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- import numpy as np
- import pytest
- from scipy.stats import bootstrap, monte_carlo_test, permutation_test
- from numpy.testing import assert_allclose, assert_equal, suppress_warnings
- from scipy import stats
- from scipy import special
- from .. import _resampling as _resampling
- from scipy._lib._util import rng_integers
- from scipy.optimize import root
- def test_bootstrap_iv():
- message = "`data` must be a sequence of samples."
- with pytest.raises(ValueError, match=message):
- bootstrap(1, np.mean)
- message = "`data` must contain at least one sample."
- with pytest.raises(ValueError, match=message):
- bootstrap(tuple(), np.mean)
- message = "each sample in `data` must contain two or more observations..."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3], [1]), np.mean)
- message = ("When `paired is True`, all samples must have the same length ")
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3], [1, 2, 3, 4]), np.mean, paired=True)
- message = "`vectorized` must be `True`, `False`, or `None`."
- with pytest.raises(ValueError, match=message):
- bootstrap(1, np.mean, vectorized='ekki')
- message = "`axis` must be an integer."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, axis=1.5)
- message = "could not convert string to float"
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, confidence_level='ni')
- message = "`n_resamples` must be a non-negative integer."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, n_resamples=-1000)
- message = "`n_resamples` must be a non-negative integer."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, n_resamples=1000.5)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, batch=-1000)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, batch=1000.5)
- message = "`method` must be in"
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, method='ekki')
- message = "`bootstrap_result` must have attribute `bootstrap_distribution'"
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, bootstrap_result=10)
- message = "Either `bootstrap_result.bootstrap_distribution.size`"
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, n_resamples=0)
- message = "'herring' cannot be used to seed a"
- with pytest.raises(ValueError, match=message):
- bootstrap(([1, 2, 3],), np.mean, random_state='herring')
- @pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
- @pytest.mark.parametrize("axis", [0, 1, 2])
- def test_bootstrap_batch(method, axis):
- # for one-sample statistics, batch size shouldn't affect the result
- np.random.seed(0)
- x = np.random.rand(10, 11, 12)
- res1 = bootstrap((x,), np.mean, batch=None, method=method,
- random_state=0, axis=axis, n_resamples=100)
- res2 = bootstrap((x,), np.mean, batch=10, method=method,
- random_state=0, axis=axis, n_resamples=100)
- assert_equal(res2.confidence_interval.low, res1.confidence_interval.low)
- assert_equal(res2.confidence_interval.high, res1.confidence_interval.high)
- assert_equal(res2.standard_error, res1.standard_error)
- @pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
- def test_bootstrap_paired(method):
- # test that `paired` works as expected
- np.random.seed(0)
- n = 100
- x = np.random.rand(n)
- y = np.random.rand(n)
- def my_statistic(x, y, axis=-1):
- return ((x-y)**2).mean(axis=axis)
- def my_paired_statistic(i, axis=-1):
- a = x[i]
- b = y[i]
- res = my_statistic(a, b)
- return res
- i = np.arange(len(x))
- res1 = bootstrap((i,), my_paired_statistic, random_state=0)
- res2 = bootstrap((x, y), my_statistic, paired=True, random_state=0)
- assert_allclose(res1.confidence_interval, res2.confidence_interval)
- assert_allclose(res1.standard_error, res2.standard_error)
- @pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
- @pytest.mark.parametrize("axis", [0, 1, 2])
- @pytest.mark.parametrize("paired", [True, False])
- def test_bootstrap_vectorized(method, axis, paired):
- # test that paired is vectorized as expected: when samples are tiled,
- # CI and standard_error of each axis-slice is the same as those of the
- # original 1d sample
- np.random.seed(0)
- def my_statistic(x, y, z, axis=-1):
- return x.mean(axis=axis) + y.mean(axis=axis) + z.mean(axis=axis)
- shape = 10, 11, 12
- n_samples = shape[axis]
- x = np.random.rand(n_samples)
- y = np.random.rand(n_samples)
- z = np.random.rand(n_samples)
- res1 = bootstrap((x, y, z), my_statistic, paired=paired, method=method,
- random_state=0, axis=0, n_resamples=100)
- assert (res1.bootstrap_distribution.shape
- == res1.standard_error.shape + (100,))
- reshape = [1, 1, 1]
- reshape[axis] = n_samples
- x = np.broadcast_to(x.reshape(reshape), shape)
- y = np.broadcast_to(y.reshape(reshape), shape)
- z = np.broadcast_to(z.reshape(reshape), shape)
- res2 = bootstrap((x, y, z), my_statistic, paired=paired, method=method,
- random_state=0, axis=axis, n_resamples=100)
- assert_allclose(res2.confidence_interval.low,
- res1.confidence_interval.low)
- assert_allclose(res2.confidence_interval.high,
- res1.confidence_interval.high)
- assert_allclose(res2.standard_error, res1.standard_error)
- result_shape = list(shape)
- result_shape.pop(axis)
- assert_equal(res2.confidence_interval.low.shape, result_shape)
- assert_equal(res2.confidence_interval.high.shape, result_shape)
- assert_equal(res2.standard_error.shape, result_shape)
- @pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
- def test_bootstrap_against_theory(method):
- # based on https://www.statology.org/confidence-intervals-python/
- data = stats.norm.rvs(loc=5, scale=2, size=5000, random_state=0)
- alpha = 0.95
- dist = stats.t(df=len(data)-1, loc=np.mean(data), scale=stats.sem(data))
- expected_interval = dist.interval(confidence=alpha)
- expected_se = dist.std()
- res = bootstrap((data,), np.mean, n_resamples=5000,
- confidence_level=alpha, method=method,
- random_state=0)
- assert_allclose(res.confidence_interval, expected_interval, rtol=5e-4)
- assert_allclose(res.standard_error, expected_se, atol=3e-4)
- tests_R = {"basic": (23.77, 79.12),
- "percentile": (28.86, 84.21),
- "BCa": (32.31, 91.43)}
- @pytest.mark.parametrize("method, expected", tests_R.items())
- def test_bootstrap_against_R(method, expected):
- # Compare against R's "boot" library
- # library(boot)
- # stat <- function (x, a) {
- # mean(x[a])
- # }
- # x <- c(10, 12, 12.5, 12.5, 13.9, 15, 21, 22,
- # 23, 34, 50, 81, 89, 121, 134, 213)
- # # Use a large value so we get a few significant digits for the CI.
- # n = 1000000
- # bootresult = boot(x, stat, n)
- # result <- boot.ci(bootresult)
- # print(result)
- x = np.array([10, 12, 12.5, 12.5, 13.9, 15, 21, 22,
- 23, 34, 50, 81, 89, 121, 134, 213])
- res = bootstrap((x,), np.mean, n_resamples=1000000, method=method,
- random_state=0)
- assert_allclose(res.confidence_interval, expected, rtol=0.005)
- tests_against_itself_1samp = {"basic": 1780,
- "percentile": 1784,
- "BCa": 1784}
- def test_multisample_BCa_against_R():
- # Because bootstrap is stochastic, it's tricky to test against reference
- # behavior. Here, we show that SciPy's BCa CI matches R wboot's BCa CI
- # much more closely than the other SciPy CIs do.
