# Author: Travis Oliphant, 2002 # # Further enhancements and tests added by numerous SciPy developers. # from __future__ import division, print_function, absolute_import import warnings import numpy as np from numpy.random import RandomState from numpy.testing import (TestCase, run_module_suite, assert_array_equal, assert_almost_equal, assert_array_less, assert_array_almost_equal, assert_raises, assert_, assert_allclose, assert_equal, dec, assert_warns) from wafo import stats # Matplotlib is not a scipy dependency but is optionally used in probplot, so # check if it's available try: import matplotlib.pyplot as plt have_matplotlib = True except: have_matplotlib = False g1 = [1.006, 0.996, 0.998, 1.000, 0.992, 0.993, 1.002, 0.999, 0.994, 1.000] g2 = [0.998, 1.006, 1.000, 1.002, 0.997, 0.998, 0.996, 1.000, 1.006, 0.988] g3 = [0.991, 0.987, 0.997, 0.999, 0.995, 0.994, 1.000, 0.999, 0.996, 0.996] g4 = [1.005, 1.002, 0.994, 1.000, 0.995, 0.994, 0.998, 0.996, 1.002, 0.996] g5 = [0.998, 0.998, 0.982, 0.990, 1.002, 0.984, 0.996, 0.993, 0.980, 0.996] g6 = [1.009, 1.013, 1.009, 0.997, 0.988, 1.002, 0.995, 0.998, 0.981, 0.996] g7 = [0.990, 1.004, 0.996, 1.001, 0.998, 1.000, 1.018, 1.010, 0.996, 1.002] g8 = [0.998, 1.000, 1.006, 1.000, 1.002, 0.996, 0.998, 0.996, 1.002, 1.006] g9 = [1.002, 0.998, 0.996, 0.995, 0.996, 1.004, 1.004, 0.998, 0.999, 0.991] g10 = [0.991, 0.995, 0.984, 0.994, 0.997, 0.997, 0.991, 0.998, 1.004, 0.997] class TestShapiro(TestCase): def test_basic(self): x1 = [0.11,7.87,4.61,10.14,7.95,3.14,0.46, 4.43,0.21,4.75,0.71,1.52,3.24, 0.93,0.42,4.97,9.53,4.55,0.47,6.66] w,pw = stats.shapiro(x1) assert_almost_equal(w,0.90047299861907959,6) assert_almost_equal(pw,0.042089745402336121,6) x2 = [1.36,1.14,2.92,2.55,1.46,1.06,5.27,-1.11, 3.48,1.10,0.88,-0.51,1.46,0.52,6.20,1.69, 0.08,3.67,2.81,3.49] w,pw = stats.shapiro(x2) assert_almost_equal(w,0.9590270,6) assert_almost_equal(pw,0.52460,3) def test_bad_arg(self): # Length of x is less than 3. x = [1] assert_raises(ValueError, stats.shapiro, x) class TestAnderson(TestCase): def test_normal(self): rs = RandomState(1234567890) x1 = rs.standard_exponential(size=50) x2 = rs.standard_normal(size=50) A,crit,sig = stats.anderson(x1) assert_array_less(crit[:-1], A) A,crit,sig = stats.anderson(x2) assert_array_less(A, crit[-2:]) def test_expon(self): rs = RandomState(1234567890) x1 = rs.standard_exponential(size=50) x2 = rs.standard_normal(size=50) A,crit,sig = stats.anderson(x1,'expon') assert_array_less(A, crit[-2:]) olderr = np.seterr(all='ignore') try: A,crit,sig = stats.anderson(x2,'expon') finally: np.seterr(**olderr) assert_(A > crit[-1]) def test_bad_arg(self): assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp') class TestAndersonKSamp(TestCase): def test_example1a(self): # Example data from Scholz & Stephens (1987), originally # published in Lehmann (1995, Nonparametrics, Statistical # Methods Based on Ranks, p. 309) # Pass a mixture of lists and arrays t1 = [38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0] t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8]) t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0]) t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8]) assert_warns(UserWarning, stats.anderson_ksamp, (t1, t2, t3, t4), midrank=False) with warnings.catch_warnings(): warnings.filterwarnings('ignore', message='approximate p-value') Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=False) assert_almost_equal(Tk, 4.449, 3) assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459], tm, 4) assert_almost_equal(p, 0.0021, 4) def test_example1b(self): # Example data from Scholz & Stephens (1987), originally # published in Lehmann (1995, Nonparametrics, Statistical # Methods Based on Ranks, p. 309) # Pass arrays t1 = np.array([38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0]) t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8]) t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0]) t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8]) with