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- from itertools import product
- import numpy as np
- import functools
- import pytest
- from numpy.testing import (assert_, assert_equal, assert_allclose,
- assert_almost_equal) # avoid new uses
- from pytest import raises as assert_raises
- import scipy.stats as stats
- from scipy.stats import distributions
- from scipy.stats._hypotests import (epps_singleton_2samp, cramervonmises,
- _cdf_cvm, cramervonmises_2samp,
- _pval_cvm_2samp_exact, barnard_exact,
- boschloo_exact)
- from scipy.stats._mannwhitneyu import mannwhitneyu, _mwu_state
- from .common_tests import check_named_results
- from scipy._lib._testutils import _TestPythranFunc
- class TestEppsSingleton:
- def test_statistic_1(self):
- # first example in Goerg & Kaiser, also in original paper of
- # Epps & Singleton. Note: values do not match exactly, the
- # value of the interquartile range varies depending on how
- # quantiles are computed
- x = np.array([-0.35, 2.55, 1.73, 0.73, 0.35,
- 2.69, 0.46, -0.94, -0.37, 12.07])
- y = np.array([-1.15, -0.15, 2.48, 3.25, 3.71,
- 4.29, 5.00, 7.74, 8.38, 8.60])
- w, p = epps_singleton_2samp(x, y)
- assert_almost_equal(w, 15.14, decimal=1)
- assert_almost_equal(p, 0.00442, decimal=3)
- def test_statistic_2(self):
- # second example in Goerg & Kaiser, again not a perfect match
- x = np.array((0, 1, 2, 2, 2, 2, 3, 3, 3, 3, 4, 5, 5, 5, 5, 6, 10,
- 10, 10, 10))
- y = np.array((10, 4, 0, 5, 10, 10, 0, 5, 6, 7, 10, 3, 1, 7, 0, 8, 1,
- 5, 8, 10))
- w, p = epps_singleton_2samp(x, y)
- assert_allclose(w, 8.900, atol=0.001)
- assert_almost_equal(p, 0.06364, decimal=3)
- def test_epps_singleton_array_like(self):
- np.random.seed(1234)
- x, y = np.arange(30), np.arange(28)
- w1, p1 = epps_singleton_2samp(list(x), list(y))
- w2, p2 = epps_singleton_2samp(tuple(x), tuple(y))
- w3, p3 = epps_singleton_2samp(x, y)
- assert_(w1 == w2 == w3)
- assert_(p1 == p2 == p3)
- def test_epps_singleton_size(self):
- # raise error if less than 5 elements
- x, y = (1, 2, 3, 4), np.arange(10)
- assert_raises(ValueError, epps_singleton_2samp, x, y)
- def test_epps_singleton_nonfinite(self):
- # raise error if there are non-finite values
- x, y = (1, 2, 3, 4, 5, np.inf), np.arange(10)
- assert_raises(ValueError, epps_singleton_2samp, x, y)
- x, y = np.arange(10), (1, 2, 3, 4, 5, np.nan)
- assert_raises(ValueError, epps_singleton_2samp, x, y)
- def test_epps_singleton_1d_input(self):
- x = np.arange(100).reshape(-1, 1)
- assert_raises(ValueError, epps_singleton_2samp, x, x)
- def test_names(self):
- x, y = np.arange(20), np.arange(30)
- res = epps_singleton_2samp(x, y)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes)
- class TestCvm:
- # the expected values of the cdfs are taken from Table 1 in
- # Csorgo / Faraway: The Exact and Asymptotic Distribution of
- # Cramér-von Mises Statistics, 1996.
- def test_cdf_4(self):
- assert_allclose(
- _cdf_cvm([0.02983, 0.04111, 0.12331, 0.94251], 4),
- [0.01, 0.05, 0.5, 0.999],
- atol=1e-4)
- def test_cdf_10(self):
- assert_allclose(
- _cdf_cvm([0.02657, 0.03830, 0.12068, 0.56643], 10),
- [0.01, 0.05, 0.5, 0.975],
- atol=1e-4)
- def test_cdf_1000(self):
- assert_allclose(
- _cdf_cvm([0.02481, 0.03658, 0.11889, 1.16120], 1000),
- [0.01, 0.05, 0.5, 0.999],
- atol=1e-4)
- def test_cdf_inf(self):
- assert_allclose(
- _cdf_cvm([0.02480, 0.03656, 0.11888, 1.16204]),
- [0.01, 0.05, 0.5, 0.999],
- atol=1e-4)
- def test_cdf_support(self):
- # cdf has support on [1/(12*n), n/3]
- assert_equal(_cdf_cvm([1/(12*533), 533/3], 533), [0, 1])
- assert_equal(_cdf_cvm([1/(12*(27 + 1)), (27 + 1)/3], 27), [0, 1])
- def test_cdf_large_n(self):
- # test that asymptotic cdf and cdf for large samples are close
- assert_allclose(
- _cdf_cvm([0.02480, 0.03656, 0.11888, 1.16204, 100], 10000),
- _cdf_cvm([0.02480, 0.03656, 0.11888, 1.16204, 100]),
- atol=1e-4)
- def test_large_x(self):
- # for large values of x and n, the series used to compute the cdf
- # converges slowly.
- # this leads to bug in R package goftest and MAPLE code that is
- # the basis of the implemenation in scipy
- # note: cdf = 1 for x >= 1000/3 and n = 1000
- assert_(0.99999 < _cdf_cvm(333.3, 1000) < 1.0)
- assert_(0.99999 < _cdf_cvm(333.3) < 1.0)
- def test_low_p(self):
- # _cdf_cvm can return values larger than 1. In that case, we just
- # return a p-value of zero.
- n = 12
- res = cramervonmises(np.ones(n)*0.8, 'norm')
- assert_(_cdf_cvm(res.statistic, n) > 1.0)
- assert_equal(res.pvalue, 0)
- def test_invalid_input(self):
- x = np.arange(10).reshape((2, 5))
- assert_raises(ValueError, cramervonmises, x, "norm")
- assert_raises(ValueError, cramervonmises, [1.5], "norm")
- assert_raises(ValueError, cramervonmises, (), "norm")
- def test_values_R(self):
- # compared against R package goftest, version 1.1.1
- # goftest::cvm.test(c(-1.7, 2, 0, 1.3, 4, 0.1, 0.6), "pnorm")
- res = cramervonmises([-1.7, 2, 0, 1.3, 4, 0.1, 0.6], "norm")
- assert_allclose(res.statistic, 0.288156, atol=1e-6)
- assert_allclose(res.pvalue, 0.1453465, atol=1e-6)
- # goftest::cvm.test(c(-1.7, 2, 0, 1.3, 4, 0.1, 0.6),
- # "pnorm", mean = 3, sd = 1.5)
- res = cramervonmises([-1.7, 2, 0, 1.3, 4, 0.1, 0.6], "norm", (3, 1.5))
- assert_allclose(res.statistic, 0.9426685, atol=1e-6)
- assert_allclose(res.pvalue, 0.002026417, atol=1e-6)
- # goftest::cvm.test(c(1, 2, 5, 1.4, 0.14, 11, 13, 0.9, 7.5), "pexp")
- res = cramervonmises([1, 2, 5, 1.4, 0.14, 11, 13, 0.9, 7.5], "expon")
- assert_allclose(res.statistic, 0.8421854, atol=1e-6)
- assert_allclose(res.pvalue, 0.004433406, atol=1e-6)
- def test_callable_cdf(self):
- x, args = np.arange(5), (1.4, 0.7)
- r1 = cramervonmises(x, distributions.expon.cdf)
- r2 = cramervonmises(x, "expon")
- assert_equal((r1.statistic, r1.pvalue), (r2.statistic, r2.pvalue))
- r1 = cramervonmises(x, distributions.beta.cdf, args)
- r2 = cramervonmises(x, "beta", args)
- assert_equal((r1.statistic, r1.pvalue), (r2.statistic, r2.pvalue))
- class TestMannWhitneyU:
- def setup_method(self):
- _mwu_state._recursive = True
- # All magic numbers are from R wilcox.test unless otherwise specied
- # https://rdrr.io/r/stats/wilcox.test.html
- # --- Test Input Validation ---
- def test_input_validation(self):
- x = np.array([1, 2]) # generic, valid inputs
- y = np.array([3, 4])
- with assert_raises(ValueError, match="`x` and `y` must be of nonzero"):
- mannwhitneyu([], y)
- with assert_raises(ValueError, match="`x` and `y` must be of nonzero"):
- mannwhitneyu(x, [])
- with assert_raises(ValueError, match="`use_continuity` must be one"):
- mannwhitneyu(x, y, use_continuity='ekki')
- with assert_raises(ValueError, match="`alternative` must be one of"):
- mannwhitneyu(x, y, alternative='ekki')
- with assert_raises(ValueError, match="`axis` must be an integer"):
- mannwhitneyu(x, y, axis=1.5)
- with assert_raises(ValueError, match="`method` must be one of"):
- mannwhitneyu(x, y, method='ekki')
- def test_auto(self):
- # Test that default method ('auto') chooses intended method
- np.random.seed(1)
- n = 8 # threshold to switch from exact to asymptotic
- # both inputs are smaller than threshold; should use exact
- x = np.random.rand(n-1)
- y = np.random.rand(n-1)
- auto = mannwhitneyu(x, y)
- asymptotic = mannwhitneyu(x, y, method='asymptotic')
- exact = mannwhitneyu(x, y, method='exact')
- assert auto.pvalue == exact.pvalue
- assert auto.pvalue != asymptotic.pvalue
- # one input is smaller than threshold; should use exact
- x = np.random.rand(n-1)
- y = np.random.rand(n+1)
- auto = mannwhitneyu(x, y)
- asymptotic = mannwhitneyu(x, y, method='asymptotic')
- exact = mannwhitneyu(x, y, method='exact')
- assert auto.pvalue == exact.pvalue
- assert auto.pvalue != asymptotic.pvalue
- # other input is smaller than threshold; should use exact
- auto = mannwhitneyu(y, x)
- asymptotic = mannwhitneyu(x, y, method='asymptotic')
- exact = mannwhitneyu(x, y, method='exact')
- assert auto.pvalue == exact.pvalue
- assert auto.pvalue != asymptotic.pvalue
- # both inputs are larger than threshold; should use asymptotic
- x = np.random.rand(n+1)
- y = np.random.rand(n+1)
- auto = mannwhitneyu(x, y)
- asymptotic = mannwhitneyu(x, y, method='asymptotic')
- exact = mannwhitneyu(x, y, method='exact')
- assert auto.pvalue != exact.pvalue
- assert auto.pvalue == asymptotic.pvalue
- # both inputs are smaller than threshold, but there is a tie
- # should use asymptotic
- x = np.random.rand(n-1)
- y = np.random.rand(n-1)
- y[3] = x[3]
- auto = mannwhitneyu(x, y)
- asymptotic = mannwhitneyu(x, y, method='asymptotic')
- exact = mannwhitneyu(x, y, method='exact')
- assert auto.pvalue != exact.pvalue
- assert auto.pvalue == asymptotic.pvalue
- # --- Test Basic Functionality ---
- x = [210.052110, 110.190630, 307.918612]
- y = [436.08811482466416, 416.37397329768191, 179.96975939463582,
- 197.8118754228619, 34.038757281225756, 138.54220550921517,
- 128.7769351470246, 265.92721427951852, 275.6617533155341,
- 592.34083395416258, 448.73177590617018, 300.61495185038905,
- 187.97508449019588]
- # This test was written for mann_whitney_u in gh-4933.
