distance([-5], [5]), 10)
- assert_allclose(
- stats.wasserstein_distance([1, 2, 3, 4, 5], [11, 12, 13, 14, 15]),
- 10)
- assert_allclose(
- stats.wasserstein_distance([4.5, 6.7, 2.1], [4.6, 7, 9.2],
- [3, 1, 1], [1, 3, 1]),
- 2.5)
- def test_combine_weights(self):
- # Assigning a weight w to a value is equivalent to including that value
- # w times in the value array with weight of 1.
- assert_allclose(
- stats.wasserstein_distance(
- [0, 0, 1, 1, 1, 1, 5], [0, 3, 3, 3, 3, 4, 4],
- [1, 1, 1, 1, 1, 1, 1], [1, 1, 1, 1, 1, 1, 1]),
- stats.wasserstein_distance([5, 0, 1], [0, 4, 3],
- [1, 2, 4], [1, 2, 4]))
- def test_collapse(self):
- # Collapsing a distribution to a point distribution at zero is
- # equivalent to taking the average of the absolute values of the
- # values.
- u = np.arange(-10, 30, 0.3)
- v = np.zeros_like(u)
- assert_allclose(
- stats.wasserstein_distance(u, v),
- np.mean(np.abs(u)))
- u_weights = np.arange(len(u))
- v_weights = u_weights[::-1]
- assert_allclose(
- stats.wasserstein_distance(u, v, u_weights, v_weights),
- np.average(np.abs(u), weights=u_weights))
- def test_zero_weight(self):
- # Values with zero weight have no impact on the Wasserstein distance.
- assert_allclose(
- stats.wasserstein_distance([1, 2, 100000], [1, 1],
- [1, 1, 0], [1, 1]),
- stats.wasserstein_distance([1, 2], [1, 1], [1, 1], [1, 1]))
- def test_inf_values(self):
- # Inf values can lead to an inf distance or trigger a RuntimeWarning
- # (and return NaN) if the distance is undefined.
- assert_equal(
- stats.wasserstein_distance([1, 2, np.inf], [1, 1]),
- np.inf)
- assert_equal(
- stats.wasserstein_distance([1, 2, np.inf], [-np.inf, 1]),
- np.inf)
- assert_equal(
- stats.wasserstein_distance([1, -np.inf, np.inf], [1, 1]),
- np.inf)
- with pytest.warns(RuntimeWarning, match="invalid value"):
- assert_equal(
- stats.wasserstein_distance([1, 2, np.inf], [np.inf, 1]),
- np.nan)
- class TestEnergyDistance:
- """ Tests for energy_distance() output values.
- """
- def test_simple(self):
- # For basic distributions, the value of the energy distance is
- # straightforward.
- assert_almost_equal(
- stats.energy_distance([0, 1], [0], [1, 1], [1]),
- np.sqrt(2) * .5)
- assert_almost_equal(stats.energy_distance(
- [0, 1], [0], [3, 1], [1]),
- np.sqrt(2) * .25)
- assert_almost_equal(stats.energy_distance(
- [0, 2], [0], [1, 1], [1]),
- 2 * .5)
- assert_almost_equal(
- stats.energy_distance([0, 1, 2], [1, 2, 3]),
- np.sqrt(2) * (3*(1./3**2))**.5)
- def test_same_distribution(self):
- # Any distribution moved to itself should have a energy distance of
- # zero.
- assert_equal(stats.energy_distance([1, 2, 3], [2, 1, 3]), 0)
- assert_equal(
- stats.energy_distance([1, 1, 1, 4], [4, 1], [1, 1, 1, 1], [1, 3]),
- 0)
- def test_shift(self):
- # If a single-point distribution is shifted by x, then the energy
- # distance should be sqrt(2) * sqrt(x).
- assert_almost_equal(stats.energy_distance([0], [1]), np.sqrt(2))
- assert_almost_equal(
- stats.energy_distance([-5], [5]),
- np.sqrt(2) * 10**.5)
- def test_combine_weights(self):
- # Assigning a weight w to a value is equivalent to including that value
- # w times in the value array with weight of 1.
- assert_almost_equal(
- stats.energy_distance([0, 0, 1, 1, 1, 1, 5], [0, 3, 3, 3, 3, 4, 4],
- [1, 1, 1, 1, 1, 1, 1], [1, 1, 1, 1, 1, 1, 1]),
- stats.energy_distance([5, 0, 1], [0, 4, 3], [1, 2, 4], [1, 2, 4]))
- def test_zero_weight(self):
- # Values with zero weight have no impact on the energy distance.
- assert_almost_equal(
- stats.energy_distance([1, 2, 100000], [1, 1], [1, 1, 0], [1, 1]),
- stats.energy_distance([1, 2], [1, 1], [1, 1], [1, 1]))
- def test_inf_values(self):
- # Inf values can lead to an inf distance or trigger a RuntimeWarning
- # (and return NaN) if the distance is undefined.
- assert_equal(stats.energy_distance([1, 2, np.inf], [1, 1]), np.inf)
- assert_equal(
- stats.energy_distance([1, 2, np.inf], [-np.inf, 1]),
- np.inf)
- assert_equal(
- stats.energy_distance([1, -np.inf, np.inf], [1, 1]),
- np.inf)
- with pytest.warns(RuntimeWarning, match="invalid value"):
- assert_equal(
- stats.energy_distance([1, 2, np.inf], [np.inf, 1]),
- np.nan)
- @make_xp_test_case(stats.brunnermunzel)
- class TestBrunnerMunzel:
- # Data from (Lumley, 1996)
- X = [1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 2, 4, 1, 1]
- Y = [3, 3, 4, 3, 1, 2, 3, 1, 1, 5, 4]
- def test_brunnermunzel_one_sided(self, xp):
- # Results are compared with R's lawstat package.
- X, Y = xp.asarray(self.X), xp.asarray(self.Y)
- u1, p1 = stats.brunnermunzel(X, Y, alternative='less')
- u2, p2 = stats.brunnermunzel(Y, X, alternative='greater')
- u3, p3 = stats.brunnermunzel(X, Y, alternative='greater')
- u4, p4 = stats.brunnermunzel(Y, X, alternative='less')
- xp_assert_close(p1, p2)
- xp_assert_close(p3, p4)
- assert p1 != p3
- xp_assert_close(u1, xp.asarray(3.1374674823029505))
- xp_assert_close(u2, xp.asarray(-3.1374674823029505))
- xp_assert_close(u3, xp.asarray(3.1374674823029505))
- xp_assert_close(u4, xp.asarray(-3.1374674823029505))
- xp_assert_close(p1, xp.asarray(0.0028931043330757342))
- xp_assert_close(p3, xp.asarray(0.99710689566692423))
- def test_brunnermunzel_two_sided(self, xp):
- # Results are compared with R's lawstat package.