warnings.catch_warnings(): warnings.filterwarnings('ignore', message='approximate p-value') Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=True) assert_almost_equal(Tk, 4.480, 3) assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459], tm, 4) assert_almost_equal(p, 0.0020, 4) def test_example2a(self): # Example data taken from an earlier technical report of # Scholz and Stephens # Pass lists instead of arrays t1 = [194, 15, 41, 29, 33, 181] t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118] t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34] t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29, 118, 25, 156, 310, 76, 26, 44, 23, 62] t5 = [130, 208, 70, 101, 208] t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27] t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33] t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5, 12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95] t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82, 54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24] t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36, 22, 139, 210, 97, 30, 23, 13, 14] t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438] t12 = [50, 254, 5, 283, 35, 12] t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130] t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66, 61, 34] with warnings.catch_warnings(): warnings.filterwarnings('ignore', message='approximate p-value') Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12, t13, t14), midrank=False) assert_almost_equal(Tk, 3.288, 3) assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009], tm, 4) assert_almost_equal(p, 0.0041, 4) def test_example2b(self): # Example data taken from an earlier technical report of # Scholz and Stephens t1 = [194, 15, 41, 29, 33, 181] t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118] t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34] t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29, 118, 25, 156, 310, 76, 26, 44, 23, 62] t5 = [130, 208, 70, 101, 208] t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27] t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33] t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5, 12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95] t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82, 54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24] t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36, 22, 139, 210, 97, 30, 23, 13, 14] t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438] t12 = [50, 254, 5, 283, 35, 12] t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130] t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66, 61, 34] with warnings.catch_warnings(): warnings.filterwarnings('ignore', message='approximate p-value') Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12, t13, t14), midrank=True) assert_almost_equal(Tk, 3.294, 3) assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009], tm, 4) assert_almost_equal(p, 0.0041, 4) def test_not_enough_samples(self): assert_raises(ValueError, stats.anderson_ksamp, np.ones(5)) def test_no_distinct_observations(self): assert_raises(ValueError, stats.anderson_ksamp, (np.ones(5), np.ones(5))) def test_empty_sample(self): assert_raises(ValueError, stats.anderson_ksamp, (np.ones(5), [])) class TestAnsari(TestCase): def test_small(self): x = [1,2,3,3,4] y = [3,2,6,1,6,1,4,1] W, pval = stats.ansari(x,y) assert_almost_equal(W,23.5,11) assert_almost_equal(pval,0.13499256881897437,11) def test_approx(self): ramsay = np.array((111, 107, 100, 99, 102, 106, 109, 108, 104, 99, 101, 96, 97, 102, 107, 113, 116, 113, 110, 98)) parekh = np.array((107, 108, 106, 98, 105, 103, 110, 105, 104, 100, 96, 108, 103, 104, 114, 114, 113, 108, 106, 99)) with warnings.catch_warnings(): warnings.filterwarnings('ignore', message="Ties preclude use of exact statistic.") W, pval = stats.ansari(ramsay, parekh) assert_almost_equal(W,185.5,11) assert_almost_equal(pval,0.18145819972867083,11) def test_exact(self): W,pval = stats.ansari([1,2,3,4],[15,5,20,8,10,12]) assert_almost_equal(W,10.0,11) assert_almost_equal(pval,0.533333333333333333,7) def test_bad_arg(self): assert_raises(ValueError, stats.ansari, [], [1]) assert_raises(ValueError, stats.ansari, [1], []) class TestBartlett(TestCase): def test_data(self): args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] T, pval = stats.bartlett(*args) assert_almost_equal(T,20.78587342806484,7) assert_almost_equal(pval,0.0136358632781,7) def test_bad_arg(self): # Too few args raises ValueError. assert_raises(ValueError, stats.bartlett, [1]) class TestLevene(TestCase): def test_data(self): args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] W, pval = stats.levene(*args) assert_almost_equal(W,1.7059176930008939,7) assert_almost_equal(pval,0.0990829755522,7) def test_trimmed1(self): # Test that center='trimmed' gives the same result as center='mean' # when proportiontocut=0. W1, pval1 = stats.levene(g1, g2, g3, center='mean') W2, pval2 = stats.levene(g1, g2, g3, center='trimmed', proportiontocut=0.0) assert_almost_equal(W1, W2) assert_almost_equal(pval1, pval2) def test_trimmed2(self): x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0] y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0] np.random.seed(1234) x2 = np.random.permutation(x) # Use center='trimmed' W0, pval0 = stats.levene(x, y, center='trimmed', proportiontocut=0.125) W1, pval1 = stats.levene(x2, y, center='trimmed', proportiontocut=0.125) # Trim the data here, and use center='mean' W2, pval2 = stats.levene(x[1:-1], y[1:-1], center='mean') # Result should be the same. assert_almost_equal(W0, W2) assert_almost_equal(W1, W2) assert_almost_equal(pval1, pval2) def test_equal_mean_median(self): x = np.linspace(-1,1,21) np.random.seed(1234) x2 = np.random.permutation(x) y = x**3 W1, pval1 = stats.levene(x, y, center='mean') W2, pval2 = stats.levene(x2, y, center='median') assert_almost_equal(W1, W2) assert_almost_equal(pval1, pval2) def test_bad_keyword(self): x = np.linspace(-1,1,21) assert_raises(TypeError, stats.levene, x, x, portiontocut=0.1) def test_bad_center_value(self): x = np.linspace(-1,1,21) assert_raises(ValueError, stats.levene, x, x, center='trim') def test_too_few_args(self): assert_raises(ValueError, stats.levene, [1]) class TestBinomP(TestCase): def test_data(self): pval = stats.binom_test(100,250) assert_almost_equal(pval,0.0018833009350757682,11) pval = stats.binom_test(201,405) assert_almost_equal(pval,0.92085205962670713,11) pval = stats.binom_test([682,243],p=3.0/4) assert_almost_equal(pval,0.38249155957481695,11) def test_bad_len_x(self): # Length of x must be 1 or 2. assert_raises(ValueError, stats.binom_test, [1,2,3]) def test_bad_n(self): # len(x) is 1, but n is invalid. # Missing n assert_raises(ValueError, stats.binom_test, [100]) # n less than x[0] assert_raises(ValueError, stats.binom_test, [100], n=50) def test_bad_p(self): assert_raises(ValueError, stats.binom_test, [50, 50], p=2.0) class TestFindRepeats(TestCase): def test_basic(self): a = [1,2,3,4,1,2,3,4,1,2,5] res,nums = stats.find_repeats(a) assert_array_equal(res,[1,2,3,4]) assert_array_equal(nums,[3,3,2,2]) def test_empty_result(self): # Check that empty arrays are returned when there are no repeats. a = [10, 20, 50, 30, 40] repeated, counts = stats.find_repeats(a) assert_array_equal(repeated, []) assert_array_equal(counts, []) class TestFligner(TestCase): def test_data(self): # numbers from R: fligner.test in package stats x1 = np.arange(5) assert_array_almost_equal(stats.fligner(x1,x1**2), (3.2282229927203536, 0.072379187848207877), 11) def test_trimmed1(self): # Test that center='trimmed' gives the same result as center='mean' # when proportiontocut=0. Xsq1, pval1 = stats.fligner(g1, g2, g3, center='mean') Xsq2, pval2 = stats.fligner(g1, g2, g3, center='trimmed', proportiontocut=0.0) assert_almost_equal(Xsq1, Xsq2) assert_almost_equal(pval1, pval2) def test_trimmed2(self): x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0] y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0] # Use center='trimmed' Xsq1, pval1 = stats.fligner(x, y, center='trimmed', proportiontocut=0.125) # Trim the data here, and use center='mean' Xsq2, pval2 = stats.fligner(x[1:-1], y[1:-1], center='mean') # Result should be the same. assert_almost_equal(Xsq1, Xsq2) assert_almost_equal(pval1, pval2) # The following test looks reasonable at first, but fligner() uses the # function stats.rankdata(), and in one of the cases in this test, # there are ties, while in the other (because of normal rounding # errors) there are not. This difference leads to differences in the # third significant digit of W. # #def test_equal_mean_median(self): # x = np.linspace(-1,1,21) # y = x**3 # W1, pval1 = stats.fligner(x, y, center='mean') # W2, pval2 = stats.fligner(x, y, center='median') # assert_almost_equal(W1, W2) # assert_almost_equal(pval1, pval2) def test_bad_keyword(self): x = np.linspace(-1,1,21) assert_raises(TypeError, stats.fligner, x, x, portiontocut=0.1) def test_bad_center_value(self): x = np.linspace(-1,1,21) assert_raises(ValueError, stats.fligner, x, x, center='trim') def test_bad_num_args(self): # Too few args raises ValueError. assert_raises(ValueError, stats.fligner, [1]) class TestMood(TestCase): def test_mood(self): # numbers from R: mood.test in package stats x1 = np.arange(5) assert_array_almost_equal(stats.mood(x1, x1**2), (-1.3830857299399906, 0.16663858066771478), 11) def test_mood_order_of_args(self): # z should change sign when the order of arguments changes, pvalue # should not change np.random.seed(1234) x1 = np.random.randn(10, 1) x2 = np.random.randn(15, 1) z1, p1 = stats.mood(x1, x2) z2, p2 = stats.mood(x2, x1) assert_array_almost_equal([z1, p1], [-z2, p2]) def test_mood_with_axis_none(self): #Test with axis = None, compare with results from R x1 = [-0.626453810742332, 0.183643324222082, -0.835628612410047, 1.59528080213779, 0.329507771815361, -0.820468384118015, 0.487429052428485, 0.738324705129217, 0.575781351653492, -0.305388387156356, 1.51178116845085, 0.389843236411431, -0.621240580541804, -2.2146998871775, 1.12493091814311, -0.0449336090152309, -0.0161902630989461, 0.943836210685299, 0.821221195098089, 0.593901321217509] x2 = [-0.896914546624981, 0.184849184646742, 1.58784533120882, -1.13037567424629, -0.0802517565509893, 0.132420284381094, 0.707954729271733, -0.23969802417184, 1.98447393665293, -0.138787012119665, 0.417650750792556, 0.981752777463662, -0.392695355503813, -1.03966897694891, 1.78222896030858, -2.31106908460517, 0.878604580921265, 0.035806718015226, 1.01282869212708, 0.432265154539617, 2.09081920524915, -1.19992581964387, 1.58963820029007, 1.95465164222325, 0.00493777682814261, -2.45170638784613, 0.477237302613617, -0.596558168631403, 0.792203270299649, 0.289636710177348] x1 = np.array(x1) x2 = np.array(x2) x1.shape = (10, 2) x2.shape = (15, 2) assert_array_almost_equal(stats.mood(x1, x2, axis=None), [-1.31716607555, 0.18778296257]) def test_mood_2d(self): # Test if the results of mood test in 2-D case are consistent with the # R result for the same inputs. Numbers from R mood.test(). ny = 5 np.random.seed(1234) x1 = np.random.randn(10, ny) x2 = np.random.randn(15, ny) z_vectest, pval_vectest = stats.mood(x1, x2) for j in range(ny): assert_array_almost_equal([z_vectest[j], pval_vectest[j]], stats.mood(x1[:, j], x2[:, j])) # inverse order of dimensions x1 = x1.transpose() x2 = x2.transpose() z_vectest, pval_vectest = stats.mood(x1, x2, axis=1) for i in range(ny): # check axis handling is self consistent assert_array_almost_equal([z_vectest[i], pval_vectest[i]], stats.mood(x1[i, :], x2[i, :])) def test_mood_3d(self): shape = (10, 5, 6) np.random.seed(1234) x1 = np.random.randn(*shape) x2 = np.random.randn(*shape) for axis in