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- """
- Tests for the stats.mstats module (support for masked arrays)
- """
- import warnings
- import platform
- import numpy as np
- from numpy import nan
- import numpy.ma as ma
- from numpy.ma import masked, nomask
- import scipy.stats.mstats as mstats
- from scipy import stats
- from .common_tests import check_named_results
- import pytest
- from pytest import raises as assert_raises
- from numpy.ma.testutils import (assert_equal, assert_almost_equal,
- assert_array_almost_equal, assert_array_almost_equal_nulp, assert_,
- assert_allclose, assert_array_equal)
- from numpy.testing import suppress_warnings
- from scipy.stats import _mstats_basic
- class TestMquantiles:
- def test_mquantiles_limit_keyword(self):
- # Regression test for Trac ticket #867
- data = np.array([[6., 7., 1.],
- [47., 15., 2.],
- [49., 36., 3.],
- [15., 39., 4.],
- [42., 40., -999.],
- [41., 41., -999.],
- [7., -999., -999.],
- [39., -999., -999.],
- [43., -999., -999.],
- [40., -999., -999.],
- [36., -999., -999.]])
- desired = [[19.2, 14.6, 1.45],
- [40.0, 37.5, 2.5],
- [42.8, 40.05, 3.55]]
- quants = mstats.mquantiles(data, axis=0, limit=(0, 50))
- assert_almost_equal(quants, desired)
- def check_equal_gmean(array_like, desired, axis=None, dtype=None, rtol=1e-7):
- # Note this doesn't test when axis is not specified
- x = mstats.gmean(array_like, axis=axis, dtype=dtype)
- assert_allclose(x, desired, rtol=rtol)
- assert_equal(x.dtype, dtype)
- def check_equal_hmean(array_like, desired, axis=None, dtype=None, rtol=1e-7):
- x = stats.hmean(array_like, axis=axis, dtype=dtype)
- assert_allclose(x, desired, rtol=rtol)
- assert_equal(x.dtype, dtype)
- class TestGeoMean:
- def test_1d(self):
- a = [1, 2, 3, 4]
- desired = np.power(1*2*3*4, 1./4.)
- check_equal_gmean(a, desired, rtol=1e-14)
- def test_1d_ma(self):
- # Test a 1d masked array
- a = ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, 100])
- desired = 45.2872868812
- check_equal_gmean(a, desired)
- a = ma.array([1, 2, 3, 4], mask=[0, 0, 0, 1])
- desired = np.power(1*2*3, 1./3.)
- check_equal_gmean(a, desired, rtol=1e-14)
- def test_1d_ma_value(self):
- # Test a 1d masked array with a masked value
- a = np.ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, 100], mask=[0, 0, 0, 0, 0, 0, 0, 0, 0, 1])
- desired = 41.4716627439
- check_equal_gmean(a, desired)
- def test_1d_ma0(self):
- # Test a 1d masked array with zero element
- a = np.ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, 0])
- desired = 0
- check_equal_gmean(a, desired)
- def test_1d_ma_inf(self):
- # Test a 1d masked array with negative element
- a = np.ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, -1])
- desired = np.nan
- with np.errstate(invalid='ignore'):
- check_equal_gmean(a, desired)
- @pytest.mark.skipif(not hasattr(np, 'float96'), reason='cannot find float96 so skipping')
- def test_1d_float96(self):
- a = ma.array([1, 2, 3, 4], mask=[0, 0, 0, 1])
- desired_dt = np.power(1*2*3, 1./3.).astype(np.float96)
- check_equal_gmean(a, desired_dt, dtype=np.float96, rtol=1e-14)
- def test_2d_ma(self):
- a = ma.array([[1, 2, 3, 4], [1, 2, 3, 4], [1, 2, 3, 4]],
- mask=[[0, 0, 0, 0], [1, 0, 0, 1], [0, 1, 1, 0]])
- desired = np.array([1, 2, 3, 4])
- check_equal_gmean(a, desired, axis=0, rtol=1e-14)
- desired = ma.array([np.power(1*2*3*4, 1./4.),
- np.power(2*3, 1./2.),
- np.power(1*4, 1./2.)])
- check_equal_gmean(a, desired, axis=-1, rtol=1e-14)
- # Test a 2d masked array
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = 52.8885199
- check_equal_gmean(np.ma.array(a), desired)
- class TestHarMean:
- def test_1d(self):
- a = ma.array([1, 2, 3, 4], mask=[0, 0, 0, 1])
- desired = 3. / (1./1 + 1./2 + 1./3)
- check_equal_hmean(a, desired, rtol=1e-14)
- a = np.ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, 100])
- desired = 34.1417152147
- check_equal_hmean(a, desired)
- a = np.ma.array([10, 20, 30, 40, 50, 60, 70, 80, 90, 100],
- mask=[0, 0, 0, 0, 0, 0, 0, 0, 0, 1])
- desired = 31.8137186141
- check_equal_hmean(a, desired)
- @pytest.mark.skipif(not hasattr(np, 'float96'), reason='cannot find float96 so skipping')
- def test_1d_float96(self):
- a = ma.array([1, 2, 3, 4], mask=[0, 0, 0, 1])
- desired_dt = np.asarray(3. / (1./1 + 1./2 + 1./3), dtype=np.float96)
- check_equal_hmean(a, desired_dt, dtype=np.float96)
- def test_2d(self):
- a = ma.array([[1, 2, 3, 4], [1, 2, 3, 4], [1, 2, 3, 4]],
- mask=[[0, 0, 0, 0], [1, 0, 0, 1], [0, 1, 1, 0]])
- desired = ma.array([1, 2, 3, 4])
- check_equal_hmean(a, desired, axis=0, rtol=1e-14)
- desired = [4./(1/1.+1/2.+1/3.+1/4.), 2./(1/2.+1/3.), 2./(1/1.+1/4.)]
- check_equal_hmean(a, desired, axis=-1, rtol=1e-14)
- a = [[10, 20, 30, 40], [50, 60, 70, 80], [90, 100, 110, 120]]
- desired = 38.6696271841
- check_equal_hmean(np.ma.array(a), desired)
- class TestRanking:
- def test_ranking(self):
- x = ma.array([0,1,1,1,2,3,4,5,5,6,])
- assert_almost_equal(mstats.rankdata(x),
- [1,3,3,3,5,6,7,8.5,8.5,10])
- x[[3,4]] = masked
- assert_almost_equal(mstats.rankdata(x),
- [1,2.5,2.5,0,0,4,5,6.5,6.5,8])
- assert_almost_equal(mstats.rankdata(x, use_missing=True),
- [1,2.5,2.5,4.5,4.5,4,5,6.5,6.5,8])
- x = ma.array([0,1,5,1,2,4,3,5,1,6,])
- assert_almost_equal(mstats.rankdata(x),
- [1,3,8.5,3,5,7,6,8.5,3,10])
- x = ma.array([[0,1,1,1,2], [3,4,5,5,6,]])
- assert_almost_equal(mstats.rankdata(x),
- [[1,3,3,3,5], [6,7,8.5,8.5,10]])
- assert_almost_equal(mstats.rankdata(x, axis=1),
- [[1,3,3,3,5], [1,2,3.5,3.5,5]])
- assert_almost_equal(mstats.rankdata(x,axis=0),
- [[1,1,1,1,1], [2,2,2,2,2,]])
- class TestCorr:
- def test_pearsonr(self):
- # Tests some computations of Pearson's r
- x = ma.arange(10)
- with warnings.catch_warnings():
- # The tests in this context are edge cases, with perfect
- # correlation or anticorrelation, or totally masked data.
- # None of these should trigger a RuntimeWarning.
- warnings.simplefilter("error", RuntimeWarning)
- assert_almost_equal(mstats.pearsonr(x, x)[0], 1.0)
- assert_almost_equal(mstats.pearsonr(x, x[::-1])[0], -1.0)
- x = ma.array(x, mask=True)
- pr = mstats.pearsonr(x, x)
- assert_(pr[0] is masked)
- assert_(pr[1] is masked)
- x1 = ma.array([-1.0, 0.0, 1.0])
- y1 = ma.array([0, 0, 3])
- r, p = mstats.pearsonr(x1, y1)
- assert_almost_equal(r, np.sqrt(3)/2)
- assert_almost_equal(p, 1.0/3)
- # (x2, y2) have the same unmasked data as (x1, y1).
- mask = [False, False, False, True]
- x2 = ma.array([-1.0, 0.0, 1.0, 99.0], mask=mask)
- y2 = ma.array([0, 0, 3, -1], mask=mask)
- r, p = mstats.pearsonr(x2, y2)
- assert_almost_equal(r, np.sqrt(3)/2)
- assert_almost_equal(p, 1.0/3)
- def test_pearsonr_misaligned_mask(self):
- mx = np.ma.masked_array([1, 2, 3, 4, 5, 6], mask=[0, 1, 0, 0, 0, 0])
- my = np.ma.masked_array([9, 8, 7, 6, 5, 9], mask=[0, 0, 1, 0, 0, 0])
- x = np.array([1, 4, 5, 6])
- y = np.array([9, 6, 5, 9])
- mr, mp = mstats.pearsonr(mx, my)
- r, p = stats.pearsonr(x, y)
- assert_equal(mr, r)
- assert_equal(mp, p)
- def test_spearmanr(self):
- # Tests some computations of Spearman's rho
- (x, y) = ([5.05,6.75,3.21,2.66], [1.65,2.64,2.64,6.95])
- assert_almost_equal(mstats.spearmanr(x,y)[0], -0.6324555)
- (x, y) = ([5.05,6.75,3.21,2.66,np.nan],[1.65,2.64,2.64,6.95,np.nan])
- (x, y) = (ma.fix_invalid(x), ma.fix_invalid(y))
- assert_almost_equal(mstats.spearmanr(x,y)[0], -0.6324555)
- x = [2.0, 47.4, 42.0, 10.8, 60.1, 1.7, 64.0, 63.1,
- 1.0, 1.4, 7.9, 0.3, 3.9, 0.3, 6.7]
- y = [22.6, 8.3, 44.4, 11.9, 24.6, 0.6, 5.7, 41.6,
- 0.0, 0.6, 6.7, 3.8, 1.0, 1.2, 1.4]
- assert_almost_equal(mstats.spearmanr(x,y)[0], 0.6887299)
- x = [2.0, 47.4, 42.0, 10.8, 60.1, 1.7, 64.0, 63.1,
- 1.0, 1.4, 7.9, 0.3, 3.9, 0.3, 6.7, np.nan]
- y = [22.6, 8.3, 44.4, 11.9, 24.6, 0.6, 5.7, 41.6,
- 0.0, 0.6, 6.7, 3.8, 1.0, 1.2, 1.4, np.nan]
- (x, y) = (ma.fix_invalid(x), ma.fix_invalid(y))
- assert_almost_equal(mstats.spearmanr(x,y)[0], 0.6887299)
- # Next test is to make sure calculation uses sufficient precision.