- # Originally, the p-values for alternatives were swapped;
- # this has been corrected and the tests have been refactored for
- # compactness, but otherwise the tests are unchanged.
- # R code for comparison, e.g.:
- # options(digits = 16)
- # x = c(210.052110, 110.190630, 307.918612)
- # y = c(436.08811482466416, 416.37397329768191, 179.96975939463582,
- # 197.8118754228619, 34.038757281225756, 138.54220550921517,
- # 128.7769351470246, 265.92721427951852, 275.6617533155341,
- # 592.34083395416258, 448.73177590617018, 300.61495185038905,
- # 187.97508449019588)
- # wilcox.test(x, y, alternative="g", exact=TRUE)
- cases_basic = [[{"alternative": 'two-sided', "method": "asymptotic"},
- (16, 0.6865041817876)],
- [{"alternative": 'less', "method": "asymptotic"},
- (16, 0.3432520908938)],
- [{"alternative": 'greater', "method": "asymptotic"},
- (16, 0.7047591913255)],
- [{"alternative": 'two-sided', "method": "exact"},
- (16, 0.7035714285714)],
- [{"alternative": 'less', "method": "exact"},
- (16, 0.3517857142857)],
- [{"alternative": 'greater', "method": "exact"},
- (16, 0.6946428571429)]]
- @pytest.mark.parametrize(("kwds", "expected"), cases_basic)
- def test_basic(self, kwds, expected):
- res = mannwhitneyu(self.x, self.y, **kwds)
- assert_allclose(res, expected)
- cases_continuity = [[{"alternative": 'two-sided', "use_continuity": True},
- (23, 0.6865041817876)],
- [{"alternative": 'less', "use_continuity": True},
- (23, 0.7047591913255)],
- [{"alternative": 'greater', "use_continuity": True},
- (23, 0.3432520908938)],
- [{"alternative": 'two-sided', "use_continuity": False},
- (23, 0.6377328900502)],
- [{"alternative": 'less', "use_continuity": False},
- (23, 0.6811335549749)],
- [{"alternative": 'greater', "use_continuity": False},
- (23, 0.3188664450251)]]
- @pytest.mark.parametrize(("kwds", "expected"), cases_continuity)
- def test_continuity(self, kwds, expected):
- # When x and y are interchanged, less and greater p-values should
- # swap (compare to above). This wouldn't happen if the continuity
- # correction were applied in the wrong direction. Note that less and
- # greater p-values do not sum to 1 when continuity correction is on,
- # which is what we'd expect. Also check that results match R when
- # continuity correction is turned off.
- # Note that method='asymptotic' -> exact=FALSE
- # and use_continuity=False -> correct=FALSE, e.g.:
- # wilcox.test(x, y, alternative="t", exact=FALSE, correct=FALSE)
- res = mannwhitneyu(self.y, self.x, method='asymptotic', **kwds)
- assert_allclose(res, expected)
- def test_tie_correct(self):
- # Test tie correction against R's wilcox.test
- # options(digits = 16)
- # x = c(1, 2, 3, 4)
- # y = c(1, 2, 3, 4, 5)
- # wilcox.test(x, y, exact=FALSE)
- x = [1, 2, 3, 4]
- y0 = np.array([1, 2, 3, 4, 5])
- dy = np.array([0, 1, 0, 1, 0])*0.01
- dy2 = np.array([0, 0, 1, 0, 0])*0.01
- y = [y0-0.01, y0-dy, y0-dy2, y0, y0+dy2, y0+dy, y0+0.01]
- res = mannwhitneyu(x, y, axis=-1, method="asymptotic")
- U_expected = [10, 9, 8.5, 8, 7.5, 7, 6]
- p_expected = [1, 0.9017048037317, 0.804080657472, 0.7086240584439,
- 0.6197963884941, 0.5368784563079, 0.3912672792826]
- assert_equal(res.statistic, U_expected)
- assert_allclose(res.pvalue, p_expected)
- # --- Test Exact Distribution of U ---
- # These are tabulated values of the CDF of the exact distribution of
- # the test statistic from pg 52 of reference [1] (Mann-Whitney Original)
- pn3 = {1: [0.25, 0.5, 0.75], 2: [0.1, 0.2, 0.4, 0.6],
- 3: [0.05, .1, 0.2, 0.35, 0.5, 0.65]}
- pn4 = {1: [0.2, 0.4, 0.6], 2: [0.067, 0.133, 0.267, 0.4, 0.6],
- 3: [0.028, 0.057, 0.114, 0.2, .314, 0.429, 0.571],
- 4: [0.014, 0.029, 0.057, 0.1, 0.171, 0.243, 0.343, 0.443, 0.557]}
- pm5 = {1: [0.167, 0.333, 0.5, 0.667],
- 2: [0.047, 0.095, 0.19, 0.286, 0.429, 0.571],
- 3: [0.018, 0.036, 0.071, 0.125, 0.196, 0.286, 0.393, 0.5, 0.607],
- 4: [0.008, 0.016, 0.032, 0.056, 0.095, 0.143,
- 0.206, 0.278, 0.365, 0.452, 0.548],
- 5: [0.004, 0.008, 0.016, 0.028, 0.048, 0.075, 0.111,
- 0.155, 0.21, 0.274, 0.345, .421, 0.5, 0.579]}
- pm6 = {1: [0.143, 0.286, 0.428, 0.571],
- 2: [0.036, 0.071, 0.143, 0.214, 0.321, 0.429, 0.571],
- 3: [0.012, 0.024, 0.048, 0.083, 0.131,
- 0.19, 0.274, 0.357, 0.452, 0.548],
- 4: [0.005, 0.01, 0.019, 0.033, 0.057, 0.086, 0.129,
- 0.176, 0.238, 0.305, 0.381, 0.457, 0.543], # the last element
- # of the previous list, 0.543, has been modified from 0.545;
- # I assume it was a typo
- 5: [0.002, 0.004, 0.009, 0.015, 0.026, 0.041, 0.063, 0.089,
- 0.123, 0.165, 0.214, 0.268, 0.331, 0.396, 0.465, 0.535],
- 6: [0.001, 0.002, 0.004, 0.008, 0.013, 0.021, 0.032, 0.047,
- 0.066, 0.09, 0.12, 0.155, 0.197, 0.242, 0.294, 0.350,
- 0.409, 0.469, 0.531]}
- def test_exact_distribution(self):
- # I considered parametrize. I decided against it.