- # arbitrary skewed data
- x = [0.75859206, 0.5910282, -0.4419409, -0.36654601,
- 0.34955357, -1.38835871, 0.76735821]
- y = [1.41186073, 0.49775975, 0.08275588, 0.24086388,
- 0.03567057, 0.52024419, 0.31966611, 1.32067634]
- # a multi-sample statistic for which the BCa CI tends to be different
- # from the other CIs
- def statistic(x, y, axis):
- s1 = stats.skew(x, axis=axis)
- s2 = stats.skew(y, axis=axis)
- return s1 - s2
- # compute confidence intervals using each method
- rng = np.random.default_rng(468865032284792692)
- res_basic = stats.bootstrap((x, y), statistic, method='basic',
- batch=100, random_state=rng)
- res_percent = stats.bootstrap((x, y), statistic, method='percentile',
- batch=100, random_state=rng)
- res_bca = stats.bootstrap((x, y), statistic, method='bca',
- batch=100, random_state=rng)
- # compute midpoints so we can compare just one number for each
- mid_basic = np.mean(res_basic.confidence_interval)
- mid_percent = np.mean(res_percent.confidence_interval)
- mid_bca = np.mean(res_bca.confidence_interval)
- # reference for BCA CI computed using R wboot package:
- # library(wBoot)
- # library(moments)
- # x = c(0.75859206, 0.5910282, -0.4419409, -0.36654601,
- # 0.34955357, -1.38835871, 0.76735821)
- # y = c(1.41186073, 0.49775975, 0.08275588, 0.24086388,
- # 0.03567057, 0.52024419, 0.31966611, 1.32067634)
- # twoskew <- function(x1, y1) {skewness(x1) - skewness(y1)}
- # boot.two.bca(x, y, skewness, conf.level = 0.95,
- # R = 9999, stacked = FALSE)
- mid_wboot = -1.5519
- # compute percent difference relative to wboot BCA method
- diff_basic = (mid_basic - mid_wboot)/abs(mid_wboot)
- diff_percent = (mid_percent - mid_wboot)/abs(mid_wboot)
- diff_bca = (mid_bca - mid_wboot)/abs(mid_wboot)
- # SciPy's BCa CI midpoint is much closer than that of the other methods
- assert diff_basic < -0.15
- assert diff_percent > 0.15
- assert abs(diff_bca) < 0.03
- def test_BCa_acceleration_against_reference():
- # Compare the (deterministic) acceleration parameter for a multi-sample
- # problem against a reference value. The example is from [1], but Efron's
- # value seems inaccurate. Straightorward code for computing the
- # reference acceleration (0.011008228344026734) is available at:
- # https://github.com/scipy/scipy/pull/16455#issuecomment-1193400981
- y = np.array([10, 27, 31, 40, 46, 50, 52, 104, 146])
- z = np.array([16, 23, 38, 94, 99, 141, 197])
- def statistic(z, y, axis=0):
- return np.mean(z, axis=axis) - np.mean(y, axis=axis)
- data = [z, y]
- res = stats.bootstrap(data, statistic)
- axis = -1
- alpha = 0.95
- theta_hat_b = res.bootstrap_distribution
- batch = 100
- _, _, a_hat = _resampling._bca_interval(data, statistic, axis, alpha,
- theta_hat_b, batch)
- assert_allclose(a_hat, 0.011008228344026734)
- @pytest.mark.parametrize("method, expected",
- tests_against_itself_1samp.items())
- def test_bootstrap_against_itself_1samp(method, expected):
- # The expected values in this test were generated using bootstrap
- # to check for unintended changes in behavior. The test also makes sure
- # that bootstrap works with multi-sample statistics and that the
- # `axis` argument works as expected / function is vectorized.
- np.random.seed(0)
- n = 100 # size of sample
- n_resamples = 999 # number of bootstrap resamples used to form each CI
- confidence_level = 0.9
- # The true mean is 5
- dist = stats.norm(loc=5, scale=1)
- stat_true = dist.mean()
- # Do the same thing 2000 times. (The code is fully vectorized.)
- n_replications = 2000
- data = dist.rvs(size=(n_replications, n))
- res = bootstrap((data,),
- statistic=np.mean,
- confidence_level=confidence_level,
- n_resamples=n_resamples,
- batch=50,
- method=method,
- axis=-1)
- ci = res.confidence_interval
- # ci contains vectors of lower and upper confidence interval bounds
- ci_contains_true = np.sum((ci[0] < stat_true) & (stat_true < ci[1]))
- assert ci_contains_true == expected
- # ci_contains_true is not inconsistent with confidence_level
- pvalue = stats.binomtest(ci_contains_true, n_replications,
- confidence_level).pvalue
- assert pvalue > 0.1
- tests_against_itself_2samp = {"basic": 892,
- "percentile": 890}
- @pytest.mark.parametrize("method, expected",
- tests_against_itself_2samp.items())
- def test_bootstrap_against_itself_2samp(method, expected):
- # The expected values in this test were generated using bootstrap
- # to check for unintended changes in behavior. The test also makes sure
- # that bootstrap works with multi-sample statistics and that the
- # `axis` argument works as expected / function is vectorized.
- np.random.seed(0)
- n1 = 100 # size of sample 1
- n2 = 120 # size of sample 2
- n_resamples = 999 # number of bootstrap resamples used to form each CI
- confidence_level = 0.9
- # The statistic we're interested in is the difference in means
- def my_stat(data1, data2, axis=-1):
- mean1 = np.mean(data1, axis=axis)
- mean2 = np.mean(data2, axis=axis)
- return mean1 - mean2
- # The true difference in the means is -0.1
- dist1 = stats.norm(loc=0, scale=1)
- dist2 = stats.norm(loc=0.1, scale=1)
- stat_true = dist1.mean() - dist2.mean()
- # Do the same thing 1000 times. (The code is fully vectorized.)
- n_replications = 1000
- data1 = dist1.rvs(size=(n_replications, n1))
- data2 = dist2.rvs(size=(n_replications, n2))
- res = bootstrap((data1, data2),
- statistic=my_stat,
- confidence_level=confidence_level,
- n_resamples=n_resamples,
- batch=50,
- method=method,
- axis=-1)
- ci = res.confidence_interval
- # ci contains vectors of lower and upper confidence interval bounds
- ci_contains_true = np.sum((ci[0] < stat_true) & (stat_true < ci[1]))
- assert ci_contains_true == expected
- # ci_contains_true is not inconsistent with confidence_level
- pvalue = stats.binomtest(ci_contains_true, n_replications,
- confidence_level).pvalue
- assert pvalue > 0.1
- @pytest.mark.parametrize("method", ["basic", "percentile"])
- @pytest.mark.parametrize("axis", [0, 1])
- def test_bootstrap_vectorized_3samp(method, axis):
- def statistic(*data, axis=0):
- # an arbitrary, vectorized statistic
- return sum((sample.mean(axis) for sample in data))
- def statistic_1d(*data):
- # the same statistic, not vectorized
- for sample in data:
- assert sample.ndim == 1
- return statistic(*data, axis=0)
- np.random.seed(0)
- x = np.random.rand(4, 5)
- y = np.random.rand(4, 5)
- z = np.random.rand(4, 5)
- res1 = bootstrap((x, y, z), statistic, vectorized=True,
- axis=axis, n_resamples=100, method=method, random_state=0)
- res2 = bootstrap((x, y, z), statistic_1d, vectorized=False,
- axis=axis, n_resamples=100, method=method, random_state=0)
- assert_allclose(res1.confidence_interval, res2.confidence_interval)
- assert_allclose(res1.standard_error, res2.standard_error)
- @pytest.mark.xfail_on_32bit("Failure is not concerning; see gh-14107")
- @pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
- @pytest.mark.parametrize("axis", [0, 1])
- def test_bootstrap_vectorized_1samp(method, axis):
- def statistic(x, axis=0):
- # an arbitrary, vectorized statistic
- return x.mean(axis=axis)
- def statistic_1d(x):
- # the same statistic, not vectorized
- assert x.ndim == 1
- return statistic(x, axis=0)
- np.random.seed(0)
- x = np.random.rand(4, 5)
- res1 = bootstrap((x,), statistic, vectorized=True, axis=axis,
- n_resamples=100, batch=None, method=method,
- random_state=0)
- res2 = bootstrap((x,), statistic_1d, vectorized=False, axis=axis,
- n_resamples=100, batch=10, method=method,
- random_state=0)
- assert_allclose(res1.confidence_interval, res2.confidence_interval)
- assert_allclose(res1.standard_error, res2.standard_error)
- @pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
- def test_bootstrap_degenerate(method):
- data = 35 * [10000.]