- # The denominator's value is ~n^3 and used to be represented as an
- # int. 2000**3 > 2**32 so these arrays would cause overflow on
- # some machines.
- x = list(range(2000))
- y = list(range(2000))
- y[0], y[9] = y[9], y[0]
- y[10], y[434] = y[434], y[10]
- y[435], y[1509] = y[1509], y[435]
- # rho = 1 - 6 * (2 * (9^2 + 424^2 + 1074^2))/(2000 * (2000^2 - 1))
- # = 1 - (1 / 500)
- # = 0.998
- assert_almost_equal(mstats.spearmanr(x,y)[0], 0.998)
- # test for namedtuple attributes
- res = mstats.spearmanr(x, y)
- attributes = ('correlation', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_spearmanr_alternative(self):
- # check against R
- # options(digits=16)
- # cor.test(c(2.0, 47.4, 42.0, 10.8, 60.1, 1.7, 64.0, 63.1,
- # 1.0, 1.4, 7.9, 0.3, 3.9, 0.3, 6.7),
- # c(22.6, 8.3, 44.4, 11.9, 24.6, 0.6, 5.7, 41.6,
- # 0.0, 0.6, 6.7, 3.8, 1.0, 1.2, 1.4),
- # alternative='two.sided', method='spearman')
- x = [2.0, 47.4, 42.0, 10.8, 60.1, 1.7, 64.0, 63.1,
- 1.0, 1.4, 7.9, 0.3, 3.9, 0.3, 6.7]
- y = [22.6, 8.3, 44.4, 11.9, 24.6, 0.6, 5.7, 41.6,
- 0.0, 0.6, 6.7, 3.8, 1.0, 1.2, 1.4]
- r_exp = 0.6887298747763864 # from cor.test
- r, p = mstats.spearmanr(x, y)
- assert_allclose(r, r_exp)
- assert_allclose(p, 0.004519192910756)
- r, p = mstats.spearmanr(x, y, alternative='greater')
- assert_allclose(r, r_exp)
- assert_allclose(p, 0.002259596455378)
- r, p = mstats.spearmanr(x, y, alternative='less')
- assert_allclose(r, r_exp)
- assert_allclose(p, 0.9977404035446)
- # intuitive test (with obvious positive correlation)
- n = 100
- x = np.linspace(0, 5, n)
- y = 0.1*x + np.random.rand(n) # y is positively correlated w/ x
- stat1, p1 = mstats.spearmanr(x, y)
- stat2, p2 = mstats.spearmanr(x, y, alternative="greater")
- assert_allclose(p2, p1 / 2) # positive correlation -> small p
- stat3, p3 = mstats.spearmanr(x, y, alternative="less")
- assert_allclose(p3, 1 - p1 / 2) # positive correlation -> large p
- assert stat1 == stat2 == stat3
- with pytest.raises(ValueError, match="alternative must be 'less'..."):
- mstats.spearmanr(x, y, alternative="ekki-ekki")
- @pytest.mark.skipif(platform.machine() == 'ppc64le',
- reason="fails/crashes on ppc64le")
- def test_kendalltau(self):
- # check case with maximum disorder and p=1
- x = ma.array(np.array([9, 2, 5, 6]))
- y = ma.array(np.array([4, 7, 9, 11]))
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [0.0, 1.0]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # simple case without ties
- x = ma.array(np.arange(10))
- y = ma.array(np.arange(10))
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [1.0, 5.511463844797e-07]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # check exception in case of invalid method keyword
- assert_raises(ValueError, mstats.kendalltau, x, y, method='banana')
- # swap a couple of values
- b = y[1]
- y[1] = y[2]
- y[2] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [0.9555555555555556, 5.511463844797e-06]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # swap a couple more
- b = y[5]
- y[5] = y[6]
- y[6] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [0.9111111111111111, 2.976190476190e-05]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # same in opposite direction
- x = ma.array(np.arange(10))
- y = ma.array(np.arange(10)[::-1])
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [-1.0, 5.511463844797e-07]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # swap a couple of values
- b = y[1]
- y[1] = y[2]
- y[2] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [-0.9555555555555556, 5.511463844797e-06]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # swap a couple more
- b = y[5]
- y[5] = y[6]
- y[6] = b
- # Cross-check with exact result from R:
- # cor.test(x,y,method="kendall",exact=1)
- expected = [-0.9111111111111111, 2.976190476190e-05]
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)), expected)
- # Tests some computations of Kendall's tau
- x = ma.fix_invalid([5.05, 6.75, 3.21, 2.66, np.nan])
- y = ma.fix_invalid([1.65, 26.5, -5.93, 7.96, np.nan])
- z = ma.fix_invalid([1.65, 2.64, 2.64, 6.95, np.nan])
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y)),
- [+0.3333333, 0.75])
- assert_almost_equal(np.asarray(mstats.kendalltau(x, y, method='asymptotic')),
- [+0.3333333, 0.4969059])
- assert_almost_equal(np.asarray(mstats.kendalltau(x, z)),
- [-0.5477226, 0.2785987])
- #
- x = ma.fix_invalid([0, 0, 0, 0, 20, 20, 0, 60, 0, 20,
- 10, 10, 0, 40, 0, 20, 0, 0, 0, 0, 0, np.nan])
- y = ma.fix_invalid([0, 80, 80, 80, 10, 33, 60, 0, 67, 27,
- 25, 80, 80, 80, 80, 80, 80, 0, 10, 45, np.nan, 0])
- result = mstats.kendalltau(x, y)
- assert_almost_equal(np.asarray(result), [-0.1585188, 0.4128009])
- # test for namedtuple attributes
- attributes = ('correlation', 'pvalue')
- check_named_results(result, attributes, ma=True)
- @pytest.mark.skipif(platform.machine() == 'ppc64le',
- reason="fails/crashes on ppc64le")
- @pytest.mark.slow
- def test_kendalltau_large(self):
- # make sure internal variable use correct precision with
- # larger arrays
- x = np.arange(2000, dtype=float)
- x = ma.masked_greater(x, 1995)
- y = np.arange(2000, dtype=float)
- y = np.concatenate((y[1000:], y[:1000]))
- assert_(np.isfinite(mstats.kendalltau(x, y)[1]))
- def test_kendalltau_seasonal(self):
- # Tests the seasonal Kendall tau.
- x = [[nan, nan, 4, 2, 16, 26, 5, 1, 5, 1, 2, 3, 1],
- [4, 3, 5, 3, 2, 7, 3, 1, 1, 2, 3, 5, 3],
- [3, 2, 5, 6, 18, 4, 9, 1, 1, nan, 1, 1, nan],
- [nan, 6, 11, 4, 17, nan, 6, 1, 1, 2, 5, 1, 1]]
- x = ma.fix_invalid(x).T
- output = mstats.kendalltau_seasonal(x)
- assert_almost_equal(output['global p-value (indep)'], 0.008, 3)
- assert_almost_equal(output['seasonal p-value'].round(2),
- [0.18,0.53,0.20,0.04])
- @pytest.mark.parametrize("method", ("exact", "asymptotic"))
- @pytest.mark.parametrize("alternative", ("two-sided", "greater", "less"))
- def test_kendalltau_mstats_vs_stats(self, method, alternative):
- # Test that mstats.kendalltau and stats.kendalltau with
- # nan_policy='omit' matches behavior of stats.kendalltau
- # Accuracy of the alternatives is tested in stats/tests/test_stats.py
- np.random.seed(0)
- n = 50
- x = np.random.rand(n)
- y = np.random.rand(n)
- mask = np.random.rand(n) > 0.5
- x_masked = ma.array(x, mask=mask)
- y_masked = ma.array(y, mask=mask)
- res_masked = mstats.kendalltau(
- x_masked, y_masked, method=method, alternative=alternative)
- x_compressed = x_masked.compressed()
- y_compressed = y_masked.compressed()
- res_compressed = stats.kendalltau(
- x_compressed, y_compressed, method=method, alternative=alternative)
- x[mask] = np.nan
- y[mask] = np.nan
- res_nan = stats.kendalltau(
- x, y, method=method, nan_policy='omit', alternative=alternative)
- assert_allclose(res_masked, res_compressed)
- assert_allclose(res_nan, res_compressed)
- def test_kendall_p_exact_medium(self):
- # Test for the exact method with medium samples (some n >= 171)
- # expected values generated using SymPy
- expectations = {(100, 2393): 0.62822615287956040664,
- (101, 2436): 0.60439525773513602669,
- (170, 0): 2.755801935583541e-307,
- (171, 0): 0.0,
- (171, 1): 2.755801935583541e-307,
- (172, 1): 0.0,
- (200, 9797): 0.74753983745929675209,
- (201, 9656): 0.40959218958120363618}
- for nc, expected in expectations.items():
- res = _mstats_basic._kendall_p_exact(nc[0], nc[1])
- assert_almost_equal(res, expected)
- @pytest.mark.xslow
- def test_kendall_p_exact_large(self):