- p_tables = {3: self.pn3, 4: self.pn4, 5: self.pm5, 6: self.pm6}
- for n, table in p_tables.items():
- for m, p in table.items():
- # check p-value against table
- u = np.arange(0, len(p))
- assert_allclose(_mwu_state.cdf(k=u, m=m, n=n), p, atol=1e-3)
- # check identity CDF + SF - PMF = 1
- # ( In this implementation, SF(U) includes PMF(U) )
- u2 = np.arange(0, m*n+1)
- assert_allclose(_mwu_state.cdf(k=u2, m=m, n=n)
- + _mwu_state.sf(k=u2, m=m, n=n)
- - _mwu_state.pmf(k=u2, m=m, n=n), 1)
- # check symmetry about mean of U, i.e. pmf(U) = pmf(m*n-U)
- pmf = _mwu_state.pmf(k=u2, m=m, n=n)
- assert_allclose(pmf, pmf[::-1])
- # check symmetry w.r.t. interchange of m, n
- pmf2 = _mwu_state.pmf(k=u2, m=n, n=m)
- assert_allclose(pmf, pmf2)
- def test_asymptotic_behavior(self):
- np.random.seed(0)
- # for small samples, the asymptotic test is not very accurate
- x = np.random.rand(5)
- y = np.random.rand(5)
- res1 = mannwhitneyu(x, y, method="exact")
- res2 = mannwhitneyu(x, y, method="asymptotic")
- assert res1.statistic == res2.statistic
- assert np.abs(res1.pvalue - res2.pvalue) > 1e-2
- # for large samples, they agree reasonably well
- x = np.random.rand(40)
- y = np.random.rand(40)
- res1 = mannwhitneyu(x, y, method="exact")
- res2 = mannwhitneyu(x, y, method="asymptotic")
- assert res1.statistic == res2.statistic
- assert np.abs(res1.pvalue - res2.pvalue) < 1e-3
- # --- Test Corner Cases ---
- def test_exact_U_equals_mean(self):
- # Test U == m*n/2 with exact method
- # Without special treatment, two-sided p-value > 1 because both
- # one-sided p-values are > 0.5
- res_l = mannwhitneyu([1, 2, 3], [1.5, 2.5], alternative="less",
- method="exact")
- res_g = mannwhitneyu([1, 2, 3], [1.5, 2.5], alternative="greater",
- method="exact")
- assert_equal(res_l.pvalue, res_g.pvalue)
- assert res_l.pvalue > 0.5
- res = mannwhitneyu([1, 2, 3], [1.5, 2.5], alternative="two-sided",
- method="exact")
- assert_equal(res, (3, 1))
- # U == m*n/2 for asymptotic case tested in test_gh_2118
- # The reason it's tricky for the asymptotic test has to do with
- # continuity correction.
- cases_scalar = [[{"alternative": 'two-sided', "method": "asymptotic"},
- (0, 1)],
- [{"alternative": 'less', "method": "asymptotic"},
- (0, 0.5)],
- [{"alternative": 'greater', "method": "asymptotic"},
- (0, 0.977249868052)],
- [{"alternative": 'two-sided', "method": "exact"}, (0, 1)],
- [{"alternative": 'less', "method": "exact"}, (0, 0.5)],
- [{"alternative": 'greater', "method": "exact"}, (0, 1)]]
- @pytest.mark.parametrize(("kwds", "result"), cases_scalar)
- def test_scalar_data(self, kwds, result):
- # just making sure scalars work
- assert_allclose(mannwhitneyu(1, 2, **kwds), result)
- def test_equal_scalar_data(self):
- # when two scalars are equal, there is an -0.5/0 in the asymptotic
- # approximation. R gives pvalue=1.0 for alternatives 'less' and
- # 'greater' but NA for 'two-sided'. I don't see why, so I don't
- # see a need for a special case to match that behavior.
- assert_equal(mannwhitneyu(1, 1, method="exact"), (0.5, 1))
- assert_equal(mannwhitneyu(1, 1, method="asymptotic"), (0.5, 1))
- # without continuity correction, this becomes 0/0, which really
- # is undefined
- assert_equal(mannwhitneyu(1, 1, method="asymptotic",
- use_continuity=False), (0.5, np.nan))
- # --- Test Enhancements / Bug Reports ---
- @pytest.mark.parametrize("method", ["asymptotic", "exact"])
- def test_gh_12837_11113(self, method):
- # Test that behavior for broadcastable nd arrays is appropriate:
- # output shape is correct and all values are equal to when the test
- # is performed on one pair of samples at a time.
- # Tests that gh-12837 and gh-11113 (requests for n-d input)
- # are resolved
- np.random.seed(0)
- # arrays are broadcastable except for axis = -3
- axis = -3
- m, n = 7, 10 # sample sizes
- x = np.random.rand(m, 3, 8)
- y = np.random.rand(6, n, 1, 8) + 0.1
- res = mannwhitneyu(x, y, method=method, axis=axis)
- shape = (6, 3, 8) # appropriate shape of outputs, given inputs
- assert res.pvalue.shape == shape
- assert res.statistic.shape == shape
- # move axis of test to end for simplicity
- x, y = np.moveaxis(x, axis, -1), np.moveaxis(y, axis, -1)
- x = x[None, ...] # give x a zeroth dimension
- assert x.ndim == y.ndim
- x = np.broadcast_to(x, shape + (m,))
- y = np.broadcast_to(y, shape + (n,))
- assert x.shape[:-1] == shape
- assert y.shape[:-1] == shape
- # loop over pairs of samples
- statistics = np.zeros(shape)
- pvalues = np.zeros(shape)
- for indices in product(*[range(i) for i in shape]):
- xi = x[indices]
- yi = y[indices]
- temp = mannwhitneyu(xi, yi, method=method)
- statistics[indices] = temp.statistic
- pvalues[indices] = temp.pvalue
- np.testing.assert_equal(res.pvalue, pvalues)
- np.testing.assert_equal(res.statistic, statistics)
- def test_gh_11355(self):
- # Test for correct behavior with NaN/Inf in input
- x = [1, 2, 3, 4]
- y = [3, 6, 7, 8, 9, 3, 2, 1, 4, 4, 5]
- res1 = mannwhitneyu(x, y)
- # Inf is not a problem. This is a rank test, and it's the largest value
- y[4] = np.inf
- res2 = mannwhitneyu(x, y)
- assert_equal(res1.statistic, res2.statistic)
- assert_equal(res1.pvalue, res2.pvalue)
- # NaNs should propagate by default.
- y[4] = np.nan
- res3 = mannwhitneyu(x, y)
- assert_equal(res3.statistic, np.nan)
- assert_equal(res3.pvalue, np.nan)
- cases_11355 = [([1, 2, 3, 4],
- [3, 6, 7, 8, np.inf, 3, 2, 1, 4, 4, 5],
- 10, 0.1297704873477),
- ([1, 2, 3, 4],
- [3, 6, 7, 8, np.inf, np.inf, 2, 1, 4, 4, 5],
- 8.5, 0.08735617507695),
- ([1, 2, np.inf, 4],
- [3, 6, 7, 8, np.inf, 3, 2, 1, 4, 4, 5],
- 17.5, 0.5988856695752),
- ([1, 2, np.inf, 4],
- [3, 6, 7, 8, np.inf, np.inf, 2, 1, 4, 4, 5],
- 16, 0.4687165824462),
- ([1, np.inf, np.inf, 4],
- [3, 6, 7, 8, np.inf, np.inf, 2, 1, 4, 4, 5],
- 24.5, 0.7912517950119)]
- @pytest.mark.parametrize(("x", "y", "statistic", "pvalue"), cases_11355)
- def test_gh_11355b(self, x, y, statistic, pvalue):
- # Test for correct behavior with NaN/Inf in input
- res = mannwhitneyu(x, y, method='asymptotic')
- assert_allclose(res.statistic, statistic, atol=1e-12)
- assert_allclose(res.pvalue, pvalue, atol=1e-12)
- cases_9184 = [[True, "less", "asymptotic", 0.900775348204],
- [True, "greater", "asymptotic", 0.1223118025635],
- [True, "two-sided", "asymptotic", 0.244623605127],
- [False, "less", "asymptotic", 0.8896643190401],
- [False, "greater", "asymptotic", 0.1103356809599],
- [False, "two-sided", "asymptotic", 0.2206713619198],
- [True, "less", "exact", 0.8967698967699],
- [True, "greater", "exact", 0.1272061272061],
- [True, "two-sided", "exact", 0.2544122544123]]
- @pytest.mark.parametrize(("use_continuity", "alternative",
- "method", "pvalue_exp"), cases_9184)
- def test_gh_9184(self, use_continuity, alternative, method, pvalue_exp):
- # gh-9184 might be considered a doc-only bug. Please see the
- # documentation to confirm that mannwhitneyu correctly notes
- # that the output statistic is that of the first sample (x). In any
- # case, check the case provided there against output from R.
- # R code:
- # options(digits=16)
- # x <- c(0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46)
- # y <- c(1.15, 0.88, 0.90, 0.74, 1.21)
- # wilcox.test(x, y, alternative = "less", exact = FALSE)
- # wilcox.test(x, y, alternative = "greater", exact = FALSE)
- # wilcox.test(x, y, alternative = "two.sided", exact = FALSE)
- # wilcox.test(x, y, alternative = "less", exact = FALSE,
- # correct=FALSE)
- # wilcox.test(x, y, alternative = "greater", exact = FALSE,
- # correct=FALSE)
- # wilcox.test(x, y, alternative = "two.sided", exact = FALSE,
- # correct=FALSE)
- # wilcox.test(x, y, alternative = "less", exact = TRUE)
- # wilcox.test(x, y, alternative = "greater", exact = TRUE)
- # wilcox.test(x, y, alternative = "two.sided", exact = TRUE)
- statistic_exp = 35
- x = (0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46)
- y = (1.15, 0.88, 0.90, 0.74, 1.21)
- res = mannwhitneyu(x, y, use_continuity=use_continuity,
- alternative=alternative, method=method)
- assert_equal(res.statistic, statistic_exp)
- assert_allclose(res.pvalue, pvalue_exp)
- def test_gh_6897(self):
- # Test for correct behavior with empty input
- with assert_raises(ValueError, match="`x` and `y` must be of nonzero"):
- mannwhitneyu([], [])
- def test_gh_4067(self):
- # Test for correct behavior with all NaN input - default is propagate
- a = np.array([np.nan, np.nan, np.nan, np.nan, np.nan])
- b = np.array([np.nan, np.nan, np.nan, np.nan, np.nan])
- res = mannwhitneyu(a, b)
- assert_equal(res.statistic, np.nan)
- assert_equal(res.pvalue, np.nan)
- # All cases checked against R wilcox.test, e.g.
