# Author: Travis Oliphant, 2002 # # Further enhancements and tests added by numerous SciPy developers. # import warnings import sys from functools import partial import numpy as np from numpy.random import RandomState from numpy.testing import (assert_array_equal, assert_almost_equal, assert_array_less, assert_array_almost_equal, assert_, assert_allclose, assert_equal, suppress_warnings) import pytest from pytest import raises as assert_raises import re from scipy import optimize, stats, special from scipy.stats._morestats import _abw_state, _get_As_weibull, _Avals_weibull from .common_tests import check_named_results from .._hypotests import _get_wilcoxon_distr, _get_wilcoxon_distr2 from scipy.stats._binomtest import _binary_search_for_binom_tst from scipy.stats._distr_params import distcont distcont = dict(distcont) # type: ignore # Matplotlib is not a scipy dependency but is optionally used in probplot, so # check if it's available try: import matplotlib matplotlib.rcParams['backend'] = 'Agg' import matplotlib.pyplot as plt have_matplotlib = True except Exception: have_matplotlib = False # test data gear.dat from NIST for Levene and Bartlett test # https://www.itl.nist.gov/div898/handbook/eda/section3/eda3581.htm 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] # The loggamma RVS stream is changing due to gh-13349; this version # preserves the old stream so that tests don't change. def _old_loggamma_rvs(*args, **kwargs): return np.log(stats.gamma.rvs(*args, **kwargs)) class TestBayes_mvs: def test_basic(self): # Expected values in this test simply taken from the function. For # some checks regarding correctness of implementation, see review in # gh-674 data = [6, 9, 12, 7, 8, 8, 13] mean, var, std = stats.bayes_mvs(data) assert_almost_equal(mean.statistic, 9.0) assert_allclose(mean.minmax, (7.103650222492964, 10.896349777507034), rtol=1e-6) assert_almost_equal(var.statistic, 10.0) assert_allclose(var.minmax, (3.1767242068607087, 24.45910381334018), rtol=1e-09) assert_almost_equal(std.statistic, 2.9724954732045084, decimal=14) assert_allclose(std.minmax, (1.7823367265645145, 4.9456146050146312), rtol=1e-14) def test_empty_input(self): assert_raises(ValueError, stats.bayes_mvs, []) def test_result_attributes(self): x = np.arange(15) attributes = ('statistic', 'minmax') res = stats.bayes_mvs(x) for i in res: check_named_results(i, attributes) class TestMvsdist: def test_basic(self): data = [6, 9, 12, 7, 8, 8, 13] mean, var, std = stats.mvsdist(data) assert_almost_equal(mean.mean(), 9.0) assert_allclose(mean.interval(0.9), (7.103650222492964, 10.896349777507034), rtol=1e-14) assert_almost_equal(var.mean(), 10.0) assert_allclose(var.interval(0.9), (3.1767242068607087, 24.45910381334018), rtol=1e-09) assert_almost_equal(std.mean(), 2.9724954732045084, decimal=14) assert_allclose(std.interval(0.9), (1.7823367265645145, 4.9456146050146312), rtol=1e-14) def test_empty_input(self): assert_raises(ValueError, stats.mvsdist, []) def test_bad_arg(self): # Raise ValueError if fewer than two data points are given. data = [1] assert_raises(ValueError, stats.mvsdist, data) def test_warns(self): # regression test for gh-5270 # make sure there are no spurious divide-by-zero warnings with warnings.catch_warnings(): warnings.simplefilter('error', RuntimeWarning) [x.mean() for x in stats.mvsdist([1, 2, 3])] [x.mean() for x in stats.mvsdist([1, 2, 3, 4, 5])] class TestShapiro: 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) shapiro_test = stats.shapiro(x1) assert_almost_equal(w, 0.90047299861907959, decimal=6) assert_almost_equal(shapiro_test.statistic, 0.90047299861907959, decimal=6) assert_almost_equal(pw, 0.042089745402336121, decimal=6) assert_almost_equal(shapiro_test.pvalue, 0.042089745402336121, decimal=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) shapiro_test = stats.shapiro(x2) assert_almost_equal(w, 0.9590270, decimal=6) assert_almost_equal(shapiro_test.statistic, 0.9590270, decimal=6) assert_almost_equal(pw, 0.52460, decimal=3) assert_almost_equal(shapiro_test.pvalue, 0.52460, decimal=3) # Verified against R x3 = stats.norm.rvs(loc=5, scale=3, size=100, random_state=12345678) w, pw = stats.shapiro(x3) shapiro_test = stats.shapiro(x3) assert_almost_equal(w, 0.9772805571556091, decimal=6) assert_almost_equal(shapiro_test.statistic, 0.9772805571556091, decimal=6) assert_almost_equal(pw, 0.08144091814756393, decimal=3) assert_almost_equal(shapiro_test.pvalue, 0.08144091814756393, decimal=3) # Extracted from original paper x4 = [0.139, 0.157, 0.175, 0.256, 0.344, 0.413, 0.503, 0.577, 0.614, 0.655, 0.954, 1.392, 1.557, 1.648, 1.690, 1.994, 2.174, 2.206, 3.245, 3.510, 3.571, 4.354, 4.980, 6.084, 8.351] W_expected = 0.83467 p_expected = 0.000914 w, pw = stats.shapiro(x4) shapiro_test = stats.shapiro(x4) assert_almost_equal(w, W_expected, decimal=4) assert_almost_equal(shapiro_test.statistic, W_expected, decimal=4) assert_almost_equal(pw, p_expected, decimal=5) assert_almost_equal(shapiro_test.pvalue, p_expected, decimal=5) def test_2d(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) shapiro_test = stats.shapiro(x1) assert_almost_equal(w, 0.90047299861907959, decimal=6) assert_almost_equal(shapiro_test.statistic, 0.90047299861907959, decimal=6) assert_almost_equal(pw, 0.042089745402336121, decimal=6) assert_almost_equal(shapiro_test.pvalue, 0.042089745402336121, decimal=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) shapiro_test = stats.shapiro(x2) assert_almost_equal(w, 0.9590270, decimal=6) assert_almost_equal(shapiro_test.statistic, 0.9590270, decimal=6) assert_almost_equal(pw, 0.52460, decimal=3) assert_almost_equal(shapiro_test.pvalue, 0.52460, decimal=3) def test_empty_input(self): assert_raises(ValueError, stats.shapiro, []) assert_raises(ValueError, stats.shapiro, [[], [], []]) def test_not_enough_values(self): assert_raises(ValueError, stats.shapiro, [1, 2]) assert_raises(ValueError, stats.shapiro, np.array([[], [2]], dtype=object)) def test_bad_arg(self): # Length of x is less than 3. x = [1] assert_raises(ValueError, stats.shapiro, x) def test_nan_input(self): x = np.arange(10.) x[9] = np.nan w, pw = stats.shapiro(x) shapiro_test = stats.shapiro(x) assert_equal(w, np.nan) assert_equal(shapiro_test.statistic, np.nan) # Originally, shapiro returned a p-value of 1 in this case, # but there is no way to produce a numerical p-value if the # statistic is not a number. NaN is more appropriate. assert_almost_equal(pw, np.nan) assert_almost_equal(shapiro_test.pvalue, np.nan) def test_gh14462(self): # shapiro is theoretically location-invariant, but when the magnitude # of the values is much greater than the variance, there can be # numerical issues. Fixed by subtracting median from the data. # See gh-14462. trans_val, maxlog = stats.boxcox([122500, 474400, 110400]) res = stats.shapiro(trans_val) # Reference from R: # options(digits=16) # x = c(0.00000000e+00, 3.39996924e-08, -6.35166875e-09) # shapiro.test(x) ref = (0.86468431705371, 0.2805581751566) assert_allclose(res, ref, rtol=1e-5) def test_length_3_gh18322(self): # gh-18322 reported that the p-value could be negative for input of # length 3. Check that this is resolved. res = stats.shapiro([0.6931471805599453, 0.0, 0.0]) assert res.pvalue >= 0 # R `shapiro.test` doesn't produce an accurate p-value in the case # above. Check that the formula used in `stats.shapiro` is not wrong. # options(digits=16) # x = c(-0.7746653110021126, -0.4344432067942129, 1.8157053280290931) # shapiro.test(x) x = [-0.7746653110021126, -0.4344432067942129, 1.8157053280290931] res = stats.shapiro(x) assert_allclose(res.statistic, 