- X, Y = xp.asarray(self.X), xp.asarray(self.Y)
- u1, p1 = stats.brunnermunzel(X, Y, alternative='two-sided')
- u2, p2 = stats.brunnermunzel(Y, X, alternative='two-sided')
- xp_assert_close(p1, xp.asarray(p2))
- xp_assert_close(u1, xp.asarray(3.1374674823029505))
- xp_assert_close(u2, xp.asarray(-3.1374674823029505))
- xp_assert_close(p1, xp.asarray(0.0057862086661515377))
- def test_brunnermunzel_default(self, xp):
- # The default value for alternative is two-sided
- X, Y = xp.asarray(self.X), xp.asarray(self.Y)
- u1, p1 = stats.brunnermunzel(X, Y)
- u2, p2 = stats.brunnermunzel(Y, X)
- xp_assert_close(p1, p2)
- xp_assert_close(u1, xp.asarray(3.1374674823029505))
- xp_assert_close(u2, xp.asarray(-3.1374674823029505))
- xp_assert_close(p1, xp.asarray(0.0057862086661515377))
- def test_brunnermunzel_alternative_error(self, xp):
- alternative = "error"
- distribution = "t"
- nan_policy = "propagate"
- assert alternative not in ["two-sided", "greater", "less"]
- message = "`alternative` must be 'less', 'greater', or 'two-sided'."
- with pytest.raises(ValueError, match=message):
- stats.brunnermunzel(xp.asarray(self.X), xp.asarray(self.Y),
- alternative, distribution, nan_policy)
- def test_brunnermunzel_distribution_norm(self, xp):
- X, Y = xp.asarray(self.X), xp.asarray(self.Y)
- u1, p1 = stats.brunnermunzel(X, Y, distribution="normal")
- u2, p2 = stats.brunnermunzel(Y, X, distribution="normal")
- xp_assert_close(p1, xp.asarray(p2))
- xp_assert_close(u1, xp.asarray(3.1374674823029505))
- xp_assert_close(u2, xp.asarray(-3.1374674823029505))
- xp_assert_close(p1, xp.asarray(0.0017041417600383024))
- def test_brunnermunzel_distribution_error(self, xp):
- alternative = "two-sided"
- distribution = "error"
- nan_policy = "propagate"
- assert distribution not in ["t", "normal"]
- message = "distribution should be 't' or 'normal'"
- with pytest.raises(ValueError, match=message):
- stats.brunnermunzel(xp.asarray(self.X), xp.asarray(self.Y),
- alternative, distribution, nan_policy)
- @pytest.mark.parametrize("kwarg_update", [{'y': []}, {'x': []},
- {'x': [], 'y': []}])
- def test_brunnermunzel_empty_imput(self, kwarg_update, xp):
- kwargs = {'x': self.X, 'y': self.Y}
- kwargs.update(kwarg_update)
- kwargs = {key:xp.asarray(val, dtype=xp_default_dtype(xp))
- for key, val in kwargs.items()}
- with eager_warns(SmallSampleWarning, match=too_small_1d_not_omit, xp=xp):
- statistic, pvalue = stats.brunnermunzel(**kwargs)
- xp_assert_equal(statistic, xp.asarray(xp.nan))
- xp_assert_equal(pvalue, xp.asarray(xp.nan))
- def test_brunnermunzel_nan_input_propagate(self, xp):
- X = xp.asarray([1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 2, 4, 1, 1, xp.nan])
- Y = xp.asarray([3, 3, 4, 3, 1, 2, 3, 1, 1, 5, 4.])
- u1, p1 = stats.brunnermunzel(X, Y, nan_policy="propagate")
- u2, p2 = stats.brunnermunzel(Y, X, nan_policy="propagate")
- xp_assert_equal(u1, xp.asarray(xp.nan))
- xp_assert_equal(p1, xp.asarray(xp.nan))
- xp_assert_equal(u2, xp.asarray(xp.nan))
- xp_assert_equal(p2, xp.asarray(xp.nan))
- def test_brunnermunzel_nan_input_raise(self, xp):
- X = xp.asarray([1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 2, 4, 1, 1, xp.nan])
- Y = xp.asarray([3, 3, 4, 3, 1, 2, 3, 1, 1, 5, 4.])
- alternative = "two-sided"
- distribution = "t"
- nan_policy = "raise"
- message = "The input contains nan values"
- with pytest.raises(ValueError, match=message):
- stats.brunnermunzel(X, Y, alternative, distribution, nan_policy)
- with pytest.raises(ValueError, match=message):
- stats.brunnermunzel(Y, X, alternative, distribution, nan_policy)
- def test_brunnermunzel_nan_input_omit(self, xp):
- X = xp.asarray([1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 2, 4, 1, 1, np.nan])
- Y = xp.asarray([3, 3, 4, 3, 1, 2, 3, 1, 1, 5, 4.])
- u1, p1 = stats.brunnermunzel(X, Y, nan_policy="omit")
- u2, p2 = stats.brunnermunzel(Y, X, nan_policy="omit")
- xp_assert_close(p1, p2)
- xp_assert_close(u1, xp.asarray(3.1374674823029505))
- xp_assert_close(u2, xp.asarray(-3.1374674823029505))
- xp_assert_close(p1, xp.asarray(0.0057862086661515377))
- @pytest.mark.parametrize("vectorized_call", [False, True])
- def test_brunnermunzel_return_nan(self, vectorized_call, xp):
- """ tests that a warning is emitted when p is nan
- p-value with t-distributions can be nan (0/0) (see gh-15843)
- """
- x = xp.asarray([1., 2., 3.])
- y = xp.asarray([5., 6., 7., 8., 9.])
- if vectorized_call:
- x = xp.stack((x, x)).T
- y = xp.stack((y, y)).T
- msg = "p-value cannot be estimated|divide by zero|invalid value encountered"
- with eager_warns(RuntimeWarning, match=msg, xp=xp):
- stats.brunnermunzel(x, y, distribution="t")
- def test_brunnermunzel_normal_dist(self, xp):
- """ tests that a p is 0 for datasets that cause p->nan
- when t-distribution is used (see gh-15843)
- """
- x = xp.asarray([1., 2., 3.])
- y = xp.asarray([5., 6., 7., 8., 9.])