- # Test for the exact method with large samples (n >= 171)
- # expected values generated using SymPy
- expectations = {(400, 38965): 0.48444283672113314099,
- (401, 39516): 0.66363159823474837662,
- (800, 156772): 0.42265448483120932055,
- (801, 157849): 0.53437553412194416236,
- (1600, 637472): 0.84200727400323538419,
- (1601, 630304): 0.34465255088058593946}
- for nc, expected in expectations.items():
- res = _mstats_basic._kendall_p_exact(nc[0], nc[1])
- assert_almost_equal(res, expected)
- def test_pointbiserial(self):
- x = [1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0,
- 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, -1]
- y = [14.8, 13.8, 12.4, 10.1, 7.1, 6.1, 5.8, 4.6, 4.3, 3.5, 3.3, 3.2,
- 3.0, 2.8, 2.8, 2.5, 2.4, 2.3, 2.1, 1.7, 1.7, 1.5, 1.3, 1.3, 1.2,
- 1.2, 1.1, 0.8, 0.7, 0.6, 0.5, 0.2, 0.2, 0.1, np.nan]
- assert_almost_equal(mstats.pointbiserialr(x, y)[0], 0.36149, 5)
- # test for namedtuple attributes
- res = mstats.pointbiserialr(x, y)
- attributes = ('correlation', 'pvalue')
- check_named_results(res, attributes, ma=True)
- class TestTrimming:
- def test_trim(self):
- a = ma.arange(10)
- assert_equal(mstats.trim(a), [0,1,2,3,4,5,6,7,8,9])
- a = ma.arange(10)
- assert_equal(mstats.trim(a,(2,8)), [None,None,2,3,4,5,6,7,8,None])
- a = ma.arange(10)
- assert_equal(mstats.trim(a,limits=(2,8),inclusive=(False,False)),
- [None,None,None,3,4,5,6,7,None,None])
- a = ma.arange(10)
- assert_equal(mstats.trim(a,limits=(0.1,0.2),relative=True),
- [None,1,2,3,4,5,6,7,None,None])
- a = ma.arange(12)
- a[[0,-1]] = a[5] = masked
- assert_equal(mstats.trim(a, (2,8)),
- [None, None, 2, 3, 4, None, 6, 7, 8, None, None, None])
- x = ma.arange(100).reshape(10, 10)
- expected = [1]*10 + [0]*70 + [1]*20
- trimx = mstats.trim(x, (0.1,0.2), relative=True, axis=None)
- assert_equal(trimx._mask.ravel(), expected)
- trimx = mstats.trim(x, (0.1,0.2), relative=True, axis=0)
- assert_equal(trimx._mask.ravel(), expected)
- trimx = mstats.trim(x, (0.1,0.2), relative=True, axis=-1)
- assert_equal(trimx._mask.T.ravel(), expected)
- # same as above, but with an extra masked row inserted
- x = ma.arange(110).reshape(11, 10)
- x[1] = masked
- expected = [1]*20 + [0]*70 + [1]*20
- trimx = mstats.trim(x, (0.1,0.2), relative=True, axis=None)
- assert_equal(trimx._mask.ravel(), expected)
- trimx = mstats.trim(x, (0.1,0.2), relative=True, axis=0)
- assert_equal(trimx._mask.ravel(), expected)
- trimx = mstats.trim(x.T, (0.1,0.2), relative=True, axis=-1)
- assert_equal(trimx.T._mask.ravel(), expected)
- def test_trim_old(self):
- x = ma.arange(100)
- assert_equal(mstats.trimboth(x).count(), 60)
- assert_equal(mstats.trimtail(x,tail='r').count(), 80)
- x[50:70] = masked
- trimx = mstats.trimboth(x)
- assert_equal(trimx.count(), 48)
- assert_equal(trimx._mask, [1]*16 + [0]*34 + [1]*20 + [0]*14 + [1]*16)
- x._mask = nomask
- x.shape = (10,10)
- assert_equal(mstats.trimboth(x).count(), 60)
- assert_equal(mstats.trimtail(x).count(), 80)
- def test_trimr(self):
- x = ma.arange(10)
- result = mstats.trimr(x, limits=(0.15, 0.14), inclusive=(False, False))
- expected = ma.array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9],
- mask=[1, 1, 0, 0, 0, 0, 0, 0, 0, 1])
- assert_equal(result, expected)
- assert_equal(result.mask, expected.mask)
- def test_trimmedmean(self):
- data = ma.array([77, 87, 88,114,151,210,219,246,253,262,
- 296,299,306,376,428,515,666,1310,2611])
- assert_almost_equal(mstats.trimmed_mean(data,0.1), 343, 0)
- assert_almost_equal(mstats.trimmed_mean(data,(0.1,0.1)), 343, 0)
- assert_almost_equal(mstats.trimmed_mean(data,(0.2,0.2)), 283, 0)
- def test_trimmed_stde(self):
- data = ma.array([77, 87, 88,114,151,210,219,246,253,262,
- 296,299,306,376,428,515,666,1310,2611])
- assert_almost_equal(mstats.trimmed_stde(data,(0.2,0.2)), 56.13193, 5)
- assert_almost_equal(mstats.trimmed_stde(data,0.2), 56.13193, 5)
- def test_winsorization(self):
- data = ma.array([77, 87, 88,114,151,210,219,246,253,262,
- 296,299,306,376,428,515,666,1310,2611])
- assert_almost_equal(mstats.winsorize(data,(0.2,0.2)).var(ddof=1),
- 21551.4, 1)
- assert_almost_equal(
- mstats.winsorize(data, (0.2,0.2),(False,False)).var(ddof=1),
- 11887.3, 1)
- data[5] = masked
- winsorized = mstats.winsorize(data)
- assert_equal(winsorized.mask, data.mask)
- def test_winsorization_nan(self):
- data = ma.array([np.nan, np.nan, 0, 1, 2])
- assert_raises(ValueError, mstats.winsorize, data, (0.05, 0.05),
- nan_policy='raise')
- # Testing propagate (default behavior)
- assert_equal(mstats.winsorize(data, (0.4, 0.4)),
- ma.array([2, 2, 2, 2, 2]))
- assert_equal(mstats.winsorize(data, (0.8, 0.8)),
- ma.array([np.nan, np.nan, np.nan, np.nan, np.nan]))
- assert_equal(mstats.winsorize(data, (0.4, 0.4), nan_policy='omit'),
- ma.array([np.nan, np.nan, 2, 2, 2]))
- assert_equal(mstats.winsorize(data, (0.8, 0.8), nan_policy='omit'),
- ma.array([np.nan, np.nan, 2, 2, 2]))
- class TestMoments:
- # Comparison numbers are found using R v.1.5.1
- # note that length(testcase) = 4
- # testmathworks comes from documentation for the
- # Statistics Toolbox for Matlab and can be found at both
- # https://www.mathworks.com/help/stats/kurtosis.html
- # https://www.mathworks.com/help/stats/skewness.html
- # Note that both test cases came from here.
- testcase = [1,2,3,4]
- testmathworks = ma.fix_invalid([1.165, 0.6268, 0.0751, 0.3516, -0.6965,
- np.nan])
- testcase_2d = ma.array(
- np.array([[0.05245846, 0.50344235, 0.86589117, 0.36936353, 0.46961149],
- [0.11574073, 0.31299969, 0.45925772, 0.72618805, 0.75194407],
- [0.67696689, 0.91878127, 0.09769044, 0.04645137, 0.37615733],
- [0.05903624, 0.29908861, 0.34088298, 0.66216337, 0.83160998],
- [0.64619526, 0.94894632, 0.27855892, 0.0706151, 0.39962917]]),
- mask=np.array([[True, False, False, True, False],
- [True, True, True, False, True],
- [False, False, False, False, False],
- [True, True, True, True, True],
- [False, False, True, False, False]], dtype=bool))
- def _assert_equal(self, actual, expect, *, shape=None, dtype=None):
- expect = np.asarray(expect)
- if shape is not None:
- expect = np.broadcast_to(expect, shape)
- assert_array_equal(actual, expect)
- if dtype is None:
- dtype = expect.dtype
- assert actual.dtype == dtype
- def test_moment(self):
- y = mstats.moment(self.testcase,1)
- assert_almost_equal(y,0.0,10)
- y = mstats.moment(self.testcase,2)
- assert_almost_equal(y,1.25)
- y = mstats.moment(self.testcase,3)
- assert_almost_equal(y,0.0)
- y = mstats.moment(self.testcase,4)
- assert_almost_equal(y,2.5625)
- # check array_like input for moment
- y = mstats.moment(self.testcase, [1, 2, 3, 4])
- assert_allclose(y, [0, 1.25, 0, 2.5625])
- # check moment input consists only of integers
- y = mstats.moment(self.testcase, 0.0)
- assert_allclose(y, 1.0)
- assert_raises(ValueError, mstats.moment, self.testcase, 1.2)
- y = mstats.moment(self.testcase, [1.0, 2, 3, 4.0])
- assert_allclose(y, [0, 1.25, 0, 2.5625])
- # test empty input
- y = mstats.moment([])
- self._assert_equal(y, np.nan, dtype=np.float64)
- y = mstats.moment(np.array([], dtype=np.float32))
- self._assert_equal(y, np.nan, dtype=np.float32)
- y = mstats.moment(np.zeros((1, 0)), axis=0)
- self._assert_equal(y, [], shape=(0,), dtype=np.float64)
- y = mstats.moment([[]], axis=1)
- self._assert_equal(y, np.nan, shape=(1,), dtype=np.float64)
- y = mstats.moment([[]], moment=[0, 1], axis=0)
- self._assert_equal(y, [], shape=(2, 0))
- x = np.arange(10.)