range(3): z_vectest, pval_vectest = stats.mood(x1, x2, axis=axis) # Tests that result for 3-D arrays is equal to that for the # same calculation on a set of 1-D arrays taken from the # 3-D array axes_idx = ([1, 2], [0, 2], [0, 1]) # the two axes != axis for i in range(shape[axes_idx[axis][0]]): for j in range(shape[axes_idx[axis][1]]): if axis == 0: slice1 = x1[:, i, j] slice2 = x2[:, i, j] elif axis == 1: slice1 = x1[i, :, j] slice2 = x2[i, :, j] else: slice1 = x1[i, j, :] slice2 = x2[i, j, :] assert_array_almost_equal([z_vectest[i, j], pval_vectest[i, j]], stats.mood(slice1, slice2)) def test_mood_bad_arg(self): # Raise ValueError when the sum of the lengths of the args is less than 3 assert_raises(ValueError, stats.mood, [1], []) class TestProbplot(TestCase): def test_basic(self): np.random.seed(12345) x = stats.norm.rvs(size=20) osm, osr = stats.probplot(x, fit=False) osm_expected = [-1.8241636, -1.38768012, -1.11829229, -0.91222575, -0.73908135, -0.5857176, -0.44506467, -0.31273668, -0.18568928, -0.06158146, 0.06158146, 0.18568928, 0.31273668, 0.44506467, 0.5857176, 0.73908135, 0.91222575, 1.11829229, 1.38768012, 1.8241636] assert_allclose(osr, np.sort(x)) assert_allclose(osm, osm_expected) res, res_fit = stats.probplot(x, fit=True) res_fit_expected = [1.05361841, 0.31297795, 0.98741609] assert_allclose(res_fit, res_fit_expected) def test_sparams_keyword(self): np.random.seed(123456) x = stats.norm.rvs(size=100) # Check that None, () and 0 (loc=0, for normal distribution) all work # and give the same results osm1, osr1 = stats.probplot(x, sparams=None, fit=False) osm2, osr2 = stats.probplot(x, sparams=0, fit=False) osm3, osr3 = stats.probplot(x, sparams=(), fit=False) assert_allclose(osm1, osm2) assert_allclose(osm1, osm3) assert_allclose(osr1, osr2) assert_allclose(osr1, osr3) # Check giving (loc, scale) params for normal distribution osm, osr = stats.probplot(x, sparams=(), fit=False) def test_dist_keyword(self): np.random.seed(12345) x = stats.norm.rvs(size=20) osm1, osr1 = stats.probplot(x, fit=False, dist='t', sparams=(3,)) osm2, osr2 = stats.probplot(x, fit=False, dist=stats.t, sparams=(3,)) assert_allclose(osm1, osm2) assert_allclose(osr1, osr2) assert_raises(ValueError, stats.probplot, x, dist='wrong-dist-name') assert_raises(AttributeError, stats.probplot, x, dist=[]) class custom_dist(object): """Some class that looks just enough like a distribution.""" def ppf(self, q): return stats.norm.ppf(q, loc=2) osm1, osr1 = stats.probplot(x, sparams=(2,), fit=False) osm2, osr2 = stats.probplot(x, dist=custom_dist(), fit=False) assert_allclose(osm1, osm2) assert_allclose(osr1, osr2) @dec.skipif(not have_matplotlib) def test_plot_kwarg(self): np.random.seed(7654321) fig = plt.figure() fig.add_subplot(111) x = stats.t.rvs(3, size=100) res1, fitres1 = stats.probplot(x, plot=plt) plt.close() res2, fitres2 = stats.probplot(x, plot=None) res3 = stats.probplot(x, fit=False, plot=plt) plt.close() res4 = stats.probplot(x, fit=False, plot=None) # Check that results are consistent between combinations of `fit` and # `plot` keywords. assert_(len(res1) == len(res2) == len(res3) == len(res4) == 2) assert_allclose(res1, res2) assert_allclose(res1, res3) assert_allclose(res1, res4) assert_allclose(fitres1, fitres2) # Check that a Matplotlib Axes object is accepted fig = plt.figure() ax = fig.add_subplot(111) stats.probplot(x, fit=False, plot=ax) plt.close() def test_probplot_bad_args(self): # Raise ValueError when given an invalid distribution. assert_raises(ValueError, stats.probplot, [1], dist="plate_of_shrimp") def test_wilcoxon_bad_arg(): # Raise ValueError when two args of different lengths are given or # zero_method is unknown. assert_raises(ValueError, stats.wilcoxon, [1], [1,2]) assert_raises(ValueError, stats.wilcoxon, [1,2], [1,2], "dummy") def test_mvsdist_bad_arg(): # Raise ValueError if fewer than two data points are given. data = [1] assert_raises(ValueError, stats.mvsdist, data) def