- with eager_warns(RuntimeWarning, match='divide by zero', xp=xp):
- _, p = stats.brunnermunzel(x, y, distribution="normal")
- xp_assert_equal(p, xp.asarray(0.))
- class TestQuantileTest:
- r""" Test the non-parametric quantile test,
- including the computation of confidence intervals
- """
- def test_quantile_test_iv(self):
- x = [1, 2, 3]
- message = "`x` must be a one-dimensional array of numbers."
- with pytest.raises(ValueError, match=message):
- stats.quantile_test([x])
- message = "`q` must be a scalar."
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x, q=[1, 2])
- message = "`p` must be a float strictly between 0 and 1."
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x, p=[0.5, 0.75])
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x, p=2)
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x, p=-0.5)
- message = "`alternative` must be one of..."
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x, alternative='one-sided')
- message = "`confidence_level` must be a number between 0 and 1."
- with pytest.raises(ValueError, match=message):
- stats.quantile_test(x).confidence_interval(1)
- @pytest.mark.parametrize(
- 'p, alpha, lb, ub, alternative',
- [[0.3, 0.95, 1.221402758160170, 1.476980793882643, 'two-sided'],
- [0.5, 0.9, 1.506817785112854, 1.803988415397857, 'two-sided'],
- [0.25, 0.95, -np.inf, 1.39096812846378, 'less'],
- [0.8, 0.9, 2.117000016612675, np.inf, 'greater']]
- )
- def test_R_ci_quantile(self, p, alpha, lb, ub, alternative):
- # Test against R library `confintr` function `ci_quantile`, e.g.
- # library(confintr)
- # options(digits=16)
- # x <- exp(seq(0, 1, by = 0.01))
- # ci_quantile(x, q = 0.3)$interval
- # ci_quantile(x, q = 0.5, probs = c(0.05, 0.95))$interval
- # ci_quantile(x, q = 0.25, probs = c(0, 0.95))$interval
- # ci_quantile(x, q = 0.8, probs = c(0.1, 1))$interval
- x = np.exp(np.arange(0, 1.01, 0.01))
- res = stats.quantile_test(x, p=p, alternative=alternative)
- assert_allclose(res.confidence_interval(alpha), [lb, ub], rtol=1e-15)
- @pytest.mark.parametrize(
- 'q, p, alternative, ref',
- [[1.2, 0.3, 'two-sided', 0.01515567517648],
- [1.8, 0.5, 'two-sided', 0.1109183496606]]
- )
- def test_R_pvalue(self, q, p, alternative, ref):
- # Test against R library `snpar` function `quant.test`, e.g.
- # library(snpar)
- # options(digits=16)
- # x < - exp(seq(0, 1, by=0.01))
- # quant.test(x, q=1.2, p=0.3, exact=TRUE, alternative='t')
- x = np.exp(np.arange(0, 1.01, 0.01))
- res = stats.quantile_test(x, q=q, p=p, alternative=alternative)
- assert_allclose(res.pvalue, ref, rtol=1e-12)
- @pytest.mark.parametrize('case', ['continuous', 'discrete'])
- @pytest.mark.parametrize('alternative', ['less', 'greater'])
- @pytest.mark.parametrize('alpha', [0.9, 0.95])
- def test_pval_ci_match(self, case, alternative, alpha):
- # Verify that the following statement holds:
- # The 95% confidence interval corresponding with alternative='less'
- # has -inf as its lower bound, and the upper bound `xu` is the greatest
- # element from the sample `x` such that:
- # `stats.quantile_test(x, q=xu, p=p, alternative='less').pvalue``
- # will be greater than 5%.
- # And the corresponding statement for the alternative='greater' case.
- seed = int((7**len(case) + len(alternative))*alpha)
- rng = np.random.default_rng(seed)
- if case == 'continuous':
- p, q = rng.random(size=2)
- rvs = rng.random(size=100)
- else:
- rvs = rng.integers(1, 11, size=100)
- p = rng.random()
- q = rng.integers(1, 11)
- res = stats.quantile_test(rvs, q=q, p=p, alternative=alternative)
- ci = res.confidence_interval(confidence_level=alpha)
- # select elements inside the confidence interval based on alternative
- if alternative == 'less':
- i_inside = rvs <= ci.high
- else:
- i_inside = rvs >= ci.low
- for x in rvs[i_inside]:
- res = stats.quantile_test(rvs, q=x, p=p, alternative=alternative)
- assert res.pvalue > 1 - alpha
- for x in rvs[~i_inside]:
- res = stats.quantile_test(rvs, q=x, p=p, alternative=alternative)
- assert res.pvalue < 1 - alpha
- def test_match_conover_examples(self):
- # Test against the examples in [1] (Conover Practical Nonparametric
- # Statistics Third Edition) pg 139
- # Example 1
- # Data is [189, 233, 195, 160, 212, 176, 231, 185, 199, 213, 202, 193,
- # 174, 166, 248]
- # Two-sided test of whether the upper quartile (p=0.75) equals 193
- # (q=193). Conover shows that 7 of the observations are less than or
- # equal to 193, and "for the binomial random variable Y, P(Y<=7) =
- # 0.0173", so the two-sided p-value is twice that, 0.0346.
- x = [189, 233, 195, 160, 212, 176, 231, 185, 199, 213, 202, 193,
- 174, 166, 248]
- pvalue_expected = 0.0346
- res = stats.quantile_test(x, q=193, p=0.75, alternative='two-sided')
- assert_allclose(res.pvalue, pvalue_expected, rtol=1e-5)
- # Example 2
- # Conover doesn't give explicit data, just that 8 out of 112
- # observations are 60 or less. The test is whether the median time is
- # equal to 60 against the alternative that the median is greater than
- # 60. The p-value is calculated as P(Y<=8), where Y is again a binomial
- # distributed random variable, now with p=0.5 and n=112. Conover uses a
- # normal approximation, but we can easily calculate the CDF of the
- # binomial distribution.
- x = [59]*8 + [61]*(112-8)
- pvalue_expected = stats.binom(p=0.5, n=112).pmf(k=8)
- res = stats.quantile_test(x, q=60, p=0.5, alternative='greater')
- assert_allclose(res.pvalue, pvalue_expected, atol=1e-10)
- class TestPageTrendTest:
- def setup_method(self):
- self.rng = np.random.default_rng(1808365978)
- # expected statistic and p-values generated using R at
- # https://rdrr.io/cran/cultevo/, e.g.