- x[9] = np.nan
- assert_equal(mstats.moment(x, 2), ma.masked) # NaN value is ignored
- def test_variation(self):
- y = mstats.variation(self.testcase)
- assert_almost_equal(y,0.44721359549996, 10)
- def test_variation_ddof(self):
- # test variation with delta degrees of freedom
- # regression test for gh-13341
- a = np.array([1, 2, 3, 4, 5])
- y = mstats.variation(a, ddof=1)
- assert_almost_equal(y, 0.5270462766947299)
- def test_skewness(self):
- y = mstats.skew(self.testmathworks)
- assert_almost_equal(y,-0.29322304336607,10)
- y = mstats.skew(self.testmathworks,bias=0)
- assert_almost_equal(y,-0.437111105023940,10)
- y = mstats.skew(self.testcase)
- assert_almost_equal(y,0.0,10)
- # test that skew works on multidimensional masked arrays
- correct_2d = ma.array(
- np.array([0.6882870394455785, 0, 0.2665647526856708,
- 0, -0.05211472114254485]),
- mask=np.array([False, False, False, True, False], dtype=bool)
- )
- assert_allclose(mstats.skew(self.testcase_2d, 1), correct_2d)
- for i, row in enumerate(self.testcase_2d):
- assert_almost_equal(mstats.skew(row), correct_2d[i])
- correct_2d_bias_corrected = ma.array(
- np.array([1.685952043212545, 0.0, 0.3973712716070531, 0,
- -0.09026534484117164]),
- mask=np.array([False, False, False, True, False], dtype=bool)
- )
- assert_allclose(mstats.skew(self.testcase_2d, 1, bias=False),
- correct_2d_bias_corrected)
- for i, row in enumerate(self.testcase_2d):
- assert_almost_equal(mstats.skew(row, bias=False),
- correct_2d_bias_corrected[i])
- # Check consistency between stats and mstats implementations
- assert_allclose(mstats.skew(self.testcase_2d[2, :]),
- stats.skew(self.testcase_2d[2, :]))
- def test_kurtosis(self):
- # Set flags for axis = 0 and fisher=0 (Pearson's definition of kurtosis
- # for compatibility with Matlab)
- y = mstats.kurtosis(self.testmathworks, 0, fisher=0, bias=1)
- assert_almost_equal(y, 2.1658856802973, 10)
- # Note that MATLAB has confusing docs for the following case
- # kurtosis(x,0) gives an unbiased estimate of Pearson's skewness
- # kurtosis(x) gives a biased estimate of Fisher's skewness (Pearson-3)
- # The MATLAB docs imply that both should give Fisher's
- y = mstats.kurtosis(self.testmathworks, fisher=0, bias=0)
- assert_almost_equal(y, 3.663542721189047, 10)
- y = mstats.kurtosis(self.testcase, 0, 0)
- assert_almost_equal(y, 1.64)
- # test that kurtosis works on multidimensional masked arrays
- correct_2d = ma.array(np.array([-1.5, -3., -1.47247052385, 0.,
- -1.26979517952]),
- mask=np.array([False, False, False, True,
- False], dtype=bool))
- assert_array_almost_equal(mstats.kurtosis(self.testcase_2d, 1),
- correct_2d)
- for i, row in enumerate(self.testcase_2d):
- assert_almost_equal(mstats.kurtosis(row), correct_2d[i])
- correct_2d_bias_corrected = ma.array(
- np.array([-1.5, -3., -1.88988209538, 0., -0.5234638463918877]),
- mask=np.array([False, False, False, True, False], dtype=bool))
- assert_array_almost_equal(mstats.kurtosis(self.testcase_2d, 1,
- bias=False),
- correct_2d_bias_corrected)
- for i, row in enumerate(self.testcase_2d):
- assert_almost_equal(mstats.kurtosis(row, bias=False),
- correct_2d_bias_corrected[i])
- # Check consistency between stats and mstats implementations
- assert_array_almost_equal_nulp(mstats.kurtosis(self.testcase_2d[2, :]),
- stats.kurtosis(self.testcase_2d[2, :]),
- nulp=4)
- class TestMode:
- def test_mode(self):
- a1 = [0,0,0,1,1,1,2,3,3,3,3,4,5,6,7]
- a2 = np.reshape(a1, (3,5))
- a3 = np.array([1,2,3,4,5,6])
- a4 = np.reshape(a3, (3,2))
- ma1 = ma.masked_where(ma.array(a1) > 2, a1)
- ma2 = ma.masked_where(a2 > 2, a2)
- ma3 = ma.masked_where(a3 < 2, a3)
- ma4 = ma.masked_where(ma.array(a4) < 2, a4)
- assert_equal(mstats.mode(a1, axis=None), (3,4))
- assert_equal(mstats.mode(a1, axis=0), (3,4))
- assert_equal(mstats.mode(ma1, axis=None), (0,3))
- assert_equal(mstats.mode(a2, axis=None), (3,4))
- assert_equal(mstats.mode(ma2, axis=None), (0,3))
- assert_equal(mstats.mode(a3, axis=None), (1,1))
- assert_equal(mstats.mode(ma3, axis=None), (2,1))
- assert_equal(mstats.mode(a2, axis=0), ([[0,0,0,1,1]], [[1,1,1,1,1]]))
- assert_equal(mstats.mode(ma2, axis=0), ([[0,0,0,1,1]], [[1,1,1,1,1]]))
- assert_equal(mstats.mode(a2, axis=-1), ([[0],[3],[3]], [[3],[3],[1]]))
- assert_equal(mstats.mode(ma2, axis=-1), ([[0],[1],[0]], [[3],[1],[0]]))
- assert_equal(mstats.mode(ma4, axis=0), ([[3,2]], [[1,1]]))
- assert_equal(mstats.mode(ma4, axis=-1), ([[2],[3],[5]], [[1],[1],[1]]))
- a1_res = mstats.mode(a1, axis=None)
- # test for namedtuple attributes
- attributes = ('mode', 'count')
- check_named_results(a1_res, attributes, ma=True)
- def test_mode_modifies_input(self):
- # regression test for gh-6428: mode(..., axis=None) may not modify
- # the input array
- im = np.zeros((100, 100))
- im[:50, :] += 1
- im[:, :50] += 1
- cp = im.copy()
- mstats.mode(im, None)
- assert_equal(im, cp)
- class TestPercentile:
- def setup_method(self):
- self.a1 = [3, 4, 5, 10, -3, -5, 6]
- self.a2 = [3, -6, -2, 8, 7, 4, 2, 1]
- self.a3 = [3., 4, 5, 10, -3, -5, -6, 7.0]
- def test_percentile(self):
- x = np.arange(8) * 0.5
- assert_equal(mstats.scoreatpercentile(x, 0), 0.)
- assert_equal(mstats.scoreatpercentile(x, 100), 3.5)
- assert_equal(mstats.scoreatpercentile(x, 50), 1.75)
- def test_2D(self):
- x = ma.array([[1, 1, 1],
- [1, 1, 1],
- [4, 4, 3],
- [1, 1, 1],
- [1, 1, 1]])
- assert_equal(mstats.scoreatpercentile(x, 50), [1, 1, 1])
- class TestVariability:
- """ Comparison numbers are found using R v.1.5.1
- note that length(testcase) = 4
- """
- testcase = ma.fix_invalid([1,2,3,4,np.nan])
- def test_sem(self):
- # This is not in R, so used: sqrt(var(testcase)*3/4) / sqrt(3)
- y = mstats.sem(self.testcase)
- assert_almost_equal(y, 0.6454972244)
- n = self.testcase.count()
- assert_allclose(mstats.sem(self.testcase, ddof=0) * np.sqrt(n/(n-2)),
- mstats.sem(self.testcase, ddof=2))
- def test_zmap(self):
- # This is not in R, so tested by using:
- # (testcase[i]-mean(testcase,axis=0)) / sqrt(var(testcase)*3/4)
- y = mstats.zmap(self.testcase, self.testcase)
- desired_unmaskedvals = ([-1.3416407864999, -0.44721359549996,
- 0.44721359549996, 1.3416407864999])
- assert_array_almost_equal(desired_unmaskedvals,
- y.data[y.mask == False], decimal=12)
- def test_zscore(self):
- # This is not in R, so tested by using:
- # (testcase[i]-mean(testcase,axis=0)) / sqrt(var(testcase)*3/4)
- y = mstats.zscore(self.testcase)
- desired = ma.fix_invalid([-1.3416407864999, -0.44721359549996,
- 0.44721359549996, 1.3416407864999, np.nan])
- assert_almost_equal(desired, y, decimal=12)
- class TestMisc:
- def test_obrientransform(self):
- args = [[5]*5+[6]*11+[7]*9+[8]*3+[9]*2+[10]*2,
- [6]+[7]*2+[8]*4+[9]*9+[10]*16]
- result = [5*[3.1828]+11*[0.5591]+9*[0.0344]+3*[1.6086]+2*[5.2817]+2*[11.0538],
- [10.4352]+2*[4.8599]+4*[1.3836]+9*[0.0061]+16*[0.7277]]
- assert_almost_equal(np.round(mstats.obrientransform(*args).T, 4),
- result, 4)
- def test_ks_2samp(self):
- x = [[nan,nan, 4, 2, 16, 26, 5, 1, 5, 1, 2, 3, 1],
- [4, 3, 5, 3, 2, 7, 3, 1, 1, 2, 3, 5, 3],
- [3, 2, 5, 6, 18, 4, 9, 1, 1, nan, 1, 1, nan],
- [nan, 6, 11, 4, 17, nan, 6, 1, 1, 2, 5, 1, 1]]
- x = ma.fix_invalid(x).T
- (winter, spring, summer, fall) = x.T
- assert_almost_equal(np.round(mstats.ks_2samp(winter, spring), 4),
- (0.1818, 0.9628))
- assert_almost_equal(np.round(mstats.ks_2samp(winter, spring, 'g'), 4),
- (0.1469, 0.6886))
- assert_almost_equal(np.round(mstats.ks_2samp(winter, spring, 'l'), 4),
- (0.1818, 0.6011))
- def test_friedmanchisq(self):
- # No missing values
- args = ([9.0,9.5,5.0,7.5,9.5,7.5,8.0,7.0,8.5,6.0],
- [7.0,6.5,7.0,7.5,5.0,8.0,6.0,6.5,7.0,7.0],
- [6.0,8.0,4.0,6.0,7.0,6.5,6.0,4.0,6.5,3.0])
- result = mstats.friedmanchisquare(*args)
- assert_almost_equal(result[0], 10.4737, 4)
- assert_almost_equal(result[1], 0.005317, 6)
- # Missing values
- x = [[nan,nan, 4, 2, 16, 26, 5, 1, 5, 1, 2, 3, 1],
- [4, 3, 5, 3, 2, 7, 3, 1, 1, 2, 3, 5, 3],
- [3, 2, 5, 6, 18, 4, 9, 1, 1,nan, 1, 1,nan],
- [nan, 6, 11, 4, 17,nan, 6, 1, 1, 2, 5, 1, 1]]
- x = ma.fix_invalid(x)
- result = mstats.friedmanchisquare(*x)
- assert_almost_equal(result[0], 2.0156, 4)
- assert_almost_equal(result[1], 0.5692, 4)
- # test for namedtuple attributes
- attributes = ('statistic', 'pvalue')
- check_named_results(result, attributes, ma=True)
- def test_regress_simple():
- # Regress a line with sinusoidal noise. Test for #1273.