- # options(digits=16)
- # x = c(1, 2, 3)
- # y = c(1.5, 2.5)
- # wilcox.test(x, y, exact=FALSE, alternative='less')
- cases_2118 = [[[1, 2, 3], [1.5, 2.5], "greater", (3, 0.6135850036578)],
- [[1, 2, 3], [1.5, 2.5], "less", (3, 0.6135850036578)],
- [[1, 2, 3], [1.5, 2.5], "two-sided", (3, 1.0)],
- [[1, 2, 3], [2], "greater", (1.5, 0.681324055883)],
- [[1, 2, 3], [2], "less", (1.5, 0.681324055883)],
- [[1, 2, 3], [2], "two-sided", (1.5, 1)],
- [[1, 2], [1, 2], "greater", (2, 0.667497228949)],
- [[1, 2], [1, 2], "less", (2, 0.667497228949)],
- [[1, 2], [1, 2], "two-sided", (2, 1)]]
- @pytest.mark.parametrize(["x", "y", "alternative", "expected"], cases_2118)
- def test_gh_2118(self, x, y, alternative, expected):
- # test cases in which U == m*n/2 when method is asymptotic
- # applying continuity correction could result in p-value > 1
- res = mannwhitneyu(x, y, use_continuity=True, alternative=alternative,
- method="asymptotic")
- assert_allclose(res, expected, rtol=1e-12)
- def teardown_method(self):
- _mwu_state._recursive = None
- class TestMannWhitneyU_iterative(TestMannWhitneyU):
- def setup_method(self):
- _mwu_state._recursive = False
- def teardown_method(self):
- _mwu_state._recursive = None
- @pytest.mark.xslow
- def test_mann_whitney_u_switch():
- # Check that mannwhiteneyu switches between recursive and iterative
- # implementations at n = 500
- # ensure that recursion is not enforced
- _mwu_state._recursive = None
- _mwu_state._fmnks = -np.ones((1, 1, 1))
- rng = np.random.default_rng(9546146887652)
- x = rng.random(5)
- # use iterative algorithm because n > 500
- y = rng.random(501)
- stats.mannwhitneyu(x, y, method='exact')
- # iterative algorithm doesn't modify _mwu_state._fmnks
- assert np.all(_mwu_state._fmnks == -1)
- # use recursive algorithm because n <= 500
- y = rng.random(500)
- stats.mannwhitneyu(x, y, method='exact')
- # recursive algorithm has modified _mwu_state._fmnks
- assert not np.all(_mwu_state._fmnks == -1)
- class TestSomersD(_TestPythranFunc):
- def setup_method(self):
- self.dtypes = self.ALL_INTEGER + self.ALL_FLOAT
- self.arguments = {0: (np.arange(10),
- self.ALL_INTEGER + self.ALL_FLOAT),
- 1: (np.arange(10),
- self.ALL_INTEGER + self.ALL_FLOAT)}
- input_array = [self.arguments[idx][0] for idx in self.arguments]
- # In this case, self.partialfunc can simply be stats.somersd,
- # since `alternative` is an optional argument. If it is required,
- # we can use functools.partial to freeze the value, because
- # we only mainly test various array inputs, not str, etc.
- self.partialfunc = functools.partial(stats.somersd,
- alternative='two-sided')
- self.expected = self.partialfunc(*input_array)
- def pythranfunc(self, *args):
- res = self.partialfunc(*args)
- assert_allclose(res.statistic, self.expected.statistic, atol=1e-15)
- assert_allclose(res.pvalue, self.expected.pvalue, atol=1e-15)
- def test_pythranfunc_keywords(self):
- # Not specifying the optional keyword args
- table = [[27, 25, 14, 7, 0], [7, 14, 18, 35, 12], [1, 3, 2, 7, 17]]
- res1 = stats.somersd(table)
- # Specifying the optional keyword args with default value
- optional_args = self.get_optional_args(stats.somersd)
- res2 = stats.somersd(table, **optional_args)
- # Check if the results are the same in two cases
- assert_allclose(res1.statistic, res2.statistic, atol=1e-15)
- assert_allclose(res1.pvalue, res2.pvalue, atol=1e-15)
- def test_like_kendalltau(self):
- # All tests correspond with one in test_stats.py `test_kendalltau`
- # 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 result from SAS FREQ:
- expected = (0.000000000000000, 1.000000000000000)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # 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 result from SAS FREQ:
- expected = (0.000000000000000, 1.000000000000000)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # 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 result from SAS FREQ:
- expected = (-0.142857142857140, 0.630326953157670)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # simple case without ties
- x = np.arange(10)
- y = np.arange(10)
- # Cross-check with result from SAS FREQ:
- # SAS p value is not provided.
- expected = (1.000000000000000, 0)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # swap a couple values and a couple more
- x = np.arange(10)
- y = np.array([0, 2, 1, 3, 4, 6, 5, 7, 8, 9])
- # Cross-check with result from SAS FREQ:
- expected = (0.911111111111110, 0.000000000000000)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # same in opposite direction
- x = np.arange(10)
- y = np.arange(10)[::-1]
- # Cross-check with result from SAS FREQ:
- # SAS p value is not provided.
- expected = (-1.000000000000000, 0)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # swap a couple values and a couple more
- x = np.arange(10)
- y = np.array([9, 7, 8, 6, 5, 3, 4, 2, 1, 0])
- # Cross-check with result from SAS FREQ:
- expected = (-0.9111111111111111, 0.000000000000000)
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # with some ties
- x1 = [12, 2, 1, 12, 2]
- x2 = [1, 4, 7, 1, 0]
- # Cross-check with result from SAS FREQ:
- expected = (-0.500000000000000, 0.304901788178780)
- res = stats.somersd(x1, x2)
- assert_allclose(res.statistic, expected[0], atol=1e-15)
- assert_allclose(res.pvalue, expected[1], atol=1e-15)
- # with only ties in one or both inputs
- # SAS will not produce an output for these:
- # NOTE: No statistics are computed for x * y because x has fewer
- # than 2 nonmissing levels.
- # WARNING: No OUTPUT data set is produced for this table because a
- # row or column variable has fewer than 2 nonmissing levels and no
- # statistics are computed.
- res = stats.somersd([2, 2, 2], [2, 2, 2])
- assert_allclose(res.statistic, np.nan)
- assert_allclose(res.pvalue, np.nan)
- res = stats.somersd([2, 0, 2], [2, 2, 2])
- assert_allclose(res.statistic, np.nan)
- assert_allclose(res.pvalue, np.nan)
- res = stats.somersd([2, 2, 2], [2, 0, 2])
- assert_allclose(res.statistic, np.nan)
- assert_allclose(res.pvalue, np.nan)
- res = stats.somersd([0], [0])
- assert_allclose(res.statistic, np.nan)
- assert_allclose(res.pvalue, np.nan)
- # empty arrays provided as input
- res = stats.somersd([], [])
- assert_allclose(res.statistic, np.nan)
- assert_allclose(res.pvalue, np.nan)
- # test unequal length inputs
- x = np.arange(10.)
- y = np.arange(20.)