- if method == "BCa":
- with np.errstate(invalid='ignore'):
- msg = "The BCa confidence interval cannot be calculated"
- with pytest.warns(stats.DegenerateDataWarning, match=msg):
- res = bootstrap([data, ], np.mean, method=method)
- assert_equal(res.confidence_interval, (np.nan, np.nan))
- else:
- res = bootstrap([data, ], np.mean, method=method)
- assert_equal(res.confidence_interval, (10000., 10000.))
- assert_equal(res.standard_error, 0)
- @pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
- def test_bootstrap_gh15678(method):
- # Check that gh-15678 is fixed: when statistic function returned a Python
- # float, method="BCa" failed when trying to add a dimension to the float
- rng = np.random.default_rng(354645618886684)
- dist = stats.norm(loc=2, scale=4)
- data = dist.rvs(size=100, random_state=rng)
- data = (data,)
- res = bootstrap(data, stats.skew, method=method, n_resamples=100,
- random_state=np.random.default_rng(9563))
- # this always worked because np.apply_along_axis returns NumPy data type
- ref = bootstrap(data, stats.skew, method=method, n_resamples=100,
- random_state=np.random.default_rng(9563), vectorized=False)
- assert_allclose(res.confidence_interval, ref.confidence_interval)
- assert_allclose(res.standard_error, ref.standard_error)
- assert isinstance(res.standard_error, np.float64)
- def test_bootstrap_min():
- # Check that gh-15883 is fixed: percentileofscore should
- # behave according to the 'mean' behavior and not trigger nan for BCa
- rng = np.random.default_rng(1891289180021102)
- dist = stats.norm(loc=2, scale=4)
- data = dist.rvs(size=100, random_state=rng)
- true_min = np.min(data)
- data = (data,)
- res = bootstrap(data, np.min, method="BCa", n_resamples=100,
- random_state=np.random.default_rng(3942))
- assert true_min == res.confidence_interval.low
- res2 = bootstrap(-np.array(data), np.max, method="BCa", n_resamples=100,
- random_state=np.random.default_rng(3942))
- assert_allclose(-res.confidence_interval.low,
- res2.confidence_interval.high)
- assert_allclose(-res.confidence_interval.high,
- res2.confidence_interval.low)
- @pytest.mark.parametrize("additional_resamples", [0, 1000])
- def test_re_boostrap(additional_resamples):
- # Test behavior of parameter `bootstrap_result`
- rng = np.random.default_rng(8958153316228384)
- x = rng.random(size=100)
- n1 = 1000
- n2 = additional_resamples
- n3 = n1 + additional_resamples
- rng = np.random.default_rng(296689032789913033)
- res = stats.bootstrap((x,), np.mean, n_resamples=n1, random_state=rng,
- confidence_level=0.95, method='percentile')
- res = stats.bootstrap((x,), np.mean, n_resamples=n2, random_state=rng,
- confidence_level=0.90, method='BCa',
- bootstrap_result=res)
- rng = np.random.default_rng(296689032789913033)
- ref = stats.bootstrap((x,), np.mean, n_resamples=n3, random_state=rng,
- confidence_level=0.90, method='BCa')
- assert_allclose(res.standard_error, ref.standard_error, rtol=1e-14)
- assert_allclose(res.confidence_interval, ref.confidence_interval,
- rtol=1e-14)
- def test_jackknife_resample():
- shape = 3, 4, 5, 6
- np.random.seed(0)
- x = np.random.rand(*shape)
- y = next(_resampling._jackknife_resample(x))
- for i in range(shape[-1]):
- # each resample is indexed along second to last axis
- # (last axis is the one the statistic will be taken over / consumed)
- slc = y[..., i, :]
- expected = np.delete(x, i, axis=-1)
- assert np.array_equal(slc, expected)
- y2 = np.concatenate(list(_resampling._jackknife_resample(x, batch=2)),
- axis=-2)
- assert np.array_equal(y2, y)
- @pytest.mark.parametrize("rng_name", ["RandomState", "default_rng"])
- def test_bootstrap_resample(rng_name):
- rng = getattr(np.random, rng_name, None)
- if rng is None:
- pytest.skip(f"{rng_name} not available.")
- rng1 = rng(0)
- rng2 = rng(0)
- n_resamples = 10
- shape = 3, 4, 5, 6
- np.random.seed(0)
- x = np.random.rand(*shape)
- y = _resampling._bootstrap_resample(x, n_resamples, random_state=rng1)
- for i in range(n_resamples):
- # each resample is indexed along second to last axis
- # (last axis is the one the statistic will be taken over / consumed)
- slc = y[..., i, :]
- js = rng_integers(rng2, 0, shape[-1], shape[-1])
- expected = x[..., js]
- assert np.array_equal(slc, expected)
- @pytest.mark.parametrize("score", [0, 0.5, 1])
- @pytest.mark.parametrize("axis", [0, 1, 2])
- def test_percentile_of_score(score, axis):
- shape = 10, 20, 30
- np.random.seed(0)
- x = np.random.rand(*shape)
- p = _resampling._percentile_of_score(x, score, axis=-1)
- def vectorized_pos(a, score, axis):
- return np.apply_along_axis(stats.percentileofscore, axis, a, score)
- p2 = vectorized_pos(x, score, axis=-1)/100
- assert_allclose(p, p2, 1e-15)
- def test_percentile_along_axis():
- # the difference between _percentile_along_axis and np.percentile is that
- # np.percentile gets _all_ the qs for each axis slice, whereas
- # _percentile_along_axis gets the q corresponding with each axis slice
- shape = 10, 20
- np.random.seed(0)
- x = np.random.rand(*shape)
- q = np.random.rand(*shape[:-1]) * 100
- y = _resampling._percentile_along_axis(x, q)
- for i in range(shape[0]):
- res = y[i]
- expected = np.percentile(x[i], q[i], axis=-1)
- assert_allclose(res, expected, 1e-15)
- @pytest.mark.parametrize("axis", [0, 1, 2])
- def test_vectorize_statistic(axis):
- # test that _vectorize_statistic vectorizes a statistic along `axis`
- def statistic(*data, axis):
- # an arbitrary, vectorized statistic
- return sum((sample.mean(axis) for sample in data))
- def statistic_1d(*data):
- # the same statistic, not vectorized
- for sample in data:
- assert sample.ndim == 1
- return statistic(*data, axis=0)
- # vectorize the non-vectorized statistic
- statistic2 = _resampling._vectorize_statistic(statistic_1d)
- np.random.seed(0)
- x = np.random.rand(4, 5, 6)
- y = np.random.rand(4, 1, 6)
- z = np.random.rand(1, 5, 6)
- res1 = statistic(x, y, z, axis=axis)
- res2 = statistic2(x, y, z, axis=axis)
- assert_allclose(res1, res2)
- @pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
- def test_vector_valued_statistic(method):
- # Generate 95% confidence interval around MLE of normal distribution
- # parameters. Repeat 100 times, each time on sample of size 100.