- x = np.linspace(0, 100, 100)
- y = 0.2 * np.linspace(0, 100, 100) + 10
- y += np.sin(np.linspace(0, 20, 100))
- result = mstats.linregress(x, y)
- # Result is of a correct class and with correct fields
- lr = stats._stats_mstats_common.LinregressResult
- assert_(isinstance(result, lr))
- attributes = ('slope', 'intercept', 'rvalue', 'pvalue', 'stderr')
- check_named_results(result, attributes, ma=True)
- assert 'intercept_stderr' in dir(result)
- # Slope and intercept are estimated correctly
- assert_almost_equal(result.slope, 0.19644990055858422)
- assert_almost_equal(result.intercept, 10.211269918932341)
- assert_almost_equal(result.stderr, 0.002395781449783862)
- assert_almost_equal(result.intercept_stderr, 0.13866936078570702)
- def test_linregress_identical_x():
- x = np.zeros(10)
- y = np.random.random(10)
- msg = "Cannot calculate a linear regression if all x values are identical"
- with assert_raises(ValueError, match=msg):
- mstats.linregress(x, y)
- def test_theilslopes():
- # Test for basic slope and intercept.
- slope, intercept, lower, upper = mstats.theilslopes([0, 1, 1])
- assert_almost_equal(slope, 0.5)
- assert_almost_equal(intercept, 0.5)
- slope, intercept, lower, upper = mstats.theilslopes([0, 1, 1],
- method='joint')
- assert_almost_equal(slope, 0.5)
- assert_almost_equal(intercept, 0.0)
- # Test for correct masking.
- y = np.ma.array([0, 1, 100, 1], mask=[False, False, True, False])
- slope, intercept, lower, upper = mstats.theilslopes(y)
- assert_almost_equal(slope, 1./3)
- assert_almost_equal(intercept, 2./3)
- slope, intercept, lower, upper = mstats.theilslopes(y,
- method='joint')
- assert_almost_equal(slope, 1./3)
- assert_almost_equal(intercept, 0.0)
- # Test of confidence intervals from example in Sen (1968).
- x = [1, 2, 3, 4, 10, 12, 18]
- y = [9, 15, 19, 20, 45, 55, 78]
- slope, intercept, lower, upper = mstats.theilslopes(y, x, 0.07)
- assert_almost_equal(slope, 4)
- assert_almost_equal(intercept, 4.0)
- assert_almost_equal(upper, 4.38, decimal=2)
- assert_almost_equal(lower, 3.71, decimal=2)
- slope, intercept, lower, upper = mstats.theilslopes(y, x, 0.07,
- method='joint')
- assert_almost_equal(slope, 4)
- assert_almost_equal(intercept, 6.0)
- assert_almost_equal(upper, 4.38, decimal=2)
- assert_almost_equal(lower, 3.71, decimal=2)
- def test_theilslopes_warnings():
- # Test `theilslopes` with degenerate input; see gh-15943
- with pytest.warns(RuntimeWarning, match="All `x` coordinates are..."):
- res = mstats.theilslopes([0, 1], [0, 0])
- assert np.all(np.isnan(res))
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered...")
- res = mstats.theilslopes([0, 0, 0], [0, 1, 0])
- assert_allclose(res, (0, 0, np.nan, np.nan))
- def test_theilslopes_namedtuple_consistency():
- """
- Simple test to ensure tuple backwards-compatibility of the returned
- TheilslopesResult object
- """
- y = [1, 2, 4]
- x = [4, 6, 8]
- slope, intercept, low_slope, high_slope = mstats.theilslopes(y, x)
- result = mstats.theilslopes(y, x)
- # note all four returned values are distinct here
- assert_equal(slope, result.slope)
- assert_equal(intercept, result.intercept)
- assert_equal(low_slope, result.low_slope)
- assert_equal(high_slope, result.high_slope)
- def test_siegelslopes():
- # method should be exact for straight line
- y = 2 * np.arange(10) + 0.5
- assert_equal(mstats.siegelslopes(y), (2.0, 0.5))
- assert_equal(mstats.siegelslopes(y, method='separate'), (2.0, 0.5))
- x = 2 * np.arange(10)
- y = 5 * x - 3.0
- assert_equal(mstats.siegelslopes(y, x), (5.0, -3.0))
- assert_equal(mstats.siegelslopes(y, x, method='separate'), (5.0, -3.0))
- # method is robust to outliers: brekdown point of 50%
- y[:4] = 1000
- assert_equal(mstats.siegelslopes(y, x), (5.0, -3.0))
- # if there are no outliers, results should be comparble to linregress
- x = np.arange(10)
- y = -2.3 + 0.3*x + stats.norm.rvs(size=10, random_state=231)
- slope_ols, intercept_ols, _, _, _ = stats.linregress(x, y)
- slope, intercept = mstats.siegelslopes(y, x)
- assert_allclose(slope, slope_ols, rtol=0.1)
- assert_allclose(intercept, intercept_ols, rtol=0.1)
- slope, intercept = mstats.siegelslopes(y, x, method='separate')
- assert_allclose(slope, slope_ols, rtol=0.1)
- assert_allclose(intercept, intercept_ols, rtol=0.1)
- def test_siegelslopes_namedtuple_consistency():
- """
- Simple test to ensure tuple backwards-compatibility of the returned
- SiegelslopesResult object.
- """
- y = [1, 2, 4]
- x = [4, 6, 8]
- slope, intercept = mstats.siegelslopes(y, x)
- result = mstats.siegelslopes(y, x)
- # note both returned values are distinct here
- assert_equal(slope, result.slope)
- assert_equal(intercept, result.intercept)
- def test_plotting_positions():
- # Regression test for #1256
- pos = mstats.plotting_positions(np.arange(3), 0, 0)
- assert_array_almost_equal(pos.data, np.array([0.25, 0.5, 0.75]))
- class TestNormalitytests():
- def test_vs_nonmasked(self):
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- assert_array_almost_equal(mstats.normaltest(x),
- stats.normaltest(x))
- assert_array_almost_equal(mstats.skewtest(x),
- stats.skewtest(x))
- assert_array_almost_equal(mstats.kurtosistest(x),
- stats.kurtosistest(x))
- funcs = [stats.normaltest, stats.skewtest, stats.kurtosistest]
- mfuncs = [mstats.normaltest, mstats.skewtest, mstats.kurtosistest]
- x = [1, 2, 3, 4]
- for func, mfunc in zip(funcs, mfuncs):
- assert_raises(ValueError, func, x)
- assert_raises(ValueError, mfunc, x)
- def test_axis_None(self):
- # Test axis=None (equal to axis=0 for 1-D input)
- x = np.array((-2,-1,0,1,2,3)*4)**2
- assert_allclose(mstats.normaltest(x, axis=None), mstats.normaltest(x))
- assert_allclose(mstats.skewtest(x, axis=None), mstats.skewtest(x))
- assert_allclose(mstats.kurtosistest(x, axis=None),
- mstats.kurtosistest(x))
- def test_maskedarray_input(self):
- # Add some masked values, test result doesn't change
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- xm = np.ma.array(np.r_[np.inf, x, 10],
- mask=np.r_[True, [False] * x.size, True])
- assert_allclose(mstats.normaltest(xm), stats.normaltest(x))
- assert_allclose(mstats.skewtest(xm), stats.skewtest(x))
- assert_allclose(mstats.kurtosistest(xm), stats.kurtosistest(x))
- def test_nd_input(self):
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- x_2d = np.vstack([x] * 2).T
- for func in [mstats.normaltest, mstats.skewtest, mstats.kurtosistest]:
- res_1d = func(x)
- res_2d = func(x_2d)
- assert_allclose(res_2d[0], [res_1d[0]] * 2)
- assert_allclose(res_2d[1], [res_1d[1]] * 2)
- def test_normaltest_result_attributes(self):
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- res = mstats.normaltest(x)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_kurtosistest_result_attributes(self):
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- res = mstats.kurtosistest(x)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def regression_test_9033(self):
- # x cleary non-normal but power of negtative denom needs
- # to be handled correctly to reject normality
- counts = [128, 0, 58, 7, 0, 41, 16, 0, 0, 167]
- x = np.hstack([np.full(c, i) for i, c in enumerate(counts)])
- assert_equal(mstats.kurtosistest(x)[1] < 0.01, True)
- @pytest.mark.parametrize("test", ["skewtest", "kurtosistest"])
- @pytest.mark.parametrize("alternative", ["less", "greater"])
- def test_alternative(self, test, alternative):
- x = stats.norm.rvs(loc=10, scale=2.5, size=30, random_state=123)
- stats_test = getattr(stats, test)
- mstats_test = getattr(mstats, test)
- z_ex, p_ex = stats_test(x, alternative=alternative)
- z, p = mstats_test(x, alternative=alternative)
- assert_allclose(z, z_ex, atol=1e-12)
- assert_allclose(p, p_ex, atol=1e-12)
- # test with masked arrays
- x[1:5] = np.nan
- x = np.ma.masked_array(x, mask=np.isnan(x))
- z_ex, p_ex = stats_test(x.compressed(), alternative=alternative)
- z, p = mstats_test(x, alternative=alternative)
- assert_allclose(z, z_ex, atol=1e-12)
- assert_allclose(p, p_ex, atol=1e-12)
- def test_bad_alternative(self):
- x = stats.norm.rvs(size=20, random_state=123)
- msg = r"alternative must be 'less', 'greater' or 'two-sided'"
- with pytest.raises(ValueError, match=msg):
- mstats.skewtest(x, alternative='error')
- with pytest.raises(ValueError, match=msg):
- mstats.kurtosistest(x, alternative='error')
- class TestFOneway():
- def test_result_attributes(self):
- a = np.array([655, 788], dtype=np.uint16)
- b = np.array([789, 772], dtype=np.uint16)
- res = mstats.f_oneway(a, b)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- class TestMannwhitneyu():
- # data from gh-1428
- x = np.array([1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 2.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 2., 1., 1., 1., 1., 2., 1., 1., 2., 1., 1., 2.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 2., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 2., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 3., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1.])