test_kstat_bad_arg(): # Raise ValueError if n > 4 or n > 1. data = [1] n = 10 assert_raises(ValueError, stats.kstat, data, n=n) def test_kstatvar_bad_arg(): # Raise ValueError is n is not 1 or 2. data = [1] n = 10 assert_raises(ValueError, stats.kstatvar, data, n=n) def test_ppcc_max_bad_arg(): # Raise ValueError when given an invalid distribution. data = [1] assert_raises(ValueError, stats.ppcc_max, data, dist="plate_of_shrimp") class TestBoxcox_llf(TestCase): def test_basic(self): np.random.seed(54321) x = stats.norm.rvs(size=10000, loc=10) lmbda = 1 llf = stats.boxcox_llf(lmbda, x) llf_expected = -x.size / 2. * np.log(np.sum(x.std()**2)) assert_allclose(llf, llf_expected) def test_array_like(self): np.random.seed(54321) x = stats.norm.rvs(size=100, loc=10) lmbda = 1 llf = stats.boxcox_llf(lmbda, x) llf2 = stats.boxcox_llf(lmbda, list(x)) assert_allclose(llf, llf2, rtol=1e-12) def test_2d_input(self): # Note: boxcox_llf() was already working with 2-D input (sort of), so # keep it like that. boxcox() doesn't work with 2-D input though, due # to brent() returning a scalar. np.random.seed(54321) x = stats.norm.rvs(size=100, loc=10) lmbda = 1 llf = stats.boxcox_llf(lmbda, x) llf2 = stats.boxcox_llf(lmbda, np.vstack([x, x]).T) assert_allclose([llf, llf], llf2, rtol=1e-12) def test_empty(self): assert_(np.isnan(stats.boxcox_llf(1, []))) class TestBoxcox(TestCase): def test_fixed_lmbda(self): np.random.seed(12345) x = stats.loggamma.rvs(5, size=50) + 5 xt = stats.boxcox(x, lmbda=1) assert_allclose(xt, x - 1) xt = stats.boxcox(x, lmbda=-1) assert_allclose(xt, 1 - 1/x) xt = stats.boxcox(x, lmbda=0) assert_allclose(xt, np.log(x)) # Also test that array_like input works xt = stats.boxcox(list(x), lmbda=0) assert_allclose(xt, np.log(x)) def test_lmbda_None(self): np.random.seed(1234567) # Start from normal rv's, do inverse transform to check that # optimization function gets close to the right answer. np.random.seed(1245) lmbda = 2.5 x = stats.norm.rvs(loc=10, size=50000) x_inv = (x * lmbda + 1)**(-lmbda) xt, maxlog = stats.boxcox(x_inv) assert_almost_equal(maxlog, -1 / lmbda, decimal=2) def test_alpha(self): np.random.seed(1234) x = stats.loggamma.rvs(5, size=50) + 5 # Some regular values for alpha, on a small sample size _, _, interval = stats.boxcox(x, alpha=0.75) assert_allclose(interval, [4.004485780226041, 5.138756355035744]) _, _, interval = stats.boxcox(x, alpha=0.05) assert_allclose(interval, [1.2138178554857557, 8.209033272375663]) # Try some extreme values, see we don't hit the N=500 limit x = stats.loggamma.rvs(7, size=500) + 15 _, _, interval = stats.boxcox(x, alpha=0.001) assert_allclose(interval, [0.3988867, 11.40553131]) _, _, interval = stats.boxcox(x, alpha=0.999) assert_allclose(interval, [5.83316246, 5.83735292]) def test_boxcox_bad_arg(self): # Raise ValueError if any data value is negative. x = np.array([-1]) assert_raises(ValueError, stats.boxcox, x) def test_empty(self): assert_(stats.boxcox([]).shape == (0,)) class TestBoxcoxNormmax(TestCase): def setUp(self): np.random.seed(12345) self.x = stats.loggamma.rvs(5, size=50) + 5 def test_pearsonr(self): maxlog = stats.boxcox_normmax(self.x) assert_allclose(maxlog, 1.804465, rtol=1e-6) def test_mle(self): maxlog = stats.boxcox_normmax(self.x, method='mle') assert_allclose(maxlog, 1.758101, rtol=1e-6) # Check that boxcox() uses 'mle' _, maxlog_boxcox = stats.boxcox(self.x) assert_allclose(maxlog_boxcox, maxlog) def test_all(self): maxlog_all = stats.boxcox_normmax(self.x, method='all') assert_allclose(maxlog_all, [1.804465, 1.758101], rtol=1e-6) class TestBoxcoxNormplot(TestCase): def setUp(self): np.random.seed(7654321) self.x = stats.loggamma.rvs(5, size=500) + 5 def test_basic(self): N = 5 lmbdas, ppcc = stats.boxcox_normplot(self.x, -10, 10, N=N) ppcc_expected = [0.57783375, 0.83610988, 0.97524311, 0.99756057, 0.95843297] assert_allclose(lmbdas, np.linspace(-10, 10, num=N)) assert_allclose(ppcc, ppcc_expected) @dec.skipif(not