- # Check that confidence interval contains true parameters ~95 times.
- # Confidence intervals are estimated and stochastic; a test failure
- # does not necessarily indicate that something is wrong. More important
- # than values of `counts` below is that the shapes of the outputs are
- # correct.
- rng = np.random.default_rng(2196847219)
- params = 1, 0.5
- sample = stats.norm.rvs(*params, size=(100, 100), random_state=rng)
- def statistic(data, axis):
- return np.asarray([np.mean(data, axis),
- np.std(data, axis, ddof=1)])
- res = bootstrap((sample,), statistic, method=method, axis=-1,
- n_resamples=9999, batch=200)
- counts = np.sum((res.confidence_interval.low.T < params)
- & (res.confidence_interval.high.T > params),
- axis=0)
- assert np.all(counts >= 90)
- assert np.all(counts <= 100)
- assert res.confidence_interval.low.shape == (2, 100)
- assert res.confidence_interval.high.shape == (2, 100)
- assert res.standard_error.shape == (2, 100)
- assert res.bootstrap_distribution.shape == (2, 100, 9999)
- @pytest.mark.slow
- @pytest.mark.filterwarnings('ignore::RuntimeWarning')
- def test_vector_valued_statistic_gh17715():
- # gh-17715 reported a mistake introduced in the extension of BCa to
- # multi-sample statistics; a `len` should have been `.shape[-1]`. Check
- # that this is resolved.
- rng = np.random.default_rng(141921000979291141)
- def concordance(x, y, axis):
- xm = x.mean(axis)
- ym = y.mean(axis)
- cov = ((x - xm[..., None]) * (y - ym[..., None])).mean(axis)
- return (2 * cov) / (x.var(axis) + y.var(axis) + (xm - ym) ** 2)
- def statistic(tp, tn, fp, fn, axis):
- actual = tp + fp
- expected = tp + fn
- return np.nan_to_num(concordance(actual, expected, axis))
- def statistic_extradim(*args, axis):
- return statistic(*args, axis)[np.newaxis, ...]
- data = [[4, 0, 0, 2], # (tp, tn, fp, fn)
- [2, 1, 2, 1],
- [0, 6, 0, 0],
- [0, 6, 3, 0],
- [0, 8, 1, 0]]
- data = np.array(data).T
- res = bootstrap(data, statistic_extradim, random_state=rng, paired=True)
- ref = bootstrap(data, statistic, random_state=rng, paired=True)
- assert_allclose(res.confidence_interval.low[0],
- ref.confidence_interval.low, atol=1e-15)
- assert_allclose(res.confidence_interval.high[0],
- ref.confidence_interval.high, atol=1e-15)
- # --- Test Monte Carlo Hypothesis Test --- #
- class TestMonteCarloHypothesisTest:
- atol = 2.5e-2 # for comparing p-value
- def rvs(self, rvs_in, rs):
- return lambda *args, **kwds: rvs_in(*args, random_state=rs, **kwds)
- def test_input_validation(self):
- # test that the appropriate error messages are raised for invalid input
- def stat(x):
- return stats.skewnorm(x).statistic
- message = "`axis` must be an integer."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, axis=1.5)
- message = "`vectorized` must be `True`, `False`, or `None`."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, vectorized=1.5)
- message = "`rvs` must be callable."
- with pytest.raises(TypeError, match=message):
- monte_carlo_test([1, 2, 3], None, stat)
- message = "`statistic` must be callable."
- with pytest.raises(TypeError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, None)
- message = "`n_resamples` must be a positive integer."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
- n_resamples=-1000)
- message = "`n_resamples` must be a positive integer."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
- n_resamples=1000.5)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=-1000)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=1000.5)
- message = "`alternative` must be in..."
- with pytest.raises(ValueError, match=message):
- monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
- alternative='ekki')
- def test_batch(self):
- # make sure that the `batch` parameter is respected by checking the
- # maximum batch size provided in calls to `statistic`
- rng = np.random.default_rng(23492340193)
- x = rng.random(10)
- def statistic(x, axis):
- batch_size = 1 if x.ndim == 1 else len(x)
- statistic.batch_size = max(batch_size, statistic.batch_size)
- statistic.counter += 1
- return stats.skewtest(x, axis=axis).statistic
- statistic.counter = 0
- statistic.batch_size = 0
- kwds = {'sample': x, 'statistic': statistic,
- 'n_resamples': 1000, 'vectorized': True}
- kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
- res1 = monte_carlo_test(batch=1, **kwds)
- assert_equal(statistic.counter, 1001)
- assert_equal(statistic.batch_size, 1)
- kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
- statistic.counter = 0
- res2 = monte_carlo_test(batch=50, **kwds)
- assert_equal(statistic.counter, 21)
- assert_equal(statistic.batch_size, 50)
- kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
- statistic.counter = 0
- res3 = monte_carlo_test(**kwds)
- assert_equal(statistic.counter, 2)
- assert_equal(statistic.batch_size, 1000)
- assert_equal(res1.pvalue, res3.pvalue)
- assert_equal(res2.pvalue, res3.pvalue)
- @pytest.mark.parametrize('axis', range(-3, 3))
- def test_axis(self, axis):
- # test that Nd-array samples are handled correctly for valid values
- # of the `axis` parameter
- rng = np.random.default_rng(2389234)
- norm_rvs = self.rvs(stats.norm.rvs, rng)
- size = [2, 3, 4]
- size[axis] = 100
- x = norm_rvs(size=size)
- expected = stats.skewtest(x, axis=axis)
- def statistic(x, axis):
- return stats.skewtest(x, axis=axis).statistic
- res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
- n_resamples=20000, axis=axis)
- assert_allclose(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
- @pytest.mark.parametrize('alternative', ("less", "greater"))
- @pytest.mark.parametrize('a', np.linspace(-0.5, 0.5, 5)) # skewness
- def test_against_ks_1samp(self, alternative, a):
- # test that monte_carlo_test can reproduce pvalue of ks_1samp
- rng = np.random.default_rng(65723433)
- x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
- expected = stats.ks_1samp(x, stats.norm.cdf, alternative=alternative)
- def statistic1d(x):
- return stats.ks_1samp(x, stats.norm.cdf, mode='asymp',
- alternative=alternative).statistic
- norm_rvs = self.rvs(stats.norm.rvs, rng)
- res = monte_carlo_test(x, norm_rvs, statistic1d,
- n_resamples=1000, vectorized=False,
- alternative=alternative)
- assert_allclose(res.statistic, expected.statistic)
- if alternative == 'greater':
- assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
- elif alternative == 'less':
- assert_allclose(1-res.pvalue, expected.pvalue, atol=self.atol)
- @pytest.mark.parametrize('hypotest', (stats.skewtest, stats.kurtosistest))
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- @pytest.mark.parametrize('a', np.linspace(-2, 2, 5)) # skewness
- def test_against_normality_tests(self, hypotest, alternative, a):
- # test that monte_carlo_test can reproduce pvalue of normality tests
- rng = np.random.default_rng(85723405)
- x = stats.skewnorm.rvs(a=a, size=150, random_state=rng)
- expected = hypotest(x, alternative=alternative)
- def statistic(x, axis):
- return hypotest(x, axis=axis).statistic
- norm_rvs = self.rvs(stats.norm.rvs, rng)
- res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
- alternative=alternative)
- assert_allclose(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
- @pytest.mark.parametrize('a', np.arange(-2, 3)) # skewness parameter
- def test_against_normaltest(self, a):
- # test that monte_carlo_test can reproduce pvalue of normaltest
- rng = np.random.default_rng(12340513)
- x = stats.skewnorm.rvs(a=a, size=150, random_state=rng)
- expected = stats.normaltest(x)
- def statistic(x, axis):
- return stats.normaltest(x, axis=axis).statistic
- norm_rvs = self.rvs(stats.norm.rvs, rng)
- res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
- alternative='greater')
- assert_allclose(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
- @pytest.mark.parametrize('a', np.linspace(-0.5, 0.5, 5)) # skewness
- def test_against_cramervonmises(self, a):
- # test that monte_carlo_test can reproduce pvalue of cramervonmises
- rng = np.random.default_rng(234874135)
- x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
- expected = stats.cramervonmises(x, stats.norm.cdf)
- def statistic1d(x):
- return stats.cramervonmises(x, stats.norm.cdf).statistic
- norm_rvs = self.rvs(stats.norm.rvs, rng)
- res = monte_carlo_test(x, norm_rvs, statistic1d,
- n_resamples=1000, vectorized=False,
- alternative='greater')
- assert_allclose(res.statistic, expected.statistic)
- assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
- @pytest.mark.parametrize('dist_name', ('norm', 'logistic'))
- @pytest.mark.parametrize('i', range(5))
- def test_against_anderson(self, dist_name, i):
- # test that monte_carlo_test can reproduce results of `anderson`. Note:
- # `anderson` does not provide a p-value; it provides a list of
- # significance levels and the associated critical value of the test
- # statistic. `i` used to index this list.