- y = np.array([1., 1., 1., 1., 1., 1., 1., 2., 1., 2., 1., 1., 1., 1.,
- 2., 1., 1., 1., 2., 1., 1., 1., 1., 1., 2., 1., 1., 3.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 2., 1., 2., 1.,
- 1., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1., 2.,
- 2., 1., 1., 2., 1., 1., 2., 1., 2., 1., 1., 1., 1., 2.,
- 2., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 1., 2., 1., 1., 1., 1., 1., 2., 2., 2., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
- 2., 1., 1., 2., 1., 1., 1., 1., 2., 1., 1., 1., 1., 1.,
- 1., 1., 1., 1., 1., 1., 1., 2., 1., 1., 1., 2., 1., 1.,
- 1., 1., 1., 1.])
- def test_result_attributes(self):
- res = mstats.mannwhitneyu(self.x, self.y)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_against_stats(self):
- # gh-4641 reported that stats.mannwhitneyu returned half the p-value
- # of mstats.mannwhitneyu. Default alternative of stats.mannwhitneyu
- # is now two-sided, so they match.
- res1 = mstats.mannwhitneyu(self.x, self.y)
- res2 = stats.mannwhitneyu(self.x, self.y)
- assert res1.statistic == res2.statistic
- assert_allclose(res1.pvalue, res2.pvalue)
- class TestKruskal():
- def test_result_attributes(self):
- x = [1, 3, 5, 7, 9]
- y = [2, 4, 6, 8, 10]
- res = mstats.kruskal(x, y)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- # TODO: for all ttest functions, add tests with masked array inputs
- class TestTtest_rel():
- def test_vs_nonmasked(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- # 1-D inputs
- res1 = stats.ttest_rel(outcome[:, 0], outcome[:, 1])
- res2 = mstats.ttest_rel(outcome[:, 0], outcome[:, 1])
- assert_allclose(res1, res2)
- # 2-D inputs
- res1 = stats.ttest_rel(outcome[:, 0], outcome[:, 1], axis=None)
- res2 = mstats.ttest_rel(outcome[:, 0], outcome[:, 1], axis=None)
- assert_allclose(res1, res2)
- res1 = stats.ttest_rel(outcome[:, :2], outcome[:, 2:], axis=0)
- res2 = mstats.ttest_rel(outcome[:, :2], outcome[:, 2:], axis=0)
- assert_allclose(res1, res2)
- # Check default is axis=0
- res3 = mstats.ttest_rel(outcome[:, :2], outcome[:, 2:])
- assert_allclose(res2, res3)
- def test_fully_masked(self):
- np.random.seed(1234567)
- outcome = ma.masked_array(np.random.randn(3, 2),
- mask=[[1, 1, 1], [0, 0, 0]])
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- for pair in [(outcome[:, 0], outcome[:, 1]), ([np.nan, np.nan], [1.0, 2.0])]:
- t, p = mstats.ttest_rel(*pair)
- assert_array_equal(t, (np.nan, np.nan))
- assert_array_equal(p, (np.nan, np.nan))
- def test_result_attributes(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- res = mstats.ttest_rel(outcome[:, 0], outcome[:, 1])
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_invalid_input_size(self):
- assert_raises(ValueError, mstats.ttest_rel,
- np.arange(10), np.arange(11))
- x = np.arange(24)
- assert_raises(ValueError, mstats.ttest_rel,
- x.reshape(2, 3, 4), x.reshape(2, 4, 3), axis=1)
- assert_raises(ValueError, mstats.ttest_rel,
- x.reshape(2, 3, 4), x.reshape(2, 4, 3), axis=2)
- def test_empty(self):
- res1 = mstats.ttest_rel([], [])
- assert_(np.all(np.isnan(res1)))
- def test_zero_division(self):
- t, p = mstats.ttest_ind([0, 0, 0], [1, 1, 1])
- assert_equal((np.abs(t), p), (np.inf, 0))
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- t, p = mstats.ttest_ind([0, 0, 0], [0, 0, 0])
- assert_array_equal(t, np.array([np.nan, np.nan]))
- assert_array_equal(p, np.array([np.nan, np.nan]))
- def test_bad_alternative(self):
- msg = r"alternative must be 'less', 'greater' or 'two-sided'"
- with pytest.raises(ValueError, match=msg):
- mstats.ttest_ind([1, 2, 3], [4, 5, 6], alternative='foo')
- @pytest.mark.parametrize("alternative", ["less", "greater"])
- def test_alternative(self, alternative):
- x = stats.norm.rvs(loc=10, scale=5, size=25, random_state=42)
- y = stats.norm.rvs(loc=8, scale=2, size=25, random_state=42)
- t_ex, p_ex = stats.ttest_rel(x, y, alternative=alternative)
- t, p = mstats.ttest_rel(x, y, alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- # test with masked arrays
- x[1:10] = np.nan
- y[1:10] = np.nan
- x = np.ma.masked_array(x, mask=np.isnan(x))
- y = np.ma.masked_array(y, mask=np.isnan(y))
- t, p = mstats.ttest_rel(x, y, alternative=alternative)
- t_ex, p_ex = stats.ttest_rel(x.compressed(), y.compressed(),
- alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- class TestTtest_ind():
- def test_vs_nonmasked(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- # 1-D inputs
- res1 = stats.ttest_ind(outcome[:, 0], outcome[:, 1])
- res2 = mstats.ttest_ind(outcome[:, 0], outcome[:, 1])
- assert_allclose(res1, res2)
- # 2-D inputs
- res1 = stats.ttest_ind(outcome[:, 0], outcome[:, 1], axis=None)
- res2 = mstats.ttest_ind(outcome[:, 0], outcome[:, 1], axis=None)
- assert_allclose(res1, res2)
- res1 = stats.ttest_ind(outcome[:, :2], outcome[:, 2:], axis=0)
- res2 = mstats.ttest_ind(outcome[:, :2], outcome[:, 2:], axis=0)
- assert_allclose(res1, res2)
- # Check default is axis=0
- res3 = mstats.ttest_ind(outcome[:, :2], outcome[:, 2:])
- assert_allclose(res2, res3)
- # Check equal_var
- res4 = stats.ttest_ind(outcome[:, 0], outcome[:, 1], equal_var=True)
- res5 = mstats.ttest_ind(outcome[:, 0], outcome[:, 1], equal_var=True)
- assert_allclose(res4, res5)
- res4 = stats.ttest_ind(outcome[:, 0], outcome[:, 1], equal_var=False)
- res5 = mstats.ttest_ind(outcome[:, 0], outcome[:, 1], equal_var=False)
- assert_allclose(res4, res5)
- def test_fully_masked(self):
- np.random.seed(1234567)
- outcome = ma.masked_array(np.random.randn(3, 2), mask=[[1, 1, 1], [0, 0, 0]])
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- for pair in [(outcome[:, 0], outcome[:, 1]), ([np.nan, np.nan], [1.0, 2.0])]:
- t, p = mstats.ttest_ind(*pair)
- assert_array_equal(t, (np.nan, np.nan))
- assert_array_equal(p, (np.nan, np.nan))
- def test_result_attributes(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- res = mstats.ttest_ind(outcome[:, 0], outcome[:, 1])
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_empty(self):
- res1 = mstats.ttest_ind([], [])
- assert_(np.all(np.isnan(res1)))
- def test_zero_division(self):
- t, p = mstats.ttest_ind([0, 0, 0], [1, 1, 1])
- assert_equal((np.abs(t), p), (np.inf, 0))
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- t, p = mstats.ttest_ind([0, 0, 0], [0, 0, 0])
- assert_array_equal(t, (np.nan, np.nan))
- assert_array_equal(p, (np.nan, np.nan))
- t, p = mstats.ttest_ind([0, 0, 0], [1, 1, 1], equal_var=False)
- assert_equal((np.abs(t), p), (np.inf, 0))
- assert_array_equal(mstats.ttest_ind([0, 0, 0], [0, 0, 0],
- equal_var=False), (np.nan, np.nan))
- def test_bad_alternative(self):
- msg = r"alternative must be 'less', 'greater' or 'two-sided'"
- with pytest.raises(ValueError, match=msg):
- mstats.ttest_ind([1, 2, 3], [4, 5, 6], alternative='foo')
- @pytest.mark.parametrize("alternative", ["less", "greater"])
- def test_alternative(self, alternative):
- x = stats.norm.rvs(loc=10, scale=2, size=100, random_state=123)
- y = stats.norm.rvs(loc=8, scale=2, size=100, random_state=123)
- t_ex, p_ex = stats.ttest_ind(x, y, alternative=alternative)
- t, p = mstats.ttest_ind(x, y, alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- # test with masked arrays
- x[1:10] = np.nan
- y[80:90] = np.nan
- x = np.ma.masked_array(x, mask=np.isnan(x))
- y = np.ma.masked_array(y, mask=np.isnan(y))
- t_ex, p_ex = stats.ttest_ind(x.compressed(), y.compressed(),
- alternative=alternative)
- t, p = mstats.ttest_ind(x, y, alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- class TestTtest_1samp():
- def test_vs_nonmasked(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- # 1-D inputs
- res1 = stats.ttest_1samp(outcome[:, 0], 1)
- res2 = mstats.ttest_1samp(outcome[:, 0], 1)
- assert_allclose(res1, res2)
- def test_fully_masked(self):
- np.random.seed(1234567)
- outcome = ma.masked_array(np.random.randn(3), mask=[1, 1, 1])
- expected = (np.nan, np.nan)
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- for pair in [((np.nan, np.nan), 0.0), (outcome, 0.0)]:
- t, p = mstats.ttest_1samp(*pair)
- assert_array_equal(p, expected)
- assert_array_equal(t, expected)
- def test_result_attributes(self):
- np.random.seed(1234567)
- outcome = np.random.randn(20, 4) + [0, 0, 1, 2]
- res = mstats.ttest_1samp(outcome[:, 0], 1)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_empty(self):
- res1 = mstats.ttest_1samp([], 1)
- assert_(np.all(np.isnan(res1)))
- def test_zero_division(self):
- t, p = mstats.ttest_1samp([0, 0, 0], 1)
- assert_equal((np.abs(t), p), (np.inf, 0))
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "invalid value encountered in absolute")
- t, p = mstats.ttest_1samp([0, 0, 0], 0)
- assert_(np.isnan(t))
- assert_array_equal(p, (np.nan, np.nan))
- def test_bad_alternative(self):
- msg = r"alternative must be 'less', 'greater' or 'two-sided'"
- with pytest.raises(ValueError, match=msg):
- mstats.ttest_1samp([1, 2, 3], 4, alternative='foo')
- @pytest.mark.parametrize("alternative", ["less", "greater"])
- def test_alternative(self, alternative):
- x = stats.norm.rvs(loc=10, scale=2, size=100, random_state=123)
- t_ex, p_ex = stats.ttest_1samp(x, 9, alternative=alternative)
- t, p = mstats.ttest_1samp(x, 9, alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- # test with masked arrays
- x[1:10] = np.nan
- x = np.ma.masked_array(x, mask=np.isnan(x))
- t_ex, p_ex = stats.ttest_1samp(x.compressed(), 9,
- alternative=alternative)
- t, p = mstats.ttest_1samp(x, 9, alternative=alternative)
- assert_allclose(t, t_ex, rtol=1e-14)
- assert_allclose(p, p_ex, rtol=1e-14)
- class TestDescribe:
- """
- Tests for mstats.describe.