0.84658770645509) assert_allclose(res.pvalue, 0.2313666489882, rtol=1e-6) class TestAnderson: 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:]) v = np.ones(10) v[0] = 0 A, crit, sig = stats.anderson(v) # The expected statistic 3.208057 was computed independently of scipy. # For example, in R: # > library(nortest) # > v <- rep(1, 10) # > v[1] <- 0 # > result <- ad.test(v) # > result$statistic # A # 3.208057 assert_allclose(A, 3.208057) 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:]) with np.errstate(all='ignore'): A, crit, sig = stats.anderson(x2, 'expon') assert_(A > crit[-1]) def test_gumbel(self): # Regression test for gh-6306. Before that issue was fixed, # this case would return a2=inf. v = np.ones(100) v[0] = 0.0 a2, crit, sig = stats.anderson(v, 'gumbel') # A brief reimplementation of the calculation of the statistic. n = len(v) xbar, s = stats.gumbel_l.fit(v) logcdf = stats.gumbel_l.logcdf(v, xbar, s) logsf = stats.gumbel_l.logsf(v, xbar, s) i = np.arange(1, n+1) expected_a2 = -n - np.mean((2*i - 1) * (logcdf + logsf[::-1])) assert_allclose(a2, expected_a2) def test_bad_arg(self): assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp') def test_result_attributes(self): rs = RandomState(1234567890) x = rs.standard_exponential(size=50) res = stats.anderson(x) attributes = ('statistic', 'critical_values', 'significance_level') check_named_results(res, attributes) def test_gumbel_l(self): # gh-2592, gh-6337 # Adds support to 'gumbel_r' and 'gumbel_l' as valid inputs for dist. rs = RandomState(1234567890) x = rs.gumbel(size=100) A1, crit1, sig1 = stats.anderson(x, 'gumbel') A2, crit2, sig2 = stats.anderson(x, 'gumbel_l') assert_allclose(A2, A1) def test_gumbel_r(self): # gh-2592, gh-6337 # Adds support to 'gumbel_r' and 'gumbel_l' as valid inputs for dist. rs = RandomState(1234567890) x1 = rs.gumbel(size=100) x2 = np.ones(100) # A constant array is a degenerate case and breaks gumbel_r.fit, so # change one value in x2. x2[0] = 0.996 A1, crit1, sig1 = stats.anderson(x1, 'gumbel_r') A2, crit2, sig2 = stats.anderson(x2, 'gumbel_r') assert_array_less(A1, crit1[-2:]) assert_(A2 > crit2[-1]) def test_weibull_min_case_A(self): # data and reference values from `anderson` reference [7] x = np.array([225, 171, 198, 189, 189, 135, 162, 135, 117, 162]) res = stats.anderson(x, 'weibull_min') m, loc, scale = res.fit_result.params assert_allclose((m, loc, scale), (2.38, 99.02, 78.23), rtol=2e-3) assert_allclose(res.statistic, 0.260, rtol=1e-3) assert res.statistic < res.critical_values[0] c = 1 / m # ~0.42 assert_allclose(c, 1/2.38, rtol=2e-3) # interpolate between rows for c=0.4 and c=0.45, indices -3 and -2 As40 = _Avals_weibull[-3] As45 = _Avals_weibull[-2] As_ref = As40 + (c - 0.4)/(0.45 - 0.4) * (As45 - As40) # atol=1e-3 because results are rounded up to the next third decimal assert np.all(res.critical_values > As_ref) assert_allclose(res.critical_values, As_ref, atol=1e-3) def test_weibull_min_case_B(self): # From `anderson` reference [7] x = np.array([74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27, 153, 26, 326]) message = "Maximum likelihood estimation has converged to " with pytest.raises(ValueError, match=message): stats.anderson(x, 'weibull_min') def test_weibull_warning_error(self): # Check for warning message when there are too few observations # This is also an example in which an error occurs during fitting x = -np.array([225, 75, 57, 168, 107, 12, 61, 43, 29]) wmessage = "Critical values of the test statistic are given for the..." emessage = "An error occurred while fitting the Weibull distribution..." wcontext = pytest.warns(UserWarning, match=wmessage) econtext = pytest.raises(ValueError, match=emessage) with wcontext, econtext: stats.anderson(x, 'weibull_min') @pytest.mark.parametrize('distname', ['norm', 'expon', 'gumbel_l', 