- # library(cultevo)
- # data = rbind(c(72, 47, 73, 35, 47, 96, 30, 59, 41, 36, 56, 49, 81, 43,
- # 70, 47, 28, 28, 62, 20, 61, 20, 80, 24, 50),
- # c(68, 52, 60, 34, 44, 20, 65, 88, 21, 81, 48, 31, 31, 67,
- # 69, 94, 30, 24, 40, 87, 70, 43, 50, 96, 43),
- # c(81, 13, 85, 35, 79, 12, 92, 86, 21, 64, 16, 64, 68, 17,
- # 16, 89, 71, 43, 43, 36, 54, 13, 66, 51, 55))
- # result = page.test(data, verbose=FALSE)
- # Most test cases generated to achieve common critical p-values so that
- # results could be checked (to limited precision) against tables in
- # scipy.stats.page_trend_test reference [1]
- rng = np.random.default_rng(3113562111)
- data_3_25 = rng.random((3, 25))
- rng = np.random.default_rng(3113562111)
- data_10_26 = rng.random((10, 26))
- ts = [
- (12949, 0.275539045444, False, 'asymptotic', data_3_25),
- (47221, 0.5703651063709, False, 'asymptotic', data_10_26),
- (12332, 0.7722477197436702, False, 'asymptotic',
- [[72, 47, 73, 35, 47, 96, 30, 59, 41, 36, 56, 49, 81,
- 43, 70, 47, 28, 28, 62, 20, 61, 20, 80, 24, 50],
- [68, 52, 60, 34, 44, 20, 65, 88, 21, 81, 48, 31, 31,
- 67, 69, 94, 30, 24, 40, 87, 70, 43, 50, 96, 43],
- [81, 13, 85, 35, 79, 12, 92, 86, 21, 64, 16, 64, 68,
- 17, 16, 89, 71, 43, 43, 36, 54, 13, 66, 51, 55]]),
- (266, 4.121656378600823e-05, False, 'exact',
- [[1.5, 4., 8.3, 5, 19, 11],
- [5, 4, 3.5, 10, 20, 21],
- [8.4, 3.2, 10, 12, 14, 15]]),
- (332, 0.9566400920502488, True, 'exact',
- [[4, 3, 2, 1], [4, 3, 2, 1], [4, 3, 2, 1], [4, 3, 2, 1],
- [4, 3, 2, 1], [4, 3, 2, 1], [4, 3, 2, 1], [4, 3, 2, 1],
- [3, 4, 1, 2], [1, 2, 3, 4], [1, 2, 3, 4], [1, 2, 3, 4],
- [1, 2, 3, 4], [1, 2, 3, 4]]),
- (241, 0.9622210164861476, True, 'exact',
- [[3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1],
- [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1],
- [3, 2, 1], [2, 1, 3], [1, 2, 3], [1, 2, 3], [1, 2, 3], [1, 2, 3],
- [1, 2, 3], [1, 2, 3], [1, 2, 3]]),
- (197, 0.9619432897162209, True, 'exact',
- [[6, 5, 4, 3, 2, 1], [6, 5, 4, 3, 2, 1], [1, 3, 4, 5, 2, 6]]),
- (423, 0.9590458306880073, True, 'exact',
- [[5, 4, 3, 2, 1], [5, 4, 3, 2, 1], [5, 4, 3, 2, 1],
- [5, 4, 3, 2, 1], [5, 4, 3, 2, 1], [5, 4, 3, 2, 1],
- [4, 1, 3, 2, 5], [1, 2, 3, 4, 5], [1, 2, 3, 4, 5],
- [1, 2, 3, 4, 5]]),
- (217, 0.9693058575034678, True, 'exact',
- [[3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1],
- [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1],
- [2, 1, 3], [1, 2, 3], [1, 2, 3], [1, 2, 3], [1, 2, 3], [1, 2, 3],
- [1, 2, 3]]),
- (395, 0.991530289351305, True, 'exact',
- [[7, 6, 5, 4, 3, 2, 1], [7, 6, 5, 4, 3, 2, 1],
- [6, 5, 7, 4, 3, 2, 1], [1, 2, 3, 4, 5, 6, 7]]),
- (117, 0.9997817843373017, True, 'exact',
- [[3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1], [3, 2, 1],
- [3, 2, 1], [3, 2, 1], [3, 2, 1], [2, 1, 3], [1, 2, 3]]),
- ]
- @pytest.mark.parametrize("L, p, ranked, method, data", ts)
- def test_accuracy(self, L, p, ranked, method, data):
- res = stats.page_trend_test(data, ranked=ranked, method=method)
- assert_equal(L, res.statistic)
- assert_allclose(p, res.pvalue)
- assert_equal(method, res.method)
- ts2 = [
- (542, 0.9481266260876332, True, 'exact',
- [[10, 9, 8, 7, 6, 5, 4, 3, 2, 1],
- [1, 8, 4, 7, 6, 5, 9, 3, 2, 10]]),
- (1322, 0.9993113928199309, True, 'exact',
- [[10, 9, 8, 7, 6, 5, 4, 3, 2, 1], [10, 9, 8, 7, 6, 5, 4, 3, 2, 1],
- [10, 9, 8, 7, 6, 5, 4, 3, 2, 1], [9, 2, 8, 7, 6, 5, 4, 3, 10, 1],
- [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]]),
- (2286, 0.9908688345484833, True, 'exact',
- [[8, 7, 6, 5, 4, 3, 2, 1], [8, 7, 6, 5, 4, 3, 2, 1],
- [8, 7, 6, 5, 4, 3, 2, 1], [8, 7, 6, 5, 4, 3, 2, 1],
- [8, 7, 6, 5, 4, 3, 2, 1], [8, 7, 6, 5, 4, 3, 2, 1],
- [8, 7, 6, 5, 4, 3, 2, 1], [8, 7, 6, 5, 4, 3, 2, 1],
- [8, 7, 6, 5, 4, 3, 2, 1], [1, 3, 5, 6, 4, 7, 2, 8],
- [1, 2, 3, 4, 5, 6, 7, 8], [1, 2, 3, 4, 5, 6, 7, 8],
- [1, 2, 3, 4, 5, 6, 7, 8], [1, 2, 3, 4, 5, 6, 7, 8],
- [1, 2, 3, 4, 5, 6, 7, 8]]),
- ]
- # only the first of these appears slow because intermediate data are
- # cached and used on the rest
- @pytest.mark.parametrize("L, p, ranked, method, data", ts2)
- @pytest.mark.slow()
- def test_accuracy2(self, L, p, ranked, method, data):
- res = stats.page_trend_test(data, ranked=ranked, method=method)
- assert_equal(L, res.statistic)
- assert_allclose(p, res.pvalue)
- assert_equal(method, res.method)
- def test_options(self):
- rng = np.random.default_rng(183973867)
- m, n = 10, 20
- predicted_ranks = np.arange(1, n+1)
- perm = rng.permutation(np.arange(n))
- data = rng.random((m, n))
- ranks = stats.rankdata(data, axis=1)
- res1 = stats.page_trend_test(ranks)
- res2 = stats.page_trend_test(ranks, ranked=True)
- res3 = stats.page_trend_test(data, ranked=False)
- res4 = stats.page_trend_test(ranks, predicted_ranks=predicted_ranks)
- res5 = stats.page_trend_test(ranks[:, perm],
- predicted_ranks=predicted_ranks[perm])
- assert_equal(res1.statistic, res2.statistic)
- assert_equal(res1.statistic, res3.statistic)
- assert_equal(res1.statistic, res4.statistic)
- assert_equal(res1.statistic, res5.statistic)
- def test_Ames_assay(self):