- Note that there are also tests for `mstats.describe` in the
- class TestCompareWithStats.
- """
- def test_basic_with_axis(self):
- # This is a basic test that is also a regression test for gh-7303.
- a = np.ma.masked_array([[0, 1, 2, 3, 4, 9],
- [5, 5, 0, 9, 3, 3]],
- mask=[[0, 0, 0, 0, 0, 1],
- [0, 0, 1, 1, 0, 0]])
- result = mstats.describe(a, axis=1)
- assert_equal(result.nobs, [5, 4])
- amin, amax = result.minmax
- assert_equal(amin, [0, 3])
- assert_equal(amax, [4, 5])
- assert_equal(result.mean, [2.0, 4.0])
- assert_equal(result.variance, [2.0, 1.0])
- assert_equal(result.skewness, [0.0, 0.0])
- assert_allclose(result.kurtosis, [-1.3, -2.0])
- class TestCompareWithStats:
- """
- Class to compare mstats results with stats results.
- It is in general assumed that scipy.stats is at a more mature stage than
- stats.mstats. If a routine in mstats results in similar results like in
- scipy.stats, this is considered also as a proper validation of scipy.mstats
- routine.
- Different sample sizes are used for testing, as some problems between stats
- and mstats are dependent on sample size.
- Author: Alexander Loew
- NOTE that some tests fail. This might be caused by
- a) actual differences or bugs between stats and mstats
- b) numerical inaccuracies
- c) different definitions of routine interfaces
- These failures need to be checked. Current workaround is to have disabled these tests,
- but issuing reports on scipy-dev
- """
- def get_n(self):
- """ Returns list of sample sizes to be used for comparison. """
- return [1000, 100, 10, 5]
- def generate_xy_sample(self, n):
- # This routine generates numpy arrays and corresponding masked arrays
- # with the same data, but additional masked values
- np.random.seed(1234567)
- x = np.random.randn(n)
- y = x + np.random.randn(n)
- xm = np.full(len(x) + 5, 1e16)
- ym = np.full(len(y) + 5, 1e16)
- xm[0:len(x)] = x
- ym[0:len(y)] = y
- mask = xm > 9e15
- xm = np.ma.array(xm, mask=mask)
- ym = np.ma.array(ym, mask=mask)
- return x, y, xm, ym
- def generate_xy_sample2D(self, n, nx):
- x = np.full((n, nx), np.nan)
- y = np.full((n, nx), np.nan)
- xm = np.full((n+5, nx), np.nan)
- ym = np.full((n+5, nx), np.nan)
- for i in range(nx):
- x[:, i], y[:, i], dx, dy = self.generate_xy_sample(n)
- xm[0:n, :] = x[0:n]
- ym[0:n, :] = y[0:n]
- xm = np.ma.array(xm, mask=np.isnan(xm))
- ym = np.ma.array(ym, mask=np.isnan(ym))
- return x, y, xm, ym
- def test_linregress(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- result1 = stats.linregress(x, y)
- result2 = stats.mstats.linregress(xm, ym)
- assert_allclose(np.asarray(result1), np.asarray(result2))
- def test_pearsonr(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r, p = stats.pearsonr(x, y)
- rm, pm = stats.mstats.pearsonr(xm, ym)
- assert_almost_equal(r, rm, decimal=14)
- assert_almost_equal(p, pm, decimal=14)
- def test_spearmanr(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r, p = stats.spearmanr(x, y)
- rm, pm = stats.mstats.spearmanr(xm, ym)
- assert_almost_equal(r, rm, 14)
- assert_almost_equal(p, pm, 14)
- def test_spearmanr_backcompat_useties(self):
- # A regression test to ensure we don't break backwards compat
- # more than we have to (see gh-9204).
- x = np.arange(6)
- assert_raises(ValueError, mstats.spearmanr, x, x, False)
- def test_gmean(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.gmean(abs(x))
- rm = stats.mstats.gmean(abs(xm))
- assert_allclose(r, rm, rtol=1e-13)
- r = stats.gmean(abs(y))
- rm = stats.mstats.gmean(abs(ym))
- assert_allclose(r, rm, rtol=1e-13)
- def test_hmean(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.hmean(abs(x))
- rm = stats.mstats.hmean(abs(xm))
- assert_almost_equal(r, rm, 10)
- r = stats.hmean(abs(y))
- rm = stats.mstats.hmean(abs(ym))
- assert_almost_equal(r, rm, 10)
- def test_skew(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.skew(x)
- rm = stats.mstats.skew(xm)
- assert_almost_equal(r, rm, 10)
- r = stats.skew(y)
- rm = stats.mstats.skew(ym)
- assert_almost_equal(r, rm, 10)
- def test_moment(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.moment(x)
- rm = stats.mstats.moment(xm)
- assert_almost_equal(r, rm, 10)
- r = stats.moment(y)
- rm = stats.mstats.moment(ym)
- assert_almost_equal(r, rm, 10)
- def test_zscore(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- # reference solution
- zx = (x - x.mean()) / x.std()
- zy = (y - y.mean()) / y.std()
- # validate stats
- assert_allclose(stats.zscore(x), zx, rtol=1e-10)
- assert_allclose(stats.zscore(y), zy, rtol=1e-10)
- # compare stats and mstats
- assert_allclose(stats.zscore(x), stats.mstats.zscore(xm[0:len(x)]),
- rtol=1e-10)
- assert_allclose(stats.zscore(y), stats.mstats.zscore(ym[0:len(y)]),
- rtol=1e-10)
- def test_kurtosis(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.kurtosis(x)
- rm = stats.mstats.kurtosis(xm)
- assert_almost_equal(r, rm, 10)
- r = stats.kurtosis(y)
- rm = stats.mstats.kurtosis(ym)
- assert_almost_equal(r, rm, 10)
- def test_sem(self):
- # example from stats.sem doc
- a = np.arange(20).reshape(5, 4)
- am = np.ma.array(a)
- r = stats.sem(a, ddof=1)
- rm = stats.mstats.sem(am, ddof=1)
- assert_allclose(r, 2.82842712, atol=1e-5)
- assert_allclose(rm, 2.82842712, atol=1e-5)
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.mstats.sem(xm, axis=None, ddof=0),
- stats.sem(x, axis=None, ddof=0), decimal=13)
- assert_almost_equal(stats.mstats.sem(ym, axis=None, ddof=0),
- stats.sem(y, axis=None, ddof=0), decimal=13)
- assert_almost_equal(stats.mstats.sem(xm, axis=None, ddof=1),
- stats.sem(x, axis=None, ddof=1), decimal=13)
- assert_almost_equal(stats.mstats.sem(ym, axis=None, ddof=1),
- stats.sem(y, axis=None, ddof=1), decimal=13)
- def test_describe(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.describe(x, ddof=1)
- rm = stats.mstats.describe(xm, ddof=1)
- for ii in range(6):
- assert_almost_equal(np.asarray(r[ii]),
- np.asarray(rm[ii]),
- decimal=12)
- def test_describe_result_attributes(self):
- actual = mstats.describe(np.arange(5))
- attributes = ('nobs', 'minmax', 'mean', 'variance', 'skewness',
- 'kurtosis')
- check_named_results(actual, attributes, ma=True)
- def test_rankdata(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.rankdata(x)
- rm = stats.mstats.rankdata(x)
- assert_allclose(r, rm)
- def test_tmean(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.tmean(x),stats.mstats.tmean(xm), 14)
- assert_almost_equal(stats.tmean(y),stats.mstats.tmean(ym), 14)
- def test_tmax(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.tmax(x,2.),
- stats.mstats.tmax(xm,2.), 10)
- assert_almost_equal(stats.tmax(y,2.),
- stats.mstats.tmax(ym,2.), 10)
- assert_almost_equal(stats.tmax(x, upperlimit=3.),
- stats.mstats.tmax(xm, upperlimit=3.), 10)
- assert_almost_equal(stats.tmax(y, upperlimit=3.),
- stats.mstats.tmax(ym, upperlimit=3.), 10)
- def test_tmin(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_equal(stats.tmin(x), stats.mstats.tmin(xm))
- assert_equal(stats.tmin(y), stats.mstats.tmin(ym))
- assert_almost_equal(stats.tmin(x, lowerlimit=-1.),
- stats.mstats.tmin(xm, lowerlimit=-1.), 10)
- assert_almost_equal(stats.tmin(y, lowerlimit=-1.),
- stats.mstats.tmin(ym, lowerlimit=-1.), 10)
- def test_zmap(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- z = stats.zmap(x, y)
- zm = stats.mstats.zmap(xm, ym)
- assert_allclose(z, zm[0:len(z)], atol=1e-10)
- def test_variation(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.variation(x), stats.mstats.variation(xm),
- decimal=12)
- assert_almost_equal(stats.variation(y), stats.mstats.variation(ym),
- decimal=12)
- def test_tvar(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.tvar(x), stats.mstats.tvar(xm),
- decimal=12)
- assert_almost_equal(stats.tvar(y), stats.mstats.tvar(ym),
- decimal=12)
- def test_trimboth(self):
- a = np.arange(20)
- b = stats.trimboth(a, 0.1)
- bm = stats.mstats.trimboth(a, 0.1)
- assert_allclose(np.sort(b), bm.data[~bm.mask])
- def test_tsem(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- assert_almost_equal(stats.tsem(x), stats.mstats.tsem(xm),
- decimal=14)
- assert_almost_equal(stats.tsem(y), stats.mstats.tsem(ym),
- decimal=14)
- assert_almost_equal(stats.tsem(x, limits=(-2., 2.)),
- stats.mstats.tsem(xm, limits=(-2., 2.)),
- decimal=14)
- def test_skewtest(self):
- # this test is for 1D data
- for n in self.get_n():
- if n > 8:
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.skewtest(x)
- rm = stats.mstats.skewtest(xm)
- assert_allclose(r, rm)
- def test_skewtest_result_attributes(self):
- x = np.array((-2, -1, 0, 1, 2, 3)*4)**2
- res = mstats.skewtest(x)
- attributes = ('statistic', 'pvalue')
- check_named_results(res, attributes, ma=True)
- def test_skewtest_2D_notmasked(self):
- # a normal ndarray is passed to the masked function
- x = np.random.random((20, 2)) * 20.