- assert_raises(ValueError, stats.somersd, x, y)
- def test_asymmetry(self):
- # test that somersd is asymmetric w.r.t. input order and that
- # convention is as described: first input is row variable & independent
- # data is from Wikipedia:
- # https://en.wikipedia.org/wiki/Somers%27_D
- # but currently that example contradicts itself - it says X is
- # independent yet take D_XY
- x = [1, 1, 1, 2, 2, 2, 2, 2, 3, 3, 1, 2,
- 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3]
- y = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 2,
- 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2]
- # Cross-check with result from SAS FREQ:
- d_cr = 0.272727272727270
- d_rc = 0.342857142857140
- p = 0.092891940883700 # same p-value for either direction
- res = stats.somersd(x, y)
- assert_allclose(res.statistic, d_cr, atol=1e-15)
- assert_allclose(res.pvalue, p, atol=1e-4)
- assert_equal(res.table.shape, (3, 2))
- res = stats.somersd(y, x)
- assert_allclose(res.statistic, d_rc, atol=1e-15)
- assert_allclose(res.pvalue, p, atol=1e-15)
- assert_equal(res.table.shape, (2, 3))
- def test_somers_original(self):
- # test against Somers' original paper [1]
- # Table 5A
- # Somers' convention was column IV
- table = np.array([[8, 2], [6, 5], [3, 4], [1, 3], [2, 3]])
- # Our convention (and that of SAS FREQ) is row IV
- table = table.T
- dyx = 129/340
- assert_allclose(stats.somersd(table).statistic, dyx)
- # table 7A - d_yx = 1
- table = np.array([[25, 0], [85, 0], [0, 30]])
- dxy, dyx = 3300/5425, 3300/3300
- assert_allclose(stats.somersd(table).statistic, dxy)
- assert_allclose(stats.somersd(table.T).statistic, dyx)
- # table 7B - d_yx < 0
- table = np.array([[25, 0], [0, 30], [85, 0]])
- dyx = -1800/3300
- assert_allclose(stats.somersd(table.T).statistic, dyx)
- def test_contingency_table_with_zero_rows_cols(self):
- # test that zero rows/cols in contingency table don't affect result
- N = 100
- shape = 4, 6
- size = np.prod(shape)
- np.random.seed(0)
- s = stats.multinomial.rvs(N, p=np.ones(size)/size).reshape(shape)
- res = stats.somersd(s)
- s2 = np.insert(s, 2, np.zeros(shape[1]), axis=0)
- res2 = stats.somersd(s2)
- s3 = np.insert(s, 2, np.zeros(shape[0]), axis=1)
- res3 = stats.somersd(s3)
- s4 = np.insert(s2, 2, np.zeros(shape[0]+1), axis=1)
- res4 = stats.somersd(s4)
- # Cross-check with result from SAS FREQ:
- assert_allclose(res.statistic, -0.116981132075470, atol=1e-15)
- assert_allclose(res.statistic, res2.statistic)
- assert_allclose(res.statistic, res3.statistic)
- assert_allclose(res.statistic, res4.statistic)
- assert_allclose(res.pvalue, 0.156376448188150, atol=1e-15)
- assert_allclose(res.pvalue, res2.pvalue)
- assert_allclose(res.pvalue, res3.pvalue)
- assert_allclose(res.pvalue, res4.pvalue)
- def test_invalid_contingency_tables(self):
- N = 100
- shape = 4, 6
- size = np.prod(shape)
- np.random.seed(0)
- # start with a valid contingency table
- s = stats.multinomial.rvs(N, p=np.ones(size)/size).reshape(shape)
- s5 = s - 2
- message = "All elements of the contingency table must be non-negative"
- with assert_raises(ValueError, match=message):
- stats.somersd(s5)
- s6 = s + 0.01
- message = "All elements of the contingency table must be integer"
- with assert_raises(ValueError, match=message):
- stats.somersd(s6)
- message = ("At least two elements of the contingency "
- "table must be nonzero.")
- with assert_raises(ValueError, match=message):
- stats.somersd([[]])
- with assert_raises(ValueError, match=message):
- stats.somersd([[1]])
- s7 = np.zeros((3, 3))
- with assert_raises(ValueError, match=message):
- stats.somersd(s7)
- s7[0, 1] = 1
- with assert_raises(ValueError, match=message):
- stats.somersd(s7)
- def test_only_ranks_matter(self):
- # only ranks of input data should matter
- x = [1, 2, 3]
- x2 = [-1, 2.1, np.inf]
- y = [3, 2, 1]
- y2 = [0, -0.5, -np.inf]
- res = stats.somersd(x, y)
- res2 = stats.somersd(x2, y2)
- assert_equal(res.statistic, res2.statistic)
- assert_equal(res.pvalue, res2.pvalue)
- def test_contingency_table_return(self):
- # check that contingency table is returned
- x = np.arange(10)
- y = np.arange(10)
- res = stats.somersd(x, y)
- assert_equal(res.table, np.eye(10))
- def test_somersd_alternative(self):
- # Test alternative parameter, asymptotic method (due to tie)
- # Based on scipy.stats.test_stats.TestCorrSpearman2::test_alternative
- x1 = [1, 2, 3, 4, 5]
- x2 = [5, 6, 7, 8, 7]
- # strong positive correlation
- expected = stats.somersd(x1, x2, alternative="two-sided")
- assert expected.statistic > 0
- # rank correlation > 0 -> large "less" p-value
- res = stats.somersd(x1, x2, alternative="less")
- assert_equal(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, 1 - (expected.pvalue / 2))
- # rank correlation > 0 -> small "greater" p-value
- res = stats.somersd(x1, x2, alternative="greater")
- assert_equal(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue / 2)
- # reverse the direction of rank correlation
- x2.reverse()
- # strong negative correlation
- expected = stats.somersd(x1, x2, alternative="two-sided")
- assert expected.statistic < 0
- # rank correlation < 0 -> large "greater" p-value
- res = stats.somersd(x1, x2, alternative="greater")
- assert_equal(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, 1 - (expected.pvalue / 2))
- # rank correlation < 0 -> small "less" p-value
- res = stats.somersd(x1, x2, alternative="less")
- assert_equal(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue / 2)
- with pytest.raises(ValueError, match="alternative must be 'less'..."):
- stats.somersd(x1, x2, alternative="ekki-ekki")
- @pytest.mark.parametrize("positive_correlation", (False, True))
- def test_somersd_perfect_correlation(self, positive_correlation):
- # Before the addition of `alternative`, perfect correlation was
- # treated as a special case. Now it is treated like any other case, but
- # make sure there are no divide by zero warnings or associated errors
- x1 = np.arange(10)
- x2 = x1 if positive_correlation else np.flip(x1)
- expected_statistic = 1 if positive_correlation else -1
- # perfect correlation -> small "two-sided" p-value (0)
- res = stats.somersd(x1, x2, alternative="two-sided")
- assert res.statistic == expected_statistic
- assert res.pvalue == 0
- # rank correlation > 0 -> large "less" p-value (1)
- res = stats.somersd(x1, x2, alternative="less")
- assert res.statistic == expected_statistic
- assert res.pvalue == (1 if positive_correlation else 0)
- # rank correlation > 0 -> small "greater" p-value (0)
- res = stats.somersd(x1, x2, alternative="greater")
- assert res.statistic == expected_statistic
- assert res.pvalue == (0 if positive_correlation else 1)
- class TestBarnardExact:
- """Some tests to show that barnard_exact() works correctly."""
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[43, 40], [10, 39]], (3.555406779643, 0.000362832367)),
- ([[100, 2], [1000, 5]], (-1.776382925679, 0.135126970878)),
- ([[2, 7], [8, 2]], (-2.518474945157, 0.019210815430)),
- ([[5, 1], [10, 10]], (1.449486150679, 0.156277546306)),
- ([[5, 15], [20, 20]], (-1.851640199545, 0.066363501421)),
- ([[5, 16], [20, 25]], (-1.609639949352, 0.116984852192)),
- ([[10, 5], [10, 1]], (-1.449486150679, 0.177536588915)),
- ([[5, 0], [1, 4]], (2.581988897472, 0.013671875000)),
- ([[0, 1], [3, 2]], (-1.095445115010, 0.509667991877)),
- ([[0, 2], [6, 4]], (-1.549193338483, 0.197019618792)),
- ([[2, 7], [8, 2]], (-2.518474945157, 0.019210815430)),
- ],
- )
- def test_precise(self, input_sample, expected):
- """The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-6 :
- ```R
- library(Barnard)
- options(digits=10)
- barnard.test(43, 40, 10, 39, dp=1e-6, pooled=TRUE)
- ```
- """
- res = barnard_exact(input_sample)
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose([statistic, pvalue], expected)
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[43, 40], [10, 39]], (3.920362887717, 0.000289470662)),
- ([[100, 2], [1000, 5]], (-1.139432816087, 0.950272080594)),
- ([[2, 7], [8, 2]], (-3.079373904042, 0.020172119141)),
- ([[5, 1], [10, 10]], (1.622375939458, 0.150599922226)),
- ([[5, 15], [20, 20]], (-1.974771239528, 0.063038448651)),
- ([[5, 16], [20, 25]], (-1.722122973346, 0.133329494287)),
- ([[10, 5], [10, 1]], (-1.765469659009, 0.250566655215)),
- ([[5, 0], [1, 4]], (5.477225575052, 0.007812500000)),
- ([[0, 1], [3, 2]], (-1.224744871392, 0.509667991877)),
- ([[0, 2], [6, 4]], (-1.732050807569, 0.197019618792)),
- ([[2, 7], [8, 2]], (-3.079373904042, 0.020172119141)),
- ],
- )
- def test_pooled_param(self, input_sample, expected):
- """The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-6 :
- ```R
- library(Barnard)
- options(digits=10)
- barnard.test(43, 40, 10, 39, dp=1e-6, pooled=FALSE)
- ```
- """
- res = barnard_exact(input_sample, pooled=False)
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose([statistic, pvalue], expected)
- def test_raises(self):
- # test we raise an error for wrong input number of nuisances.
- error_msg = (
- "Number of points `n` must be strictly positive, found 0"
- )
- with assert_raises(ValueError, match=error_msg):
- barnard_exact([[1, 2], [3, 4]], n=0)
- # test we raise an error for wrong shape of input.
- error_msg = "The input `table` must be of shape \\(2, 2\\)."
- with assert_raises(ValueError, match=error_msg):
- barnard_exact(np.arange(6).reshape(2, 3))
- # Test all values must be positives
- error_msg = "All values in `table` must be nonnegative."