- # test from _page_trend_test.py [2] page 151; data on page 144
- data = [[101, 117, 111], [91, 90, 107], [103, 133, 121],
- [136, 140, 144], [190, 161, 201], [146, 120, 116]]
- data = np.array(data).T
- predicted_ranks = np.arange(1, 7)
- res = stats.page_trend_test(data, ranked=False,
- predicted_ranks=predicted_ranks,
- method="asymptotic")
- assert_equal(res.statistic, 257)
- assert_almost_equal(res.pvalue, 0.0035, decimal=4)
- res = stats.page_trend_test(data, ranked=False,
- predicted_ranks=predicted_ranks,
- method="exact")
- assert_equal(res.statistic, 257)
- assert_almost_equal(res.pvalue, 0.0023, decimal=4)
- def test_input_validation(self):
- # test data not a 2d array
- with assert_raises(ValueError, match="`data` must be a 2d array."):
- stats.page_trend_test(None)
- with assert_raises(ValueError, match="`data` must be a 2d array."):
- stats.page_trend_test([])
- with assert_raises(ValueError, match="`data` must be a 2d array."):
- stats.page_trend_test([1, 2])
- with assert_raises(ValueError, match="`data` must be a 2d array."):
- stats.page_trend_test([[[1]]])
- # test invalid dimensions
- rng = np.random.default_rng(2482566048)
- with assert_raises(ValueError, match="Page's L is only appropriate"):
- stats.page_trend_test(rng.random((1, 3)))
- with assert_raises(ValueError, match="Page's L is only appropriate"):
- stats.page_trend_test(rng.random((2, 2)))
- # predicted ranks must include each integer [1, 2, 3] exactly once
- message = "`predicted_ranks` must include each integer"
- with assert_raises(ValueError, match=message):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- predicted_ranks=[0, 1, 2])
- with assert_raises(ValueError, match=message):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- predicted_ranks=[1.1, 2, 3])
- with assert_raises(ValueError, match=message):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- predicted_ranks=[1, 2, 3, 3])
- with assert_raises(ValueError, match=message):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- predicted_ranks="invalid")
- # test improperly ranked data
- with assert_raises(ValueError, match="`data` is not properly ranked"):
- stats.page_trend_test([[0, 2, 3], [1, 2, 3]], True)
- with assert_raises(ValueError, match="`data` is not properly ranked"):
- stats.page_trend_test([[1, 2, 3], [1, 2, 4]], True)
- # various
- with assert_raises(ValueError, match="`data` contains NaNs"):
- stats.page_trend_test([[1, 2, 3], [1, 2, np.nan]],
- ranked=False)
- with assert_raises(ValueError, match="`method` must be in"):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- method="ekki")
- with assert_raises(TypeError, match="`ranked` must be boolean."):
- stats.page_trend_test(data=[[1, 2, 3], [1, 2, 3]],
- ranked="ekki")
- rng = np.random.default_rng(902340982)
- x = rng.random(10)
- y = rng.random(10)
- @pytest.mark.parametrize("fun, args",
- [(stats.wilcoxon, (x,)),
- (stats.ks_1samp, (x, stats.norm.cdf)), # type: ignore[attr-defined] # noqa: E501
- (stats.ks_2samp, (x, y)),
- (stats.kstest, (x, y)),
- ])
- def test_rename_mode_method(fun, args):
- res = fun(*args, method='exact')
- res2 = fun(*args, mode='exact')
- assert_equal(res, res2)
- err = rf"{fun.__name__}() got multiple values for argument"
- with pytest.raises(TypeError, match=re.escape(err)):
- fun(*args, method='exact', mode='exact')
- class TestExpectile:
- def test_same_as_mean(self):
- rng = np.random.default_rng(42)
- x = rng.random(size=20)
- assert_allclose(stats.expectile(x, alpha=0.5), np.mean(x))
- def test_minimum(self):
- rng = np.random.default_rng(42)
- x = rng.random(size=20)
- assert_allclose(stats.expectile(x, alpha=0), np.amin(x))
- def test_maximum(self):
- rng = np.random.default_rng(42)
- x = rng.random(size=20)
- assert_allclose(stats.expectile(x, alpha=1), np.amax(x))
- def test_weights(self):
- # expectile should minimize `fun` defined below; see
- # F. Sobotka and T. Kneib, "Geoadditive expectile regression",
- # Computational Statistics and Data Analysis 56 (2012) 755-767
- # :doi:`10.1016/j.csda.2010.11.015`
- rng = np.random.default_rng(1856392524598679138)
- def fun(u, a, alpha, weights):
- w = np.full_like(a, fill_value=alpha)
- w[a <= u] = 1 - alpha
- return np.sum(w * weights * (a - u)**2)
- def expectile2(a, alpha, weights):
- bracket = np.min(a), np.max(a)
- return optimize.minimize_scalar(fun, bracket=bracket,
- args=(a, alpha, weights)).x
- n = 10
- a = rng.random(n)
- alpha = rng.random()
- weights = rng.random(n)
- res = stats.expectile(a, alpha, weights=weights)
- ref = expectile2(a, alpha, weights)
- assert_allclose(res, ref)
- @pytest.mark.parametrize(
- "alpha", [0.2, 0.5 - 1e-12, 0.5, 0.5 + 1e-12, 0.8]
- )
- @pytest.mark.parametrize("n", [20, 2000])
- def test_expectile_properties(self, alpha, n):
- """
- See Section 6 of
- I. Steinwart, C. Pasin, R.C. Williamson & S. Zhang (2014).
- "Elicitation and Identification of Properties". COLT.
- http://proceedings.mlr.press/v35/steinwart14.html
- and
- Propositions 5, 6, 7 of
- F. Bellini, B. Klar, and A. Müller and E. Rosazza Gianin (2013).