- # find the skewness for which the sample statistic matches one of the
- # critical values provided by `stats.anderson`
- def fun(a):
- rng = np.random.default_rng(394295467)
- x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
- expected = stats.anderson(x, dist_name)
- return expected.statistic - expected.critical_values[i]
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning)
- sol = root(fun, x0=0)
- assert sol.success
- # get the significance level (p-value) associated with that critical
- # value
- a = sol.x[0]
- rng = np.random.default_rng(394295467)
- x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
- expected = stats.anderson(x, dist_name)
- expected_stat = expected.statistic
- expected_p = expected.significance_level[i]/100
- # perform equivalent Monte Carlo test and compare results
- def statistic1d(x):
- return stats.anderson(x, dist_name).statistic
- dist_rvs = self.rvs(getattr(stats, dist_name).rvs, rng)
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning)
- res = monte_carlo_test(x, dist_rvs,
- statistic1d, n_resamples=1000,
- vectorized=False, alternative='greater')
- assert_allclose(res.statistic, expected_stat)
- assert_allclose(res.pvalue, expected_p, atol=2*self.atol)
- def test_p_never_zero(self):
- # Use biased estimate of p-value to ensure that p-value is never zero
- # per monte_carlo_test reference [1]
- rng = np.random.default_rng(2190176673029737545)
- x = np.zeros(100)
- res = monte_carlo_test(x, rng.random, np.mean,
- vectorized=True, alternative='less')
- assert res.pvalue == 0.0001
- class TestPermutationTest:
- rtol = 1e-14
- def setup_method(self):
- self.rng = np.random.default_rng(7170559330470561044)
- # -- Input validation -- #
- def test_permutation_test_iv(self):
- def stat(x, y, axis):
- return stats.ttest_ind((x, y), axis).statistic
- message = "each sample in `data` must contain two or more ..."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1]), stat)
- message = "`data` must be a tuple containing at least two samples"
- with pytest.raises(ValueError, match=message):
- permutation_test((1,), stat)
- with pytest.raises(TypeError, match=message):
- permutation_test(1, stat)
- message = "`axis` must be an integer."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, axis=1.5)
- message = "`permutation_type` must be in..."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat,
- permutation_type="ekki")
- message = "`vectorized` must be `True`, `False`, or `None`."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, vectorized=1.5)
- message = "`n_resamples` must be a positive integer."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, n_resamples=-1000)
- message = "`n_resamples` must be a positive integer."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, n_resamples=1000.5)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, batch=-1000)
- message = "`batch` must be a positive integer or None."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, batch=1000.5)
- message = "`alternative` must be in..."
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat, alternative='ekki')
- message = "'herring' cannot be used to seed a"
- with pytest.raises(ValueError, match=message):
- permutation_test(([1, 2, 3], [1, 2, 3]), stat,
- random_state='herring')
- # -- Test Parameters -- #
- @pytest.mark.parametrize('random_state', [np.random.RandomState,
- np.random.default_rng])
- @pytest.mark.parametrize('permutation_type',
- ['pairings', 'samples', 'independent'])
- def test_batch(self, permutation_type, random_state):
- # make sure that the `batch` parameter is respected by checking the
- # maximum batch size provided in calls to `statistic`
- x = self.rng.random(10)
- y = self.rng.random(10)
- def statistic(x, y, axis):
- batch_size = 1 if x.ndim == 1 else len(x)
- statistic.batch_size = max(batch_size, statistic.batch_size)
- statistic.counter += 1
- return np.mean(x, axis=axis) - np.mean(y, axis=axis)
- statistic.counter = 0
- statistic.batch_size = 0
- kwds = {'n_resamples': 1000, 'permutation_type': permutation_type,
- 'vectorized': True}
- res1 = stats.permutation_test((x, y), statistic, batch=1,
- random_state=random_state(0), **kwds)
- assert_equal(statistic.counter, 1001)
- assert_equal(statistic.batch_size, 1)
- statistic.counter = 0
- res2 = stats.permutation_test((x, y), statistic, batch=50,
- random_state=random_state(0), **kwds)
- assert_equal(statistic.counter, 21)
- assert_equal(statistic.batch_size, 50)
- statistic.counter = 0
- res3 = stats.permutation_test((x, y), statistic, batch=1000,
- random_state=random_state(0), **kwds)
- assert_equal(statistic.counter, 2)
- assert_equal(statistic.batch_size, 1000)
- assert_equal(res1.pvalue, res3.pvalue)
- assert_equal(res2.pvalue, res3.pvalue)
- @pytest.mark.parametrize('random_state', [np.random.RandomState,
- np.random.default_rng])
- @pytest.mark.parametrize('permutation_type, exact_size',
- [('pairings', special.factorial(3)**2),
- ('samples', 2**3),
- ('independent', special.binom(6, 3))])
- def test_permutations(self, permutation_type, exact_size, random_state):
- # make sure that the `permutations` parameter is respected by checking
- # the size of the null distribution
- x = self.rng.random(3)
- y = self.rng.random(3)
- def statistic(x, y, axis):
- return np.mean(x, axis=axis) - np.mean(y, axis=axis)
- kwds = {'permutation_type': permutation_type,
- 'vectorized': True}
- res = stats.permutation_test((x, y), statistic, n_resamples=3,
- random_state=random_state(0), **kwds)
- assert_equal(res.null_distribution.size, 3)
- res = stats.permutation_test((x, y), statistic, **kwds)
- assert_equal(res.null_distribution.size, exact_size)
- # -- Randomized Permutation Tests -- #
- # To get reasonable accuracy, these next three tests are somewhat slow.