- with assert_raises(ValueError, match=error_msg):
- barnard_exact([[-1, 2], [3, 4]])
- # Test value error on wrong alternative param
- error_msg = (
- "`alternative` should be one of {'two-sided', 'less', 'greater'},"
- " found .*"
- )
- with assert_raises(ValueError, match=error_msg):
- barnard_exact([[1, 2], [3, 4]], "not-correct")
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[0, 0], [4, 3]], (1.0, 0)),
- ],
- )
- def test_edge_cases(self, input_sample, expected):
- res = barnard_exact(input_sample)
- statistic, pvalue = res.statistic, res.pvalue
- assert_equal(pvalue, expected[0])
- assert_equal(statistic, expected[1])
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[0, 5], [0, 10]], (1.0, np.nan)),
- ([[5, 0], [10, 0]], (1.0, np.nan)),
- ],
- )
- def test_row_or_col_zero(self, input_sample, expected):
- res = barnard_exact(input_sample)
- statistic, pvalue = res.statistic, res.pvalue
- assert_equal(pvalue, expected[0])
- assert_equal(statistic, expected[1])
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[2, 7], [8, 2]], (-2.518474945157, 0.009886140845)),
- ([[7, 200], [300, 8]], (-21.320036698460, 0.0)),
- ([[21, 28], [1957, 6]], (-30.489638143953, 0.0)),
- ],
- )
- @pytest.mark.parametrize("alternative", ["greater", "less"])
- def test_less_greater(self, input_sample, expected, alternative):
- """
- "The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-6 :
- ```R
- library(Barnard)
- options(digits=10)
- a = barnard.test(2, 7, 8, 2, dp=1e-6, pooled=TRUE)
- a$p.value[1]
- ```
- In this test, we are using the "one-sided" return value `a$p.value[1]`
- to test our pvalue.
- """
- expected_stat, less_pvalue_expect = expected
- if alternative == "greater":
- input_sample = np.array(input_sample)[:, ::-1]
- expected_stat = -expected_stat
- res = barnard_exact(input_sample, alternative=alternative)
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose(
- [statistic, pvalue], [expected_stat, less_pvalue_expect], atol=1e-7
- )
- class TestBoschlooExact:
- """Some tests to show that boschloo_exact() works correctly."""
- ATOL = 1e-7
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[2, 7], [8, 2]], (0.01852173, 0.009886142)),
- ([[5, 1], [10, 10]], (0.9782609, 0.9450994)),
- ([[5, 16], [20, 25]], (0.08913823, 0.05827348)),
- ([[10, 5], [10, 1]], (0.1652174, 0.08565611)),
- ([[5, 0], [1, 4]], (1, 1)),
- ([[0, 1], [3, 2]], (0.5, 0.34375)),
- ([[2, 7], [8, 2]], (0.01852173, 0.009886142)),
- ([[7, 12], [8, 3]], (0.06406797, 0.03410916)),
- ([[10, 24], [25, 37]], (0.2009359, 0.1512882)),
- ],
- )
- def test_less(self, input_sample, expected):
- """The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-8 :
- ```R
- library(Exact)
- options(digits=10)
- data <- matrix(c(43, 10, 40, 39), 2, 2, byrow=TRUE)
- a = exact.test(data, method="Boschloo", alternative="less",
- tsmethod="central", np.interval=TRUE, beta=1e-8)
- ```
- """
- res = boschloo_exact(input_sample, alternative="less")
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose([statistic, pvalue], expected, atol=self.ATOL)
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[43, 40], [10, 39]], (0.0002875544, 0.0001615562)),
- ([[2, 7], [8, 2]], (0.9990149, 0.9918327)),
- ([[5, 1], [10, 10]], (0.1652174, 0.09008534)),
- ([[5, 15], [20, 20]], (0.9849087, 0.9706997)),
- ([[5, 16], [20, 25]], (0.972349, 0.9524124)),
- ([[5, 0], [1, 4]], (0.02380952, 0.006865367)),
- ([[0, 1], [3, 2]], (1, 1)),
- ([[0, 2], [6, 4]], (1, 1)),
- ([[2, 7], [8, 2]], (0.9990149, 0.9918327)),
- ([[7, 12], [8, 3]], (0.9895302, 0.9771215)),
- ([[10, 24], [25, 37]], (0.9012936, 0.8633275)),
- ],
- )
- def test_greater(self, input_sample, expected):
- """The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-8 :
- ```R
- library(Exact)
- options(digits=10)
- data <- matrix(c(43, 10, 40, 39), 2, 2, byrow=TRUE)
- a = exact.test(data, method="Boschloo", alternative="greater",
- tsmethod="central", np.interval=TRUE, beta=1e-8)
- ```
- """
- res = boschloo_exact(input_sample, alternative="greater")
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose([statistic, pvalue], expected, atol=self.ATOL)
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[43, 40], [10, 39]], (0.0002875544, 0.0003231115)),
- ([[2, 7], [8, 2]], (0.01852173, 0.01977228)),
- ([[5, 1], [10, 10]], (0.1652174, 0.1801707)),
- ([[5, 16], [20, 25]], (0.08913823, 0.116547)),
- ([[5, 0], [1, 4]], (0.02380952, 0.01373073)),
- ([[0, 1], [3, 2]], (0.5, 0.6875)),
- ([[2, 7], [8, 2]], (0.01852173, 0.01977228)),
- ([[7, 12], [8, 3]], (0.06406797, 0.06821831)),
- ],
- )
- def test_two_sided(self, input_sample, expected):
- """The expected values have been generated by R, using a resolution
- for the nuisance parameter of 1e-8 :
- ```R
- library(Exact)
- options(digits=10)
- data <- matrix(c(43, 10, 40, 39), 2, 2, byrow=TRUE)
- a = exact.test(data, method="Boschloo", alternative="two.sided",
- tsmethod="central", np.interval=TRUE, beta=1e-8)
- ```
- """
- res = boschloo_exact(input_sample, alternative="two-sided", n=64)
- # Need n = 64 for python 32-bit
- statistic, pvalue = res.statistic, res.pvalue
- assert_allclose([statistic, pvalue], expected, atol=self.ATOL)
- def test_raises(self):
- # test we raise an error for wrong input number of nuisances.
- error_msg = (
- "Number of points `n` must be strictly positive, found 0"
- )
- with assert_raises(ValueError, match=error_msg):
- boschloo_exact([[1, 2], [3, 4]], n=0)
- # test we raise an error for wrong shape of input.
- error_msg = "The input `table` must be of shape \\(2, 2\\)."
- with assert_raises(ValueError, match=error_msg):
- boschloo_exact(np.arange(6).reshape(2, 3))
- # Test all values must be positives
- error_msg = "All values in `table` must be nonnegative."
- with assert_raises(ValueError, match=error_msg):
- boschloo_exact([[-1, 2], [3, 4]])
- # Test value error on wrong alternative param
- error_msg = (
- r"`alternative` should be one of \('two-sided', 'less', "
- r"'greater'\), found .*"
- )
- with assert_raises(ValueError, match=error_msg):
- boschloo_exact([[1, 2], [3, 4]], "not-correct")
- @pytest.mark.parametrize(
- "input_sample,expected",
- [
- ([[0, 5], [0, 10]], (np.nan, np.nan)),
- ([[5, 0], [10, 0]], (np.nan, np.nan)),
- ],
- )
- def test_row_or_col_zero(self, input_sample, expected):
- res = boschloo_exact(input_sample)
- statistic, pvalue = res.statistic, res.pvalue
- assert_equal(pvalue, expected[0])
- assert_equal(statistic, expected[1])
- def test_two_sided_gt_1(self):
- # Check that returned p-value does not exceed 1 even when twice
- # the minimum of the one-sided p-values does. See gh-15345.
- tbl = [[1, 1], [13, 12]]
- pl = boschloo_exact(tbl, alternative='less').pvalue
- pg = boschloo_exact(tbl, alternative='greater').pvalue
- assert 2*min(pl, pg) > 1
- pt = boschloo_exact(tbl, alternative='two-sided').pvalue
- assert pt == 1.0
- @pytest.mark.parametrize("alternative", ("less", "greater"))
- def test_against_fisher_exact(self, alternative):
- # Check that the statistic of `boschloo_exact` is the same as the
- # p-value of `fisher_exact` (for one-sided tests). See gh-15345.
- tbl = [[2, 7], [8, 2]]
- boschloo_stat = boschloo_exact(tbl, alternative=alternative).statistic
- fisher_p = stats.fisher_exact(tbl, alternative=alternative)[1]
- assert_allclose(boschloo_stat, fisher_p)
- class TestCvm_2samp:
- def test_invalid_input(self):
- x = np.arange(10).reshape((2, 5))
- y = np.arange(5)
- msg = 'The samples must be one-dimensional'
- with pytest.raises(ValueError, match=msg):
- cramervonmises_2samp(x, y)
- with pytest.raises(ValueError, match=msg):
- cramervonmises_2samp(y, x)
- msg = 'x and y must contain at least two observations.'
- with pytest.raises(ValueError, match=msg):
- cramervonmises_2samp([], y)
- with pytest.raises(ValueError, match=msg):
- cramervonmises_2samp(y, [1])
- msg = 'method must be either auto, exact or asymptotic'
- with pytest.raises(ValueError, match=msg):
- cramervonmises_2samp(y, y, 'xyz')
- def test_list_input(self):
- x = [2, 3, 4, 7, 6]
- y = [0.2, 0.7, 12, 18]
- r1 = cramervonmises_2samp(x, y)
- r2 = cramervonmises_2samp(np.array(x), np.array(y))
- assert_equal((r1.statistic, r1.pvalue), (r2.statistic, r2.pvalue))
- def test_example_conover(self):
- # Example 2 in Section 6.2 of W.J. Conover: Practical Nonparametric
- # Statistics, 1971.