- "Generalized Quantiles as Risk Measures"
- http://doi.org/10.2139/ssrn.2225751
- """
- rng = np.random.default_rng(42)
- x = rng.normal(size=n)
- # 0. definite / constancy
- # Let T(X) denote the expectile of rv X ~ F.
- # T(c) = c for constant c
- for c in [-5, 0, 0.5]:
- assert_allclose(
- stats.expectile(np.full(shape=n, fill_value=c), alpha=alpha),
- c
- )
- # 1. translation equivariance
- # T(X + c) = T(X) + c
- c = rng.exponential()
- assert_allclose(
- stats.expectile(x + c, alpha=alpha),
- stats.expectile(x, alpha=alpha) + c,
- )
- assert_allclose(
- stats.expectile(x - c, alpha=alpha),
- stats.expectile(x, alpha=alpha) - c,
- )
- # 2. positively homogeneity
- # T(cX) = c * T(X) for c > 0
- assert_allclose(
- stats.expectile(c * x, alpha=alpha),
- c * stats.expectile(x, alpha=alpha),
- )
- # 3. subadditivity
- # Note that subadditivity holds for alpha >= 0.5.
- # T(X + Y) <= T(X) + T(Y)
- # For alpha = 0.5, i.e. the mean, strict equality holds.
- # For alpha < 0.5, one can use property 6. to show
- # T(X + Y) >= T(X) + T(Y)
- y = rng.logistic(size=n, loc=10) # different distribution than x
- if alpha == 0.5:
- def assert_op(a, b):
- assert_allclose(a, b)
- elif alpha > 0.5:
- def assert_op(a, b):
- assert a < b
- else:
- def assert_op(a, b):
- assert a > b
- assert_op(
- stats.expectile(np.r_[x + y], alpha=alpha),
- stats.expectile(x, alpha=alpha)
- + stats.expectile(y, alpha=alpha)
- )
- # 4. monotonicity
- # This holds for first order stochastic dominance X:
- # X >= Y whenever P(X <= x) < P(Y <= x)
- # T(X) <= T(Y) whenever X <= Y
- y = rng.normal(size=n, loc=5)
- assert (
- stats.expectile(x, alpha=alpha) <= stats.expectile(y, alpha=alpha)
- )
- # 5. convexity for alpha > 0.5, concavity for alpha < 0.5
- # convexity is
- # T((1 - c) X + c Y) <= (1 - c) T(X) + c T(Y) for 0 <= c <= 1
- y = rng.logistic(size=n, loc=10)
- for c in [0.1, 0.5, 0.8]:
- assert_op(
- stats.expectile((1-c)*x + c*y, alpha=alpha),
- (1-c) * stats.expectile(x, alpha=alpha) +
- c * stats.expectile(y, alpha=alpha)
- )
- # 6. negative argument
- # T_{alpha}(-X) = -T_{1-alpha}(X)
- assert_allclose(
- stats.expectile(-x, alpha=alpha),
- -stats.expectile(x, alpha=1-alpha),
- )
- @pytest.mark.parametrize("n", [20, 2000])
- def test_monotonicity_in_alpha(self, n):
- rng = np.random.default_rng(42)
- x = rng.pareto(a=2, size=n)
- e_list = []
- alpha_seq = np.logspace(-15, np.log10(0.5), 100)
- # sorted list of unique alpha values in interval (0, 1)
- for alpha in np.r_[0, alpha_seq, 1 - alpha_seq[:-1:-1], 1]:
- e_list.append(stats.expectile(x, alpha=alpha))
- assert np.all(np.diff(e_list) > 0)
- @make_xp_test_case(stats.lmoment)
- class TestLMoment:
- # data from https://github.com/scipy/scipy/issues/19460
- data = [0.87, 0.87, 1.29, 1.5, 1.7, 0.66, 1.5, 0.5, 1., 1.25, 2.3,
- 1.03, 2.85, 0.68, 1.74, 1.94, 0.63, 2.04, 1.2, 0.64, 2.05, 0.97,
- 2.81, 1.02, 2.76, 0.86, 1.36, 1.29, 1.68, 0.72, 1.67, 1.15, 3.26,
- 0.93, 0.83, 0.91, 0.92, 2.32, 1.12, 3.21, 1.23, 1.22, 1.29, 2.08,
- 0.64, 2.83, 2.68, 1.77, 0.69, 1.69, 0.7, 1.83, 2.25, 1.23, 1.17,
- 0.94, 1.22, 0.76, 0.69, 0.48, 1.04, 2.49, 1.38, 1.57, 1.79, 1.59,
- 1.3, 1.54, 1.07, 1.03, 0.76, 2.35, 2.05, 2.02, 2.36, 1.59, 0.97,
- 1.63, 1.66, 0.94, 1.45, 1.26, 1.25, 0.68, 2.96, 0.8, 1.16, 0.82,
- 0.64, 0.87, 1.33, 1.28, 1.26, 1.19, 1.24, 1.12, 1.45, 1.03, 1.37,
- 1.4, 1.35, 1.28, 1.04, 1.31, 0.87, 0.96, 2.55, 1.72, 1.05, 1.15,
- 1.73, 1.03, 1.53, 2.41, 1.36, 2.08, 0.92, 0.73, 1.56, 1.94, 0.78]
- not_integers = [1.5, [1, 2, 3.5], math.nan, math.inf]
- def test_dtype_iv(self, xp):
- message = '`sample` must be an array of real numbers.'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(xp.asarray(self.data, dtype=xp.complex128))
- @skip_xp_invalid_arg
- def test_dtype_iv_non_numeric(self):
- message = '`sample` must be an array of real numbers.'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(np.array(self.data, dtype=object))
- @pytest.mark.parametrize('order', not_integers + [0, -1, [], [[1, 2, 3]]])
- def test_order_iv(self, order, xp):
- message = '`order` must be a scalar or a non-empty...'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(xp.asarray(self.data), order=order)
- @pytest.mark.parametrize('axis', not_integers)
- def test_axis_iv(self, axis, xp):
- message = '`axis` must be an integer'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(xp.asarray(self.data), axis=axis)
- @pytest.mark.parametrize('sorted', not_integers)
- def test_sorted_iv(self, sorted, xp):
- message = '`sorted` must be True or False.'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(xp.asarray(self.data), sorted=sorted)
- @pytest.mark.parametrize('standardize', not_integers)
- def test_standardize_iv(self, standardize, xp):
- message = '`standardize` must be True or False.'