- r = stats.skewtest(x)
- rm = stats.mstats.skewtest(x)
- assert_allclose(np.asarray(r), np.asarray(rm))
- def test_skewtest_2D_WithMask(self):
- nx = 2
- for n in self.get_n():
- if n > 8:
- x, y, xm, ym = self.generate_xy_sample2D(n, nx)
- r = stats.skewtest(x)
- rm = stats.mstats.skewtest(xm)
- assert_allclose(r[0][0], rm[0][0], rtol=1e-14)
- assert_allclose(r[0][1], rm[0][1], rtol=1e-14)
- def test_normaltest(self):
- with np.errstate(over='raise'), suppress_warnings() as sup:
- sup.filter(UserWarning, "kurtosistest only valid for n>=20")
- for n in self.get_n():
- if n > 8:
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.normaltest(x)
- rm = stats.mstats.normaltest(xm)
- assert_allclose(np.asarray(r), np.asarray(rm))
- def test_find_repeats(self):
- x = np.asarray([1, 1, 2, 2, 3, 3, 3, 4, 4, 4, 4]).astype('float')
- tmp = np.asarray([1, 1, 2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5, 5, 5]).astype('float')
- mask = (tmp == 5.)
- xm = np.ma.array(tmp, mask=mask)
- x_orig, xm_orig = x.copy(), xm.copy()
- r = stats.find_repeats(x)
- rm = stats.mstats.find_repeats(xm)
- assert_equal(r, rm)
- assert_equal(x, x_orig)
- assert_equal(xm, xm_orig)
- # This crazy behavior is expected by count_tied_groups, but is not
- # in the docstring...
- _, counts = stats.mstats.find_repeats([])
- assert_equal(counts, np.array(0, dtype=np.intp))
- def test_kendalltau(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.kendalltau(x, y)
- rm = stats.mstats.kendalltau(xm, ym)
- assert_almost_equal(r[0], rm[0], decimal=10)
- assert_almost_equal(r[1], rm[1], decimal=7)
- def test_obrientransform(self):
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- r = stats.obrientransform(x)
- rm = stats.mstats.obrientransform(xm)
- assert_almost_equal(r.T, rm[0:len(x)])
- def test_ks_1samp(self):
- """Checks that mstats.ks_1samp and stats.ks_1samp agree on masked arrays."""
- for mode in ['auto', 'exact', 'asymp']:
- with suppress_warnings() as sup:
- for alternative in ['less', 'greater', 'two-sided']:
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- res1 = stats.ks_1samp(x, stats.norm.cdf, alternative=alternative, mode=mode)
- res2 = stats.mstats.ks_1samp(xm, stats.norm.cdf, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res2))
- res3 = stats.ks_1samp(xm, stats.norm.cdf, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res3))
- def test_kstest_1samp(self):
- """Checks that 1-sample mstats.kstest and stats.kstest agree on masked arrays."""
- for mode in ['auto', 'exact', 'asymp']:
- with suppress_warnings() as sup:
- for alternative in ['less', 'greater', 'two-sided']:
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- res1 = stats.kstest(x, 'norm', alternative=alternative, mode=mode)
- res2 = stats.mstats.kstest(xm, 'norm', alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res2))
- res3 = stats.kstest(xm, 'norm', alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res3))
- def test_ks_2samp(self):
- """Checks that mstats.ks_2samp and stats.ks_2samp agree on masked arrays.
- gh-8431"""
- for mode in ['auto', 'exact', 'asymp']:
- with suppress_warnings() as sup:
- if mode in ['auto', 'exact']:
- message = "ks_2samp: Exact calculation unsuccessful."
- sup.filter(RuntimeWarning, message)
- for alternative in ['less', 'greater', 'two-sided']:
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- res1 = stats.ks_2samp(x, y, alternative=alternative, mode=mode)
- res2 = stats.mstats.ks_2samp(xm, ym, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res2))
- res3 = stats.ks_2samp(xm, y, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res3))
- def test_kstest_2samp(self):
- """Checks that 2-sample mstats.kstest and stats.kstest agree on masked arrays."""
- for mode in ['auto', 'exact', 'asymp']:
- with suppress_warnings() as sup:
- if mode in ['auto', 'exact']:
- message = "ks_2samp: Exact calculation unsuccessful."
- sup.filter(RuntimeWarning, message)
- for alternative in ['less', 'greater', 'two-sided']:
- for n in self.get_n():
- x, y, xm, ym = self.generate_xy_sample(n)
- res1 = stats.kstest(x, y, alternative=alternative, mode=mode)
- res2 = stats.mstats.kstest(xm, ym, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res2))
- res3 = stats.kstest(xm, y, alternative=alternative, mode=mode)
- assert_equal(np.asarray(res1), np.asarray(res3))
- class TestBrunnerMunzel:
- # Data from (Lumley, 1996)
- X = np.ma.masked_invalid([1, 2, 1, 1, 1, np.nan, 1, 1,
- 1, 1, 1, 2, 4, 1, 1, np.nan])
- Y = np.ma.masked_invalid([3, 3, 4, 3, np.nan, 1, 2, 3, 1, 1, 5, 4])
- significant = 14
- def test_brunnermunzel_one_sided(self):
- # Results are compared with R's lawstat package.
- u1, p1 = mstats.brunnermunzel(self.X, self.Y, alternative='less')
- u2, p2 = mstats.brunnermunzel(self.Y, self.X, alternative='greater')
- u3, p3 = mstats.brunnermunzel(self.X, self.Y, alternative='greater')
- u4, p4 = mstats.brunnermunzel(self.Y, self.X, alternative='less')
- assert_almost_equal(p1, p2, decimal=self.significant)
- assert_almost_equal(p3, p4, decimal=self.significant)
- assert_(p1 != p3)
- assert_almost_equal(u1, 3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u2, -3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u3, 3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u4, -3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(p1, 0.0028931043330757342,
- decimal=self.significant)
- assert_almost_equal(p3, 0.99710689566692423,
- decimal=self.significant)
- def test_brunnermunzel_two_sided(self):
- # Results are compared with R's lawstat package.
- u1, p1 = mstats.brunnermunzel(self.X, self.Y, alternative='two-sided')
- u2, p2 = mstats.brunnermunzel(self.Y, self.X, alternative='two-sided')
- assert_almost_equal(p1, p2, decimal=self.significant)
- assert_almost_equal(u1, 3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u2, -3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(p1, 0.0057862086661515377,
- decimal=self.significant)
- def test_brunnermunzel_default(self):
- # The default value for alternative is two-sided
- u1, p1 = mstats.brunnermunzel(self.X, self.Y)
- u2, p2 = mstats.brunnermunzel(self.Y, self.X)
- assert_almost_equal(p1, p2, decimal=self.significant)
- assert_almost_equal(u1, 3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u2, -3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(p1, 0.0057862086661515377,
- decimal=self.significant)
- def test_brunnermunzel_alternative_error(self):
- alternative = "error"
- distribution = "t"
- assert_(alternative not in ["two-sided", "greater", "less"])
- assert_raises(ValueError,
- mstats.brunnermunzel,
- self.X,
- self.Y,
- alternative,
- distribution)
- def test_brunnermunzel_distribution_norm(self):
- u1, p1 = mstats.brunnermunzel(self.X, self.Y, distribution="normal")
- u2, p2 = mstats.brunnermunzel(self.Y, self.X, distribution="normal")
- assert_almost_equal(p1, p2, decimal=self.significant)
- assert_almost_equal(u1, 3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(u2, -3.1374674823029505,
- decimal=self.significant)
- assert_almost_equal(p1, 0.0017041417600383024,
- decimal=self.significant)
- def test_brunnermunzel_distribution_error(self):
- alternative = "two-sided"
- distribution = "error"
- assert_(alternative not in ["t", "normal"])
- assert_raises(ValueError,
- mstats.brunnermunzel,
- self.X,
- self.Y,
- alternative,
- distribution)
- def test_brunnermunzel_empty_imput(self):
- u1, p1 = mstats.brunnermunzel(self.X, [])
- u2, p2 = mstats.brunnermunzel([], self.Y)
- u3, p3 = mstats.brunnermunzel([], [])
- assert_(np.isnan(u1))
- assert_(np.isnan(p1))
- assert_(np.isnan(u2))
- assert_(np.isnan(p2))
- assert_(np.isnan(u3))
- assert_(np.isnan(p3))
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