- x = [7.6, 8.4, 8.6, 8.7, 9.3, 9.9, 10.1, 10.6, 11.2]
- y = [5.2, 5.7, 5.9, 6.5, 6.8, 8.2, 9.1, 9.8, 10.8, 11.3, 11.5, 12.3,
- 12.5, 13.4, 14.6]
- r = cramervonmises_2samp(x, y)
- assert_allclose(r.statistic, 0.262, atol=1e-3)
- assert_allclose(r.pvalue, 0.18, atol=1e-2)
- @pytest.mark.parametrize('statistic, m, n, pval',
- [(710, 5, 6, 48./462),
- (1897, 7, 7, 117./1716),
- (576, 4, 6, 2./210),
- (1764, 6, 7, 2./1716)])
- def test_exact_pvalue(self, statistic, m, n, pval):
- # the exact values are taken from Anderson: On the distribution of the
- # two-sample Cramer-von-Mises criterion, 1962.
- # The values are taken from Table 2, 3, 4 and 5
- assert_equal(_pval_cvm_2samp_exact(statistic, m, n), pval)
- def test_large_sample(self):
- # for large samples, the statistic U gets very large
- # do a sanity check that p-value is not 0, 1 or nan
- np.random.seed(4367)
- x = distributions.norm.rvs(size=1000000)
- y = distributions.norm.rvs(size=900000)
- r = cramervonmises_2samp(x, y)
- assert_(0 < r.pvalue < 1)
- r = cramervonmises_2samp(x, y+0.1)
- assert_(0 < r.pvalue < 1)
- def test_exact_vs_asymptotic(self):
- np.random.seed(0)
- x = np.random.rand(7)
- y = np.random.rand(8)
- r1 = cramervonmises_2samp(x, y, method='exact')
- r2 = cramervonmises_2samp(x, y, method='asymptotic')
- assert_equal(r1.statistic, r2.statistic)
- assert_allclose(r1.pvalue, r2.pvalue, atol=1e-2)
- def test_method_auto(self):
- x = np.arange(20)
- y = [0.5, 4.7, 13.1]
- r1 = cramervonmises_2samp(x, y, method='exact')
- r2 = cramervonmises_2samp(x, y, method='auto')
- assert_equal(r1.pvalue, r2.pvalue)
- # switch to asymptotic if one sample has more than 20 observations
- x = np.arange(21)
- r1 = cramervonmises_2samp(x, y, method='asymptotic')
- r2 = cramervonmises_2samp(x, y, method='auto')
- assert_equal(r1.pvalue, r2.pvalue)
- def test_same_input(self):
- # make sure trivial edge case can be handled
- # note that _cdf_cvm_inf(0) = nan. implementation avoids nan by
- # returning pvalue=1 for very small values of the statistic
- x = np.arange(15)
- res = cramervonmises_2samp(x, x)
- assert_equal((res.statistic, res.pvalue), (0.0, 1.0))
- # check exact p-value
- res = cramervonmises_2samp(x[:4], x[:4])
- assert_equal((res.statistic, res.pvalue), (0.0, 1.0))
- class TestTukeyHSD:
- data_same_size = ([24.5, 23.5, 26.4, 27.1, 29.9],
- [28.4, 34.2, 29.5, 32.2, 30.1],
- [26.1, 28.3, 24.3, 26.2, 27.8])
- data_diff_size = ([24.5, 23.5, 26.28, 26.4, 27.1, 29.9, 30.1, 30.1],
- [28.4, 34.2, 29.5, 32.2, 30.1],
- [26.1, 28.3, 24.3, 26.2, 27.8])
- extreme_size = ([24.5, 23.5, 26.4],
- [28.4, 34.2, 29.5, 32.2, 30.1, 28.4, 34.2, 29.5, 32.2,
- 30.1],
- [26.1, 28.3, 24.3, 26.2, 27.8])
- sas_same_size = """
- Comparison LowerCL Difference UpperCL Significance
- 2 - 3 0.6908830568 4.34 7.989116943 1
- 2 - 1 0.9508830568 4.6 8.249116943 1
- 3 - 2 -7.989116943 -4.34 -0.6908830568 1
- 3 - 1 -3.389116943 0.26 3.909116943 0
- 1 - 2 -8.249116943 -4.6 -0.9508830568 1
- 1 - 3 -3.909116943 -0.26 3.389116943 0
- """
- sas_diff_size = """
- Comparison LowerCL Difference UpperCL Significance
- 2 - 1 0.2679292645 3.645 7.022070736 1
- 2 - 3 0.5934764007 4.34 8.086523599 1
- 1 - 2 -7.022070736 -3.645 -0.2679292645 1
- 1 - 3 -2.682070736 0.695 4.072070736 0
- 3 - 2 -8.086523599 -4.34 -0.5934764007 1
- 3 - 1 -4.072070736 -0.695 2.682070736 0
- """
- sas_extreme = """
- Comparison LowerCL Difference UpperCL Significance
- 2 - 3 1.561605075 4.34 7.118394925 1
- 2 - 1 2.740784879 6.08 9.419215121 1
- 3 - 2 -7.118394925 -4.34 -1.561605075 1
- 3 - 1 -1.964526566 1.74 5.444526566 0
- 1 - 2 -9.419215121 -6.08 -2.740784879 1
- 1 - 3 -5.444526566 -1.74 1.964526566 0
- """
- @pytest.mark.parametrize("data,res_expect_str,atol",
- ((data_same_size, sas_same_size, 1e-4),
- (data_diff_size, sas_diff_size, 1e-4),
- (extreme_size, sas_extreme, 1e-10),
- ),
- ids=["equal size sample",
- "unequal sample size",
- "extreme sample size differences"])
- def test_compare_sas(self, data, res_expect_str, atol):
- '''
- SAS code used to generate results for each sample:
- DATA ACHE;
- INPUT BRAND RELIEF;
- CARDS;
- 1 24.5
- ...
- 3 27.8
- ;
- ods graphics on; ODS RTF;ODS LISTING CLOSE;
- PROC ANOVA DATA=ACHE;
- CLASS BRAND;
- MODEL RELIEF=BRAND;
- MEANS BRAND/TUKEY CLDIFF;
- TITLE 'COMPARE RELIEF ACROSS MEDICINES - ANOVA EXAMPLE';
- ods output CLDiffs =tc;
- proc print data=tc;
- format LowerCL 17.16 UpperCL 17.16 Difference 17.16;
- title "Output with many digits";
- RUN;
- QUIT;
- ODS RTF close;
- ODS LISTING;
- '''
- res_expect = np.asarray(res_expect_str.replace(" - ", " ").split()[5:],
- dtype=float).reshape((6, 6))
- res_tukey = stats.tukey_hsd(*data)
- conf = res_tukey.confidence_interval()
- # loop over the comparisons
- for i, j, l, s, h, sig in res_expect:
- i, j = int(i) - 1, int(j) - 1
- assert_allclose(conf.low[i, j], l, atol=atol)
- assert_allclose(res_tukey.statistic[i, j], s, atol=atol)
- assert_allclose(conf.high[i, j], h, atol=atol)
- assert_allclose((res_tukey.pvalue[i, j] <= .05), sig == 1)
- matlab_sm_siz = """
- 1 2 -8.2491590248597 -4.6 -0.9508409751403 0.0144483269098
- 1 3 -3.9091590248597 -0.26 3.3891590248597 0.9803107240900
- 2 3 0.6908409751403 4.34 7.9891590248597 0.0203311368795
- """
- matlab_diff_sz = """
- 1 2 -7.02207069748501 -3.645 -0.26792930251500 0.03371498443080
- 1 3 -2.68207069748500 0.695 4.07207069748500 0.85572267328807
- 2 3 0.59347644287720 4.34 8.08652355712281 0.02259047020620
- """
- @pytest.mark.parametrize("data,res_expect_str,atol",
- ((data_same_size, matlab_sm_siz, 1e-12),
- (data_diff_size, matlab_diff_sz, 1e-7)),
- ids=["equal size sample",
- "unequal size sample"])
- def test_compare_matlab(self, data, res_expect_str, atol):
- """
- vals = [24.5, 23.5, 26.4, 27.1, 29.9, 28.4, 34.2, 29.5, 32.2, 30.1,
- 26.1, 28.3, 24.3, 26.2, 27.8]
- names = {'zero', 'zero', 'zero', 'zero', 'zero', 'one', 'one', 'one',
- 'one', 'one', 'two', 'two', 'two', 'two', 'two'}
- [p,t,stats] = anova1(vals,names,"off");
- [c,m,h,nms] = multcompare(stats, "CType","hsd");
- """
- res_expect = np.asarray(res_expect_str.split(),
- dtype=float).reshape((3, 6))
- res_tukey = stats.tukey_hsd(*data)
- conf = res_tukey.confidence_interval()
- # loop over the comparisons
- for i, j, l, s, h, p in res_expect:
- i, j = int(i) - 1, int(j) - 1
- assert_allclose(conf.low[i, j], l, atol=atol)
- assert_allclose(res_tukey.statistic[i, j], s, atol=atol)
- assert_allclose(conf.high[i, j], h, atol=atol)
- assert_allclose(res_tukey.pvalue[i, j], p, atol=atol)
- def test_compare_r(self):
- """
- Testing against results and p-values from R:
- from: https://www.rdocumentation.org/packages/stats/versions/3.6.2/
- topics/TukeyHSD
- > require(graphics)
- > summary(fm1 <- aov(breaks ~ tension, data = warpbreaks))
- > TukeyHSD(fm1, "tension", ordered = TRUE)
- > plot(TukeyHSD(fm1, "tension"))
- Tukey multiple comparisons of means
- 95% family-wise confidence level
- factor levels have been ordered
- Fit: aov(formula = breaks ~ tension, data = warpbreaks)
- $tension
- """
- str_res = """
- diff lwr upr p adj
- 2 - 3 4.722222 -4.8376022 14.28205 0.4630831
- 1 - 3 14.722222 5.1623978 24.28205 0.0014315
- 1 - 2 10.000000 0.4401756 19.55982 0.0384598
- """
- res_expect = np.asarray(str_res.replace(" - ", " ").split()[5:],
- dtype=float).reshape((3, 6))
- data = ([26, 30, 54, 25, 70, 52, 51, 26, 67,
- 27, 14, 29, 19, 29, 31, 41, 20, 44],
- [18, 21, 29, 17, 12, 18, 35, 30, 36,
- 42, 26, 19, 16, 39, 28, 21, 39, 29],
- [36, 21, 24, 18, 10, 43, 28, 15, 26,
- 20, 21, 24, 17, 13, 15, 15, 16, 28])
- res_tukey = stats.tukey_hsd(*data)
- conf = res_tukey.confidence_interval()
- # loop over the comparisons
- for i, j, s, l, h, p in res_expect:
- i, j = int(i) - 1, int(j) - 1
- # atols are set to the number of digits present in the r result.