- # Originally, I had them passing for all combinations of permutation type,
- # alternative, and RNG, but that takes too long for CI. Instead, split
- # into three tests, each testing a particular combination of the three
- # parameters.
- def test_randomized_test_against_exact_both(self):
- # check that the randomized and exact tests agree to reasonable
- # precision for permutation_type='both
- alternative, rng = 'less', 0
- nx, ny, permutations = 8, 9, 24000
- assert special.binom(nx + ny, nx) > permutations
- x = stats.norm.rvs(size=nx)
- y = stats.norm.rvs(size=ny)
- data = x, y
- def statistic(x, y, axis):
- return np.mean(x, axis=axis) - np.mean(y, axis=axis)
- kwds = {'vectorized': True, 'permutation_type': 'independent',
- 'batch': 100, 'alternative': alternative, 'random_state': rng}
- res = permutation_test(data, statistic, n_resamples=permutations,
- **kwds)
- res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
- assert res.statistic == res2.statistic
- assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
- @pytest.mark.slow()
- def test_randomized_test_against_exact_samples(self):
- # check that the randomized and exact tests agree to reasonable
- # precision for permutation_type='samples'
- alternative, rng = 'greater', None
- nx, ny, permutations = 15, 15, 32000
- assert 2**nx > permutations
- x = stats.norm.rvs(size=nx)
- y = stats.norm.rvs(size=ny)
- data = x, y
- def statistic(x, y, axis):
- return np.mean(x - y, axis=axis)
- kwds = {'vectorized': True, 'permutation_type': 'samples',
- 'batch': 100, 'alternative': alternative, 'random_state': rng}
- res = permutation_test(data, statistic, n_resamples=permutations,
- **kwds)
- res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
- assert res.statistic == res2.statistic
- assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
- def test_randomized_test_against_exact_pairings(self):
- # check that the randomized and exact tests agree to reasonable
- # precision for permutation_type='pairings'
- alternative, rng = 'two-sided', self.rng
- nx, ny, permutations = 8, 8, 40000
- assert special.factorial(nx) > permutations
- x = stats.norm.rvs(size=nx)
- y = stats.norm.rvs(size=ny)
- data = [x]
- def statistic1d(x):
- return stats.pearsonr(x, y)[0]
- statistic = _resampling._vectorize_statistic(statistic1d)
- kwds = {'vectorized': True, 'permutation_type': 'samples',
- 'batch': 100, 'alternative': alternative, 'random_state': rng}
- res = permutation_test(data, statistic, n_resamples=permutations,
- **kwds)
- res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
- assert res.statistic == res2.statistic
- assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
- @pytest.mark.parametrize('alternative', ('less', 'greater'))
- # Different conventions for two-sided p-value here VS ttest_ind.
- # Eventually, we can add multiple options for the two-sided alternative
- # here in permutation_test.
- @pytest.mark.parametrize('permutations', (30, 1e9))
- @pytest.mark.parametrize('axis', (0, 1, 2))
- def test_against_permutation_ttest(self, alternative, permutations, axis):
- # check that this function and ttest_ind with permutations give
- # essentially identical results.
- x = np.arange(3*4*5).reshape(3, 4, 5)
- y = np.moveaxis(np.arange(4)[:, None, None], 0, axis)
- rng1 = np.random.default_rng(4337234444626115331)
- res1 = stats.ttest_ind(x, y, permutations=permutations, axis=axis,
- random_state=rng1, alternative=alternative)
- def statistic(x, y, axis):
- return stats.ttest_ind(x, y, axis=axis).statistic
- rng2 = np.random.default_rng(4337234444626115331)
- res2 = permutation_test((x, y), statistic, vectorized=True,
- n_resamples=permutations,
- alternative=alternative, axis=axis,
- random_state=rng2)
- assert_allclose(res1.statistic, res2.statistic, rtol=self.rtol)
- assert_allclose(res1.pvalue, res2.pvalue, rtol=self.rtol)
- # -- Independent (Unpaired) Sample Tests -- #
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- def test_against_ks_2samp(self, alternative):
- x = self.rng.normal(size=4, scale=1)
- y = self.rng.normal(size=5, loc=3, scale=3)
- expected = stats.ks_2samp(x, y, alternative=alternative, mode='exact')
- def statistic1d(x, y):
- return stats.ks_2samp(x, y, mode='asymp',
- alternative=alternative).statistic
- # ks_2samp is always a one-tailed 'greater' test
- # it's the statistic that changes (D+ vs D- vs max(D+, D-))
- res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
- alternative='greater', random_state=self.rng)
- assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- def test_against_ansari(self, alternative):
- x = self.rng.normal(size=4, scale=1)
- y = self.rng.normal(size=5, scale=3)
- # ansari has a different convention for 'alternative'
- alternative_correspondence = {"less": "greater",
- "greater": "less",
- "two-sided": "two-sided"}
- alternative_scipy = alternative_correspondence[alternative]
- expected = stats.ansari(x, y, alternative=alternative_scipy)
- def statistic1d(x, y):
- return stats.ansari(x, y).statistic
- res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
- alternative=alternative, random_state=self.rng)
- assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- def test_against_mannwhitneyu(self, alternative):
- x = stats.uniform.rvs(size=(3, 5, 2), loc=0, random_state=self.rng)
- y = stats.uniform.rvs(size=(3, 5, 2), loc=0.05, random_state=self.rng)
- expected = stats.mannwhitneyu(x, y, axis=1, alternative=alternative)
- def statistic(x, y, axis):
- return stats.mannwhitneyu(x, y, axis=axis).statistic
- res = permutation_test((x, y), statistic, vectorized=True,
- n_resamples=np.inf, alternative=alternative,
- axis=1, random_state=self.rng)
- assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- def test_against_cvm(self):
- x = stats.norm.rvs(size=4, scale=1, random_state=self.rng)
- y = stats.norm.rvs(size=5, loc=3, scale=3, random_state=self.rng)
- expected = stats.cramervonmises_2samp(x, y, method='exact')
- def statistic1d(x, y):
- return stats.cramervonmises_2samp(x, y,
- method='asymptotic').statistic
- # cramervonmises_2samp has only one alternative, greater
- res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
- alternative='greater', random_state=self.rng)
- assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- @pytest.mark.xslow()
- @pytest.mark.parametrize('axis', (-1, 2))
- def test_vectorized_nsamp_ptype_both(self, axis):
- # Test that permutation_test with permutation_type='independent' works
- # properly for a 3-sample statistic with nd array samples of different
- # (but compatible) shapes and ndims. Show that exact permutation test
- # and random permutation tests approximate SciPy's asymptotic pvalues
- # and that exact and random permutation test results are even closer
- # to one another (than they are to the asymptotic results).