have_matplotlib) def test_plot_kwarg(self): # Check with the matplotlib.pyplot module fig = plt.figure() fig.add_subplot(111) stats.boxcox_normplot(self.x, -20, 20, plot=plt) plt.close() # Check that a Matplotlib Axes object is accepted fig.add_subplot(111) ax = fig.add_subplot(111) stats.boxcox_normplot(self.x, -20, 20, plot=ax) plt.close() def test_invalid_inputs(self): # `lb` has to be larger than `la` assert_raises(ValueError, stats.boxcox_normplot, self.x, 1, 0) # `x` can not contain negative values assert_raises(ValueError, stats.boxcox_normplot, [-1, 1], 0, 1) def test_empty(self): assert_(stats.boxcox_normplot([], 0, 1).size == 0) class TestCircFuncs(TestCase): def test_circfuncs(self): x = np.array([355,5,2,359,10,350]) M = stats.circmean(x, high=360) Mval = 0.167690146 assert_allclose(M, Mval, rtol=1e-7) V = stats.circvar(x, high=360) Vval = 42.51955609 assert_allclose(V, Vval, rtol=1e-7) S = stats.circstd(x, high=360) Sval = 6.520702116 assert_allclose(S, Sval, rtol=1e-7) def test_circfuncs_small(self): x = np.array([20,21,22,18,19,20.5,19.2]) M1 = x.mean() M2 = stats.circmean(x, high=360) assert_allclose(M2, M1, rtol=1e-5) V1 = x.var() V2 = stats.circvar(x, high=360) assert_allclose(V2, V1, rtol=1e-4) S1 = x.std() S2 = stats.circstd(x, high=360) assert_allclose(S2, S1, rtol=1e-4) def test_circmean_axis(self): x = np.array([[355,5,2,359,10,350], [351,7,4,352,9,349], [357,9,8,358,4,356]]) M1 = stats.circmean(x, high=360) M2 = stats.circmean(x.ravel(), high=360) assert_allclose(M1, M2, rtol=1e-14) M1 = stats.circmean(x, high=360, axis=1) M2 = [stats.circmean(x[i], high=360) for i in range(x.shape[0])] assert_allclose(M1, M2, rtol=1e-14) M1 = stats.circmean(x, high=360, axis=0) M2 = [stats.circmean(x[:,i], high=360) for i in range(x.shape[1])] assert_allclose(M1, M2, rtol=1e-14) def test_circvar_axis(self): x = np.array([[355,5,2,359,10,350], [351,7,4,352,9,349], [357,9,8,358,4,356]]) V1 = stats.circvar(x, high=360) V2 = stats.circvar(x.ravel(), high=360) assert_allclose(V1, V2, rtol=1e-11) V1 = stats.circvar(x, high=360, axis=1) V2 = [stats.circvar(x[i], high=360) for i in range(x.shape[0])] assert_allclose(V1, V2, rtol=1e-11) V1 = stats.circvar(x, high=360, axis=0) V2 = [stats.circvar(x[:,i], high=360) for i in range(x.shape[1])] assert_allclose(V1, V2, rtol=1e-11) def test_circstd_axis(self): x = np.array([[355,5,2,359,10,350], [351,7,4,352,9,349], [357,9,8,358,4,356]]) S1 = stats.circstd(x, high=360) S2 = stats.circstd(x.ravel(), high=360) assert_allclose(S1, S2, rtol=1e-11) S1 = stats.circstd(x, high=360, axis=1) S2 = [stats.circstd(x[i], high=360) for i in range(x.shape[0])] assert_allclose(S1, S2, rtol=1e-11) S1 = stats.circstd(x, high=360, axis=0) S2 = [stats.circstd(x[:,i], high=360) for i in range(x.shape[1])] assert_allclose(S1, S2, rtol=1e-11) def test_circfuncs_array_like(self): x = [355,5,2,359,10,350] assert_allclose(stats.circmean(x, high=360), 0.167690146, rtol=1e-7) assert_allclose(stats.circvar(x, high=360), 42.51955609, rtol=1e-7) assert_allclose(stats.circstd(x, high=360), 6.520702116, rtol=1e-7) def test_empty(self): assert_(np.isnan(stats.circmean([]))) assert_(np.isnan(stats.circstd([]))) assert_(np.isnan(stats.circvar([]))) def test_accuracy_wilcoxon(): freq = [1, 4, 16, 15, 8, 4, 5, 1, 2] nums = range(-4, 5) x = np.concatenate([[u] * v for u, v in zip(nums, freq)]) y = np.zeros(x.size) T, p = stats.wilcoxon(x, y, "pratt") assert_allclose(T, 423) assert_allclose(p, 0.00197547303533107) T, p = stats.wilcoxon(x, y, "zsplit") assert_allclose(T, 441) assert_allclose(p, 0.0032145343172473055) T, p = stats.wilcoxon(x, y, "wilcox") assert_allclose(T, 327) assert_allclose(p, 0.00641346115861) # Test the 'correction' option, using values computed in R with: # > wilcox.test(x, y, paired=TRUE, exact=FALSE, correct={FALSE,TRUE}) x = np.array([120, 114, 181, 188, 180, 146, 121, 191, 132, 113, 127, 112]) y = np.array([133, 143, 119, 189, 112, 199, 198, 113, 115, 121, 142, 