- with pytest.raises(ValueError, match=message):
- stats.lmoment(xp.asarray(self.data), standardize=standardize)
- @pytest.mark.parametrize('order', [1, 4, [1, 2, 3, 4]])
- @pytest.mark.parametrize('standardize', [False, True])
- @pytest.mark.parametrize('presorted', [False, True])
- def test_lmoment(self, order, standardize, presorted, xp):
- # Reference values from R package `lmom`
- # options(digits=16)
- # library(lmom)
- # data= c(0.87, 0.87,..., 1.94, 0.78)
- # samlmu(data)
- ref = xp.asarray([1.4087603305785130, 0.3415936639118458,
- 0.2189964482831403, 0.1328186463415905])
- if not standardize:
- ref = xpx.at(ref)[2:].multiply(ref[1])
- data = sorted(self.data) if presorted else self.data
- data = xp.asarray(data)
- res = stats.lmoment(data, order, standardize=standardize, sorted=presorted)
- xp_assert_close(res, ref[xp.asarray(order)-1])
- def test_dtype(self, xp):
- dtype = xp.float32
- sample = xp.asarray(self.data)
- res = stats.lmoment(xp.astype(sample, dtype))
- ref = xp.astype(stats.lmoment(sample), dtype)
- xp_assert_close(res, ref, rtol=1e-4)
- dtype = xp.int64
- sample = xp.asarray([1, 2, 3, 4, 5])
- res = stats.lmoment(xp.astype(sample, dtype))
- ref = stats.lmoment(xp.astype(sample, xp_default_dtype(xp)))
- xp_assert_close(res, ref)
- @pytest.mark.parametrize("axis", [0, 1])
- def test_axis(self, axis, xp):
- # nd input is tested extensively in `test_axis_nan_policy`, but only for NumPy
- rng = np.random.default_rng(234923498149931248151)
- x = rng.random(size=(10, 11))
- res = stats.lmoment(xp.asarray(x), axis=axis)
- ref = xp.asarray(stats.lmoment(x, axis=axis))
- xp_assert_close(res, ref)
- class TestXP_Mean:
- @pytest.mark.parametrize('axis', [None, 1, -1, (-2, 2)])
- @pytest.mark.parametrize('weights', [None, True])
- @pytest.mark.parametrize('keepdims', [False, True])
- def test_xp_mean_basic(self, xp, axis, weights, keepdims):
- rng = np.random.default_rng(90359458245906)
- x = rng.random((3, 4, 5))
- x_xp = xp.asarray(x)
- w = w_xp = None
- if weights:
- w = rng.random((1, 5))
- w_xp = xp.asarray(w)
- x, w = np.broadcast_arrays(x, w)
- res = _xp_mean(x_xp, weights=w_xp, axis=axis, keepdims=keepdims)
- ref = np.average(x, weights=w, axis=axis, keepdims=keepdims)
- xp_assert_close(res, xp.asarray(ref))
- def test_non_broadcastable(self, xp):
- # non-broadcastable x and weights
- x, w = xp.arange(10.), xp.zeros(5)
- message = "Array shapes are incompatible for broadcasting."
- with pytest.raises(ValueError, match=message):
- _xp_mean(x, weights=w)
- @pytest.mark.filterwarnings("ignore:divide by zero encountered:RuntimeWarning:dask")
- @pytest.mark.filterwarnings("ignore:invalid value encountered:RuntimeWarning:dask")
- def test_special_cases(self, xp):
- # weights sum to zero
- weights = xp.asarray([-1., 0., 1.])
- res = _xp_mean(xp.asarray([1., 1., 1.]), weights=weights)
- xp_assert_close(res, xp.asarray(xp.nan))
- res = _xp_mean(xp.asarray([2., 1., 1.]), weights=weights)
- xp_assert_close(res, xp.asarray(-np.inf))
- res = _xp_mean(xp.asarray([1., 1., 2.]), weights=weights)
- xp_assert_close(res, xp.asarray(np.inf))
- @pytest.mark.filterwarnings(
- "ignore:invalid value encountered:RuntimeWarning"
- ) # for dask
- def test_nan_policy(self, xp):
- x = xp.arange(10.)
- mask = (x == 3)
- x = xp.where(mask, xp.nan, x)
- # nan_policy='raise' raises an error
- if is_lazy_array(x):
- with pytest.raises(TypeError, match='not supported for lazy arrays'):
- _xp_mean(x, nan_policy='raise')
- else:
- with pytest.raises(ValueError, match='The input contains nan values'):
- _xp_mean(x, nan_policy='raise')
- # `nan_policy='propagate'` is the default, and the result is NaN
- res1 = _xp_mean(x)
- res2 = _xp_mean(x, nan_policy='propagate')
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res1, ref)
- xp_assert_equal(res2, ref)
- # `nan_policy='omit'` omits NaNs in `x`
- res = _xp_mean(x, nan_policy='omit')
- ref = xp.mean(x[~mask])
- xp_assert_close(res, ref)
- # `nan_policy='omit'` omits NaNs in `weights`, too
- weights = xp.ones(10)
- weights = xp.where(mask, xp.nan, weights)
- res = _xp_mean(xp.arange(10.), weights=weights, nan_policy='omit')
- ref = xp.mean(x[~mask])
- xp_assert_close(res, ref)
- @skip_xp_backends(eager_only=True)
- def test_nan_policy_warns(self, xp):
- x = xp.arange(10.)
- x = xp.where(x == 3, xp.nan, x)
- # Check for warning if omitting NaNs causes empty slice
- message = 'After omitting NaNs...'
- with pytest.warns(RuntimeWarning, match=message):
- res = _xp_mean(x * np.nan, nan_policy='omit')
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res, ref)
- def test_empty(self, xp):
- message = 'One or more sample arguments is too small...'
- with pytest.warns(SmallSampleWarning, match=message):
- res = _xp_mean(xp.asarray([]))
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res, ref)
- message = "All axis-slices of one or more sample arguments..."
- with pytest.warns(SmallSampleWarning, match=message):
- res = _xp_mean(xp.asarray([[]]), axis=1)
- ref = xp.asarray([xp.nan])
- xp_assert_equal(res, ref)
- res = _xp_mean(xp.asarray([[]]), axis=0)
- ref = xp.asarray([])
- xp_assert_equal(res, ref)
- @pytest.mark.filterwarnings(
- "ignore:overflow encountered in reduce:RuntimeWarning"
- ) # for dask
- def test_dtype(self, xp):
- max = xp.finfo(xp.float32).max
- x_np = np.asarray([max, max], dtype=np.float32)
- x_xp = xp.asarray(x_np)
- # Overflow occurs for float32 input
- with np.errstate(over='ignore'):
- res = _xp_mean(x_xp)
- ref = np.mean(x_np)
- np.testing.assert_equal(ref, np.inf)
- xp_assert_close(res, xp.asarray(ref))
- # correct result is returned if `float64` is used
- res = _xp_mean(x_xp, dtype=xp.float64)
- ref = xp.asarray(np.mean(np.asarray(x_np, dtype=np.float64)))
- xp_assert_close(res, ref)
- def test_integer(self, xp):
- # integer inputs are converted to the appropriate float
- x = xp.arange(10)
- y = xp.arange(10.)