- # Three samples, different (but compatible) shapes with different ndims
- rng = np.random.default_rng(6709265303529651545)
- x = rng.random(size=(3))
- y = rng.random(size=(1, 3, 2))
- z = rng.random(size=(2, 1, 4))
- data = (x, y, z)
- # Define the statistic (and pvalue for comparison)
- def statistic1d(*data):
- return stats.kruskal(*data).statistic
- def pvalue1d(*data):
- return stats.kruskal(*data).pvalue
- statistic = _resampling._vectorize_statistic(statistic1d)
- pvalue = _resampling._vectorize_statistic(pvalue1d)
- # Calculate the expected results
- x2 = np.broadcast_to(x, (2, 3, 3)) # broadcast manually because
- y2 = np.broadcast_to(y, (2, 3, 2)) # _vectorize_statistic doesn't
- z2 = np.broadcast_to(z, (2, 3, 4))
- expected_statistic = statistic(x2, y2, z2, axis=axis)
- expected_pvalue = pvalue(x2, y2, z2, axis=axis)
- # Calculate exact and randomized permutation results
- kwds = {'vectorized': False, 'axis': axis, 'alternative': 'greater',
- 'permutation_type': 'independent', 'random_state': self.rng}
- res = permutation_test(data, statistic1d, n_resamples=np.inf, **kwds)
- res2 = permutation_test(data, statistic1d, n_resamples=1000, **kwds)
- # Check results
- assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
- assert_allclose(res.statistic, res2.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected_pvalue, atol=6e-2)
- assert_allclose(res.pvalue, res2.pvalue, atol=3e-2)
- # -- Paired-Sample Tests -- #
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- def test_against_wilcoxon(self, alternative):
- x = stats.uniform.rvs(size=(3, 6, 2), loc=0, random_state=self.rng)
- y = stats.uniform.rvs(size=(3, 6, 2), loc=0.05, random_state=self.rng)
- # We'll check both 1- and 2-sample versions of the same test;
- # we expect identical results to wilcoxon in all cases.
- def statistic_1samp_1d(z):
- # 'less' ensures we get the same of two statistics every time
- return stats.wilcoxon(z, alternative='less').statistic
- def statistic_2samp_1d(x, y):
- return stats.wilcoxon(x, y, alternative='less').statistic
- def test_1d(x, y):
- return stats.wilcoxon(x, y, alternative=alternative)
- test = _resampling._vectorize_statistic(test_1d)
- expected = test(x, y, axis=1)
- expected_stat = expected[0]
- expected_p = expected[1]
- kwds = {'vectorized': False, 'axis': 1, 'alternative': alternative,
- 'permutation_type': 'samples', 'random_state': self.rng,
- 'n_resamples': np.inf}
- res1 = permutation_test((x-y,), statistic_1samp_1d, **kwds)
- res2 = permutation_test((x, y), statistic_2samp_1d, **kwds)
- # `wilcoxon` returns a different statistic with 'two-sided'
- assert_allclose(res1.statistic, res2.statistic, rtol=self.rtol)
- if alternative != 'two-sided':
- assert_allclose(res2.statistic, expected_stat, rtol=self.rtol)
- assert_allclose(res2.pvalue, expected_p, rtol=self.rtol)
- assert_allclose(res1.pvalue, res2.pvalue, rtol=self.rtol)
- @pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
- def test_against_binomtest(self, alternative):
- x = self.rng.integers(0, 2, size=10)
- x[x == 0] = -1
- # More naturally, the test would flip elements between 0 and one.
- # However, permutation_test will flip the _signs_ of the elements.
- # So we have to work with +1/-1 instead of 1/0.
- def statistic(x, axis=0):
- return np.sum(x > 0, axis=axis)
- k, n, p = statistic(x), 10, 0.5
- expected = stats.binomtest(k, n, p, alternative=alternative)
- res = stats.permutation_test((x,), statistic, vectorized=True,
- permutation_type='samples',
- n_resamples=np.inf, random_state=self.rng,
- alternative=alternative)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- # -- Exact Association Tests -- #
- def test_against_kendalltau(self):
- x = self.rng.normal(size=6)
- y = x + self.rng.normal(size=6)
- expected = stats.kendalltau(x, y, method='exact')
- def statistic1d(x):
- return stats.kendalltau(x, y, method='asymptotic').statistic
- # kendalltau currently has only one alternative, two-sided
- res = permutation_test((x,), statistic1d, permutation_type='pairings',
- n_resamples=np.inf, random_state=self.rng)
- assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
- @pytest.mark.parametrize('alternative', ('less', 'greater', 'two-sided'))
- def test_against_fisher_exact(self, alternative):
- def statistic(x,):
- return np.sum((x == 1) & (y == 1))
- # x and y are binary random variables with some dependence
- rng = np.random.default_rng(6235696159000529929)
- x = (rng.random(7) > 0.6).astype(float)
- y = (rng.random(7) + 0.25*x > 0.6).astype(float)
- tab = stats.contingency.crosstab(x, y)[1]
- res = permutation_test((x,), statistic, permutation_type='pairings',
- n_resamples=np.inf, alternative=alternative,
- random_state=rng)
- res2 = stats.fisher_exact(tab, alternative=alternative)
- assert_allclose(res.pvalue, res2[1])
- @pytest.mark.xslow()
- @pytest.mark.parametrize('axis', (-2, 1))
- def test_vectorized_nsamp_ptype_samples(self, axis):
- # Test that permutation_test with permutation_type='samples' works
- # properly for a 3-sample statistic with nd array samples of different
- # (but compatible) shapes and ndims. Show that exact permutation test
- # reproduces SciPy's exact pvalue and that random permutation test
- # approximates it.
- x = self.rng.random(size=(2, 4, 3))
- y = self.rng.random(size=(1, 4, 3))
- z = self.rng.random(size=(2, 4, 1))
- x = stats.rankdata(x, axis=axis)
- y = stats.rankdata(y, axis=axis)
- z = stats.rankdata(z, axis=axis)
- y = y[0] # to check broadcast with different ndim
- data = (x, y, z)
- def statistic1d(*data):
- return stats.page_trend_test(data, ranked=True,
- method='asymptotic').statistic
- def pvalue1d(*data):
- return stats.page_trend_test(data, ranked=True,
- method='exact').pvalue
- statistic = _resampling._vectorize_statistic(statistic1d)
- pvalue = _resampling._vectorize_statistic(pvalue1d)
- expected_statistic = statistic(*np.broadcast_arrays(*data), axis=axis)
- expected_pvalue = pvalue(*np.broadcast_arrays(*data), axis=axis)
- # Let's forgive this use of an integer seed, please.
- kwds = {'vectorized': False, 'axis': axis, 'alternative': 'greater',
- 'permutation_type': 'pairings', 'random_state': 0}
- res = permutation_test(data, statistic1d, n_resamples=np.inf, **kwds)
- res2 = permutation_test(data, statistic1d, n_resamples=5000, **kwds)
- assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
- assert_allclose(res.statistic, res2.statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected_pvalue, rtol=self.rtol)
- assert_allclose(res.pvalue, res2.pvalue, atol=3e-2)
- # -- Test Against External References -- #
- tie_case_1 = {'x': [1, 2, 3, 4], 'y': [1.5, 2, 2.5],
- 'expected_less': 0.2000000000,
- 'expected_2sided': 0.4, # 2*expected_less
- 'expected_Pr_gte_S_mean': 0.3428571429, # see note below
- 'expected_statistic': 7.5,
- 'expected_avg': 9.142857, 'expected_std': 1.40698}
- tie_case_2 = {'x': [111, 107, 100, 99, 102, 106, 109, 108],
- 'y': [107, 108, 106, 98, 105, 103, 110, 105, 104],
- 'expected_less': 0.1555738379,
- 'expected_2sided': 0.3111476758,
- 'expected_Pr_gte_S_mean': 0.2969971205, # see note below
- 'expected_statistic': 32.5,
- 'expected_avg': 38.117647, 'expected_std': 5.172124}
- @pytest.mark.xslow() # only the second case is slow, really
- @pytest.mark.parametrize('case', (tie_case_1, tie_case_2))
- def test_with_ties(self, case):
- """
- Results above from SAS PROC NPAR1WAY, e.g.