- assert_allclose(conf.low[i, j], l, atol=1e-7)
- assert_allclose(res_tukey.statistic[i, j], s, atol=1e-6)
- assert_allclose(conf.high[i, j], h, atol=1e-5)
- assert_allclose(res_tukey.pvalue[i, j], p, atol=1e-7)
- def test_engineering_stat_handbook(self):
- '''
- Example sourced from:
- https://www.itl.nist.gov/div898/handbook/prc/section4/prc471.htm
- '''
- group1 = [6.9, 5.4, 5.8, 4.6, 4.0]
- group2 = [8.3, 6.8, 7.8, 9.2, 6.5]
- group3 = [8.0, 10.5, 8.1, 6.9, 9.3]
- group4 = [5.8, 3.8, 6.1, 5.6, 6.2]
- res = stats.tukey_hsd(group1, group2, group3, group4)
- conf = res.confidence_interval()
- lower = np.asarray([
- [0, 0, 0, -2.25],
- [.29, 0, -2.93, .13],
- [1.13, 0, 0, .97],
- [0, 0, 0, 0]])
- upper = np.asarray([
- [0, 0, 0, 1.93],
- [4.47, 0, 1.25, 4.31],
- [5.31, 0, 0, 5.15],
- [0, 0, 0, 0]])
- for (i, j) in [(1, 0), (2, 0), (0, 3), (1, 2), (2, 3)]:
- assert_allclose(conf.low[i, j], lower[i, j], atol=1e-2)
- assert_allclose(conf.high[i, j], upper[i, j], atol=1e-2)
- def test_rand_symm(self):
- # test some expected identities of the results
- np.random.seed(1234)
- data = np.random.rand(3, 100)
- res = stats.tukey_hsd(*data)
- conf = res.confidence_interval()
- # the confidence intervals should be negated symmetric of each other
- assert_equal(conf.low, -conf.high.T)
- # the `high` and `low` center diagonals should be the same since the
- # mean difference in a self comparison is 0.
- assert_equal(np.diagonal(conf.high), conf.high[0, 0])
- assert_equal(np.diagonal(conf.low), conf.low[0, 0])
- # statistic array should be antisymmetric with zeros on the diagonal
- assert_equal(res.statistic, -res.statistic.T)
- assert_equal(np.diagonal(res.statistic), 0)
- # p-values should be symmetric and 1 when compared to itself
- assert_equal(res.pvalue, res.pvalue.T)
- assert_equal(np.diagonal(res.pvalue), 1)
- def test_no_inf(self):
- with assert_raises(ValueError, match="...must be finite."):
- stats.tukey_hsd([1, 2, 3], [2, np.inf], [6, 7, 3])
- def test_is_1d(self):
- with assert_raises(ValueError, match="...must be one-dimensional"):
- stats.tukey_hsd([[1, 2], [2, 3]], [2, 5], [5, 23, 6])
- def test_no_empty(self):
- with assert_raises(ValueError, match="...must be greater than one"):
- stats.tukey_hsd([], [2, 5], [4, 5, 6])
- @pytest.mark.parametrize("nargs", (0, 1))
- def test_not_enough_treatments(self, nargs):
- with assert_raises(ValueError, match="...more than 1 treatment."):
- stats.tukey_hsd(*([[23, 7, 3]] * nargs))
- @pytest.mark.parametrize("cl", [-.5, 0, 1, 2])
- def test_conf_level_invalid(self, cl):
- with assert_raises(ValueError, match="must be between 0 and 1"):
- r = stats.tukey_hsd([23, 7, 3], [3, 4], [9, 4])
- r.confidence_interval(cl)
- def test_2_args_ttest(self):
- # that with 2 treatments the `pvalue` is equal to that of `ttest_ind`
- res_tukey = stats.tukey_hsd(*self.data_diff_size[:2])
- res_ttest = stats.ttest_ind(*self.data_diff_size[:2])
- assert_allclose(res_ttest.pvalue, res_tukey.pvalue[0, 1])
- assert_allclose(res_ttest.pvalue, res_tukey.pvalue[1, 0])
- class TestPoissonMeansTest:
- @pytest.mark.parametrize("c1, n1, c2, n2, p_expect", (
- # example from [1], 6. Illustrative examples: Example 1
- [0, 100, 3, 100, 0.0884],
- [2, 100, 6, 100, 0.1749]
- ))
- def test_paper_examples(self, c1, n1, c2, n2, p_expect):
- res = stats.poisson_means_test(c1, n1, c2, n2)
- assert_allclose(res.pvalue, p_expect, atol=1e-4)
- @pytest.mark.parametrize("c1, n1, c2, n2, p_expect, alt, d", (
- # These test cases are produced by the wrapped fortran code from the
- # original authors. Using a slightly modified version of this fortran,
- # found here, https://github.com/nolanbconaway/poisson-etest,
- # additional tests were created.
- [20, 10, 20, 10, 0.9999997568929630, 'two-sided', 0],
- [10, 10, 10, 10, 0.9999998403241203, 'two-sided', 0],
- [50, 15, 1, 1, 0.09920321053409643, 'two-sided', .05],
- [3, 100, 20, 300, 0.12202725450896404, 'two-sided', 0],
- [3, 12, 4, 20, 0.40416087318539173, 'greater', 0],
- [4, 20, 3, 100, 0.008053640402974236, 'greater', 0],
- # publishing paper does not include a `less` alternative,
- # so it was calculated with switched argument order and
- # alternative="greater"
- [4, 20, 3, 10, 0.3083216325432898, 'less', 0],
- [1, 1, 50, 15, 0.09322998607245102, 'less', 0]
- ))
- def test_fortran_authors(self, c1, n1, c2, n2, p_expect, alt, d):
- res = stats.poisson_means_test(c1, n1, c2, n2, alternative=alt, diff=d)
- assert_allclose(res.pvalue, p_expect, atol=2e-6, rtol=1e-16)
- def test_different_results(self):
- # The implementation in Fortran is known to break down at higher
- # counts and observations, so we expect different results. By
- # inspection we can infer the p-value to be near one.
- count1, count2 = 10000, 10000
- nobs1, nobs2 = 10000, 10000
- res = stats.poisson_means_test(count1, nobs1, count2, nobs2)
- assert_allclose(res.pvalue, 1)
- def test_less_than_zero_lambda_hat2(self):
- # demonstrates behavior that fixes a known fault from original Fortran.
- # p-value should clearly be near one.
- count1, count2 = 0, 0
- nobs1, nobs2 = 1, 1
- res = stats.poisson_means_test(count1, nobs1, count2, nobs2)
- assert_allclose(res.pvalue, 1)
- def test_input_validation(self):
- count1, count2 = 0, 0
- nobs1, nobs2 = 1, 1
- # test non-integral events
- message = '`k1` and `k2` must be integers.'
- with assert_raises(TypeError, match=message):
- stats.poisson_means_test(.7, nobs1, count2, nobs2)
- with assert_raises(TypeError, match=message):
- stats.poisson_means_test(count1, nobs1, .7, nobs2)
- # test negative events
- message = '`k1` and `k2` must be greater than or equal to 0.'
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(-1, nobs1, count2, nobs2)
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(count1, nobs1, -1, nobs2)
- # test negative sample size
- message = '`n1` and `n2` must be greater than 0.'
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(count1, -1, count2, nobs2)
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(count1, nobs1, count2, -1)
- # test negative difference
- message = 'diff must be greater than or equal to 0.'
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(count1, nobs1, count2, nobs2, diff=-1)
- # test invalid alternatvie
- message = 'Alternative must be one of ...'
- with assert_raises(ValueError, match=message):
- stats.poisson_means_test(1, 2, 1, 2, alternative='error')
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