187]) T, p = stats.wilcoxon(x, y, correction=False) assert_equal(T, 34) assert_allclose(p, 0.6948866, rtol=1e-6) T, p = stats.wilcoxon(x, y, correction=True) assert_equal(T, 34) assert_allclose(p, 0.7240817, rtol=1e-6) def test_wilcoxon_tie(): # Regression test for gh-2391. # Corresponding R code is: # > result = wilcox.test(rep(0.1, 10), exact=FALSE, correct=FALSE) # > result$p.value # [1] 0.001565402 # > result = wilcox.test(rep(0.1, 10), exact=FALSE, correct=TRUE) # > result$p.value # [1] 0.001904195 stat, p = stats.wilcoxon([0.1] * 10) expected_p = 0.001565402 assert_equal(stat, 0) assert_allclose(p, expected_p, rtol=1e-6) stat, p = stats.wilcoxon([0.1] * 10, correction=True) expected_p = 0.001904195 assert_equal(stat, 0) assert_allclose(p, expected_p, rtol=1e-6) class TestMedianTest(TestCase): def test_bad_n_samples(self): # median_test requires at least two samples. assert_raises(ValueError, stats.median_test, [1, 2, 3]) def test_empty_sample(self): # Each sample must contain at least one value. assert_raises(ValueError, stats.median_test, [], [1, 2, 3]) def test_empty_when_ties_ignored(self): # The grand median is 1, and all values in the first argument are # equal to the grand median. With ties="ignore", those values are # ignored, which results in the first sample being (in effect) empty. # This should raise a ValueError. assert_raises(ValueError, stats.median_test, [1, 1, 1, 1], [2, 0, 1], [2, 0], ties="ignore") def test_empty_contingency_row(self): # The grand median is 1, and with the default ties="below", all the # values in the samples are counted as being below the grand median. # This would result a row of zeros in the contingency table, which is # an error. assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1]) # With ties="above", all the values are counted as above the # grand median. assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1], ties="above") def test_bad_ties(self): assert_raises(ValueError, stats.median_test, [1, 2, 3], [4, 5], ties="foo") def test_bad_keyword(self): assert_raises(TypeError, stats.median_test, [1, 2, 3], [4, 5], foo="foo") def test_simple(self): x = [1, 2, 3] y = [1, 2, 3] stat, p, med, tbl = stats.median_test(x, y) # The median is floating point, but this equality test should be safe. assert_equal(med, 2.0) assert_array_equal(tbl, [[1, 1], [2, 2]]) # The expected values of the contingency table equal the contingency table, # so the statistic should be 0 and the p-value should be 1. assert_equal(stat, 0) assert_equal(p, 1) def test_ties_options(self): # Test the contingency table calculation. x = [1, 2, 3, 4] y = [5, 6] z = [7, 8, 9] # grand median is 5. # Default 'ties' option is "below". stat, p, m, tbl = stats.median_test(x, y, z) assert_equal(m, 5) assert_equal(tbl, [[0, 1, 3], [4, 1, 0]]) stat, p, m, tbl = stats.median_test(x, y, z, ties="ignore") assert_equal(m, 5) assert_equal(tbl, [[0, 1, 3], [4, 0, 0]]) stat, p, m, tbl = stats.median_test(x, y, z, ties="above") assert_equal(m, 5) assert_equal(tbl, [[0, 2, 3], [4, 0, 0]]) def test_basic(self): # median_test calls chi2_contingency to compute the test statistic # and p-value. Make sure it hasn't screwed up the call... x = [1, 2, 3, 4, 5] y = [2, 4, 6, 8] stat, p, m, tbl = stats.median_test(x, y) assert_equal(m, 4) assert_equal(tbl, [[1, 2], [4, 2]]) exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl) assert_allclose(stat, exp_stat) assert_allclose(p, exp_p) stat, p, m, tbl = stats.median_test(x, y, lambda_=0) assert_equal(m, 4) assert_equal(tbl, [[1, 2], [4, 2]]) exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, lambda_=0) assert_allclose(stat, exp_stat) assert_allclose(p, exp_p) stat, p, m, tbl = stats.median_test(x, y, correction=False) assert_equal(m, 4) assert_equal(tbl, [[1, 2], [4, 2]]) exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, correction=False) assert_allclose(stat, exp_stat) assert_allclose(p, exp_p) if __name__ == "__main__": run_module_suite()