- DATA myData;
- INPUT X Y;
- CARDS;
- 1 1
- 1 2
- 1 3
- 1 4
- 2 1.5
- 2 2
- 2 2.5
- ods graphics on;
- proc npar1way AB data=myData;
- class X;
- EXACT;
- run;
- ods graphics off;
- Note: SAS provides Pr >= |S-Mean|, which is different from our
- definition of a two-sided p-value.
- """
- x = case['x']
- y = case['y']
- expected_statistic = case['expected_statistic']
- expected_less = case['expected_less']
- expected_2sided = case['expected_2sided']
- expected_Pr_gte_S_mean = case['expected_Pr_gte_S_mean']
- expected_avg = case['expected_avg']
- expected_std = case['expected_std']
- def statistic1d(x, y):
- return stats.ansari(x, y).statistic
- with np.testing.suppress_warnings() as sup:
- sup.filter(UserWarning, "Ties preclude use of exact statistic")
- res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
- alternative='less')
- res2 = permutation_test((x, y), statistic1d, n_resamples=np.inf,
- alternative='two-sided')
- assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected_less, atol=1e-10)
- assert_allclose(res2.pvalue, expected_2sided, atol=1e-10)
- assert_allclose(res2.null_distribution.mean(), expected_avg, rtol=1e-6)
- assert_allclose(res2.null_distribution.std(), expected_std, rtol=1e-6)
- # SAS provides Pr >= |S-Mean|; might as well check against that, too
- S = res.statistic
- mean = res.null_distribution.mean()
- n = len(res.null_distribution)
- Pr_gte_S_mean = np.sum(np.abs(res.null_distribution-mean)
- >= np.abs(S-mean))/n
- assert_allclose(expected_Pr_gte_S_mean, Pr_gte_S_mean)
- @pytest.mark.parametrize('alternative, expected_pvalue',
- (('less', 0.9708333333333),
- ('greater', 0.05138888888889),
- ('two-sided', 0.1027777777778)))
- def test_against_spearmanr_in_R(self, alternative, expected_pvalue):
- """
- Results above from R cor.test, e.g.
- options(digits=16)
- x <- c(1.76405235, 0.40015721, 0.97873798,
- 2.2408932, 1.86755799, -0.97727788)
- y <- c(2.71414076, 0.2488, 0.87551913,
- 2.6514917, 2.01160156, 0.47699563)
- cor.test(x, y, method = "spearm", alternative = "t")
- """
- # data comes from
- # np.random.seed(0)
- # x = stats.norm.rvs(size=6)
- # y = x + stats.norm.rvs(size=6)
- x = [1.76405235, 0.40015721, 0.97873798,
- 2.2408932, 1.86755799, -0.97727788]
- y = [2.71414076, 0.2488, 0.87551913,
- 2.6514917, 2.01160156, 0.47699563]
- expected_statistic = 0.7714285714285715
- def statistic1d(x):
- return stats.spearmanr(x, y).statistic
- res = permutation_test((x,), statistic1d, permutation_type='pairings',
- n_resamples=np.inf, alternative=alternative)
- assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
- assert_allclose(res.pvalue, expected_pvalue, atol=1e-13)
- @pytest.mark.parametrize("batch", (-1, 0))
- def test_batch_generator_iv(self, batch):
- with pytest.raises(ValueError, match="`batch` must be positive."):
- list(_resampling._batch_generator([1, 2, 3], batch))
- batch_generator_cases = [(range(0), 3, []),
- (range(6), 3, [[0, 1, 2], [3, 4, 5]]),
- (range(8), 3, [[0, 1, 2], [3, 4, 5], [6, 7]])]
- @pytest.mark.parametrize("iterable, batch, expected",
- batch_generator_cases)
- def test_batch_generator(self, iterable, batch, expected):
- got = list(_resampling._batch_generator(iterable, batch))
- assert got == expected
- def test_finite_precision_statistic(self):
- # Some statistics return numerically distinct values when the values
- # should be equal in theory. Test that `permutation_test` accounts
- # for this in some way.
- x = [1, 2, 4, 3]
- y = [2, 4, 6, 8]
- def statistic(x, y):
- return stats.pearsonr(x, y)[0]
- res = stats.permutation_test((x, y), statistic, vectorized=False,
- permutation_type='pairings')
- r, pvalue, null = res.statistic, res.pvalue, res.null_distribution
- correct_p = 2 * np.sum(null >= r - 1e-14) / len(null)
- assert pvalue == correct_p == 1/3
- # Compare against other exact correlation tests using R corr.test
- # options(digits=16)
- # x = c(1, 2, 4, 3)
- # y = c(2, 4, 6, 8)
- # cor.test(x, y, alternative = "t", method = "spearman") # 0.333333333
- # cor.test(x, y, alternative = "t", method = "kendall") # 0.333333333
- def test_all_partitions_concatenated():
- # make sure that _all_paritions_concatenated produces the correct number
- # of partitions of the data into samples of the given sizes and that
- # all are unique
- n = np.array([3, 2, 4], dtype=int)
- nc = np.cumsum(n)
- all_partitions = set()
- counter = 0
- for partition_concatenated in _resampling._all_partitions_concatenated(n):
- counter += 1
- partitioning = np.split(partition_concatenated, nc[:-1])
- all_partitions.add(tuple([frozenset(i) for i in partitioning]))
- expected = np.product([special.binom(sum(n[i:]), sum(n[i+1:]))
- for i in range(len(n)-1)])
- assert_equal(counter, expected)
- assert_equal(len(all_partitions), expected)
- @pytest.mark.parametrize('fun_name',
- ['bootstrap', 'permutation_test', 'monte_carlo_test'])
- def test_parameter_vectorized(fun_name):
- # Check that parameter `vectorized` is working as desired for all
- # resampling functions. Results don't matter; just don't fail asserts.
- rng = np.random.default_rng(75245098234592)
- sample = rng.random(size=10)
- def rvs(size): # needed by `monte_carlo_test`
- return stats.norm.rvs(size=size, random_state=rng)
- fun_options = {'bootstrap': {'data': (sample,), 'random_state': rng,
- 'method': 'percentile'},
- 'permutation_test': {'data': (sample,), 'random_state': rng,
- 'permutation_type': 'samples'},
- 'monte_carlo_test': {'sample': sample, 'rvs': rvs}}
- common_options = {'n_resamples': 100}
- fun = getattr(stats, fun_name)
- options = fun_options[fun_name]
- options.update(common_options)
- def statistic(x, axis):
- assert x.ndim > 1 or np.array_equal(x, sample)
- return np.mean(x, axis=axis)
- fun(statistic=statistic, vectorized=None, **options)
- fun(statistic=statistic, vectorized=True, **options)
- def statistic(x):
- assert x.ndim == 1
- return np.mean(x)
- fun(statistic=statistic, vectorized=None, **options)
- fun(statistic=statistic, vectorized=False, **options)
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