- xp_assert_equal(_xp_mean(x), _xp_mean(y))
- xp_assert_equal(_xp_mean(y, weights=x), _xp_mean(y, weights=y))
- def test_complex_gh22404(self, xp):
- rng = np.random.default_rng(90359458245906)
- x, y, wx, wy = rng.random((4, 20))
- res = _xp_mean(xp.asarray(x + y*1j), weights=xp.asarray(wx + wy*1j))
- ref = np.average(x + y*1j, weights=wx + wy*1j)
- xp_assert_close(res, xp.asarray(ref))
- class TestXP_Var:
- @pytest.mark.parametrize('axis', [None, 1, -1, (-2, 2)])
- @pytest.mark.parametrize('keepdims', [False, True])
- @pytest.mark.parametrize('correction', [0, 1])
- @pytest.mark.parametrize('nan_policy', ['propagate', 'omit'])
- def test_xp_var_basic(self, xp, axis, keepdims, correction, nan_policy):
- rng = np.random.default_rng(90359458245906)
- x = rng.random((3, 4, 5))
- var_ref = np.var
- if nan_policy == 'omit':
- nan_mask = rng.random(size=x.shape) > 0.5
- x[nan_mask] = np.nan
- var_ref = np.nanvar
- x_xp = xp.asarray(x)
- res = _xp_var(x_xp, axis=axis, keepdims=keepdims, correction=correction,
- nan_policy=nan_policy)
- with warnings.catch_warnings():
- warnings.filterwarnings(
- "ignore", "Degrees of freedom <= 0 for slice", RuntimeWarning)
- ref = var_ref(x, axis=axis, keepdims=keepdims, ddof=correction)
- xp_assert_close(res, xp.asarray(ref))
- def test_special_cases(self, xp):
- # correction too big
- res = _xp_var(xp.asarray([1., 2.]), correction=3)
- xp_assert_close(res, xp.asarray(xp.nan))
- def test_nan_policy(self, xp):
- x = xp.arange(10.)
- mask = (x == 3)
- x = xp.where(mask, xp.nan, x)
- # `nan_policy='propagate'` is the default, and the result is NaN
- res1 = _xp_var(x)
- res2 = _xp_var(x, nan_policy='propagate')
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res1, ref)
- xp_assert_equal(res2, ref)
- # `nan_policy='omit'` omits NaNs in `x`
- res = _xp_var(x, nan_policy='omit')
- ref = xp.var(x[~mask])
- xp_assert_close(res, ref)
- @skip_xp_backends(eager_only=True)
- def test_nan_policy_warns(self, xp):
- x = xp.arange(10.)
- x = xp.where(x == 3, xp.nan, x)
- # Check for warning if omitting NaNs causes empty slice
- message = 'After omitting NaNs...'
- with pytest.warns(RuntimeWarning, match=message):
- res = _xp_var(x * np.nan, nan_policy='omit')
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res, ref)
- @skip_xp_backends(eager_only=True)
- def test_nan_policy_raise(self, xp):
- # nan_policy='raise' raises an error when NaNs are present
- message = 'The input contains nan values'
- with pytest.raises(ValueError, match=message):
- _xp_var(xp.asarray([1, 2, xp.nan]), nan_policy='raise')
- def test_empty(self, xp):
- message = 'One or more sample arguments is too small...'
- with pytest.warns(SmallSampleWarning, match=message):
- res = _xp_var(xp.asarray([]))
- ref = xp.asarray(xp.nan)
- xp_assert_equal(res, ref)
- message = "All axis-slices of one or more sample arguments..."
- with pytest.warns(SmallSampleWarning, match=message):
- res = _xp_var(xp.asarray([[]]), axis=1)
- ref = xp.asarray([xp.nan])
- xp_assert_equal(res, ref)
- res = _xp_var(xp.asarray([[]]), axis=0)
- ref = xp.asarray([])
- xp_assert_equal(res, ref)
- @pytest.mark.filterwarnings(
- "ignore:overflow encountered in reduce:RuntimeWarning"
- ) # Overflow occurs for float32 input
- def test_dtype(self, xp):
- max = xp.finfo(xp.float32).max
- x_np = np.asarray([max, max/2], dtype=np.float32)
- x_xp = xp.asarray(x_np)
- res = _xp_var(x_xp)
- ref = np.var(x_np)
- np.testing.assert_equal(ref, np.inf)
- xp_assert_close(res, xp.asarray(ref))
- # correct result is returned if `float64` is used
- res = _xp_var(x_xp, dtype=xp.float64)
- ref = xp.asarray(np.var(np.asarray(x_np, dtype=np.float64)))
- xp_assert_close(res, ref)
- def test_integer(self, xp):
- # integer inputs are converted to the appropriate float
- x = xp.arange(10)
- y = xp.arange(10.)
- xp_assert_equal(_xp_var(x), _xp_var(y))
- def test_complex_gh22404(self, xp):
- rng = np.random.default_rng(90359458245906)
- x, y = rng.random((2, 20))
- res = _xp_var(xp.asarray(x + y*1j))
- ref = np.var(x + y*1j)
- xp_assert_close(res, xp.asarray(ref), check_dtype=False)
- def test_chk_asarray(xp):
- rng = np.random.default_rng(2348923425434)
- x0 = rng.random(size=(2, 3, 4))
- x = xp.asarray(x0)
- axis = 1
- x_out, axis_out = _chk_asarray(x, axis=axis, xp=xp)
- xp_assert_equal(x_out, xp.asarray(x0))
- assert_equal(axis_out, axis)
- axis = None
- x_out, axis_out = _chk_asarray(x, axis=axis, xp=xp)
- xp_assert_equal(x_out, xp.asarray(x0.ravel()))
- assert_equal(axis_out, 0)
- axis = 2
- x_out, axis_out = _chk_asarray(x[0, 0, 0], axis=axis, xp=xp)
- xp_assert_equal(x_out, xp.asarray(np.atleast_1d(x0[0, 0, 0])))
- assert_equal(axis_out, axis)
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