'extreme1', 'gumbel', 'gumbel_r', 'logistic', 'weibull_min']) def test_anderson_fit_params(self, distname): # check that anderson now returns a FitResult rng = np.random.default_rng(330691555377792039) real_distname = ('gumbel_l' if distname in {'extreme1', 'gumbel'} else distname) dist = getattr(stats, real_distname) params = distcont[real_distname] x = dist.rvs(*params, size=1000, random_state=rng) res = stats.anderson(x, distname) assert res.fit_result.success def test_anderson_weibull_As(self): m = 1 # "when mi < 2, so that c > 0.5, the last line...should be used" assert_equal(_get_As_weibull(1/m), _Avals_weibull[-1]) m = np.inf assert_equal(_get_As_weibull(1/m), _Avals_weibull[0]) class TestAndersonKSamp: 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]) 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[0:5], 4) assert_allclose(p, 0.0021, atol=0.00025) 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]) 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[0:5], 4) assert_allclose(p, 0.0020, atol=0.00025) @pytest.mark.slow 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] samples = (t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12, t13, t14) Tk, tm, p = stats.anderson_ksamp(samples, midrank=False) assert_almost_equal(Tk, 3.288, 3) assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009], tm[0:5], 4) assert_allclose(p, 0.0041, atol=0.00025) rng = np.random.default_rng(6989860141921615054) method = stats.PermutationMethod(n_resamples=9999, random_state=rng) res = stats.anderson_ksamp(samples, midrank=False, method=method) assert_array_equal(res.statistic, Tk) assert_array_equal(res.critical_values, tm) assert_allclose(res.pvalue, p, atol=6e-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] 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[0:5], 4) assert_allclose(p, 0.0041, atol=0.00025) def test_R_kSamples(self): # test values generates with R package kSamples # package version 1.2-6 (2017-06-14) # r1 = 1:100 # continuous case (no ties) --> version 1 # res <- kSamples::ad.test(r1, r1 + 40.5) # res$ad[1, "T.AD"] # 41.105 # res$ad[1, " asympt. P-value"] # 5.8399e-18 # # discrete case (ties allowed) --> version 2 (here: midrank=True) # res$ad[2, "T.AD"] # 41.235 # # res <- kSamples::ad.test(r1, r1 + .5) # res$ad[1, "T.AD"] # -1.2824 # res$ad[1, " asympt. P-value"] # 1 # res$ad[2, "T.AD"] # -1.2944 # # res <- kSamples::ad.test(r1, r1 + 7.5) # res$ad[1, "T.AD"] # 1.4923 # res$ad[1, " asympt. P-value"] # 0.077501 # # res <- kSamples::ad.test(r1, r1 + 6) # res$ad[2, "T.AD"] # 0.63892 # res$ad[2, " asympt. P-value"] # 0.17981 # # res <- kSamples::ad.test(r1, r1 + 11.5) # res$ad[1, "T.AD"] # 4.5042 # res$ad[1, " asympt. P-value"] # 0.00545 # # res <- kSamples::ad.test(r1, r1 + 13.5) # res$ad[1, "T.AD"] # 6.2982 # res$ad[1, " asympt. P-value"] # 0.00118 x1 = np.linspace(1, 100, 100) # test case: different distributions;p-value floored at 0.001 # test case for issue #5493 / #8536 with suppress_warnings() as sup: sup.filter(UserWarning, message='p-value floored') s, _, p = stats.anderson_ksamp([x1, x1 + 40.5], midrank=False) assert_almost_equal(s, 41.105, 3) assert_equal(p, 0.001) with suppress_warnings() as sup: sup.filter(UserWarning, message='p-value floored') s, _, p = stats.anderson_ksamp([x1, x1 + 40.5]) assert_almost_equal(s, 41.235, 3) assert_equal(p, 0.001) # test case: similar distributions --> p-value capped at 0.25 with suppress_warnings() as sup: sup.filter(UserWarning, message='p-value capped') s, _, p = stats.anderson_ksamp([x1, x1 + .5], midrank=False) assert_almost_equal(s, -1.2824, 4) assert_equal(p, 0.25) with suppress_warnings() as sup: sup.filter(UserWarning, message='p-value capped') s, _, p = stats.anderson_ksamp([x1, x1 + .5]) assert_almost_equal(s, -1.2944, 4) assert_equal(p, 0.25) # test case: check interpolated p-value in [0.01, 0.25] (no ties) s, _, p = stats.anderson_ksamp([x1, x1 + 7.5], midrank=False) assert_almost_equal(s, 1.4923, 4) assert_allclose(p, 0.0775, atol=0.005, rtol=0) # test case: check interpolated p-value in [0.01, 0.25] (w/ ties) s, _, p = stats.anderson_ksamp([x1, x1 + 6]) assert_almost_equal(s, 0.6389, 4) assert_allclose(p, 0.1798, atol=0.005, rtol=0) # test extended critical values for p=0.001 and p=0.005 s, _, p = stats.anderson_ksamp([x1, x1 + 11.5], midrank=False) assert_almost_equal(s, 4.5042, 4) assert_allclose(p, 0.00545, atol=0.0005, rtol=0) s, _, p = stats.anderson_ksamp([x1, x1 + 13.5], midrank=False) assert_almost_equal(s, 6.2982, 4) assert_allclose(p, 0.00118, atol=0.0001, rtol=0) 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), [])) def test_result_attributes(self): # 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]) res = stats.anderson_ksamp((t1, t2), midrank=False) attributes = ('statistic', 'critical_values', 'significance_level') check_named_results(res, attributes) assert_equal(res.significance_level, res.pvalue) class TestAnsari: def test_small(self): x = [1, 2, 3, 3, 4] y = [3, 2, 6, 1, 6, 1, 4, 1] with suppress_warnings() as sup: sup.filter(UserWarning, "Ties preclude use of exact statistic.") 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 suppress_warnings() as sup: sup.filter(UserWarning, "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], []) def test_result_attributes(self): x = [1, 2, 3, 3, 4] y = [3, 2, 6, 1, 6, 1, 4, 1] with suppress_warnings() as sup: sup.filter(UserWarning, "Ties preclude use of exact statistic.") res = stats.ansari(x, y) attributes = ('statistic', 'pvalue') check_named_results(res, attributes) def test_bad_alternative(self): # invalid value for alternative must raise a ValueError x1 = [1, 2, 3, 4] x2 = [5, 6, 7, 8] match = "'alternative' must be 'two-sided'" with assert_raises(ValueError, match=match): stats.ansari(x1, x2, alternative='foo') def test_alternative_exact(self): x1 = [-5, 1, 5, 10, 15, 20, 25] # high scale, loc=10 x2 = [7.5, 8.5, 9.5, 10.5, 11.5, 12.5] # low scale, loc=10 # ratio of scales is greater than 1. So, the # p-value must be high when `alternative='less'` # and low when `alternative='greater'`. statistic, pval = stats.ansari(x1, x2) pval_l = stats.ansari(x1, x2, alternative='less').pvalue pval_g = stats.ansari(x1, x2, alternative='greater').pvalue assert pval_l > 0.95 assert pval_g < 0.05 # level of significance. # also check if the p-values sum up to 1 plus the probability # mass under the calculated statistic. prob = _abw_state.pmf(statistic, len(x1), len(x2)) assert_allclose(pval_g + pval_l, 1 + prob, atol=1e-12) # also check if one of the one-sided p-value equals half the # two-sided p-value and the other one-sided p-value is its # compliment. assert_allclose(pval_g, pval/2, atol=1e-12) assert_allclose(pval_l, 1+prob-pval/2, atol=1e-12) # sanity check. The result should flip if # we exchange x and y. pval_l_reverse = stats.ansari(x2, x1, alternative='less').pvalue pval_g_reverse = stats.ansari(x2, x1, alternative='greater').pvalue assert pval_l_reverse < 0.05 assert pval_g_reverse > 0.95 @pytest.mark.parametrize( 'x, y, alternative, expected', # the tests are designed in such a way that the # if else statement in ansari test for exact # mode is covered. [([1, 2, 3, 4], [5, 6, 7, 8], 'less', 0.6285714285714), ([1, 2, 3, 4], [5, 6, 7, 8], 'greater', 0.6285714285714), ([1, 2, 3], [4, 5, 6, 7, 8], 'less', 0.8928571428571), ([1, 2, 3], [4, 5, 6, 7, 8], 'greater', 0.2857142857143), ([1, 2, 3, 4, 5], [6, 7, 8], 'less', 0.2857142857143), ([1, 2, 3, 4, 5], [6, 7, 8], 'greater', 0.8928571428571)] ) def test_alternative_exact_with_R(self, x, y, alternative, expected): # testing with R on arbitrary data # Sample R code used for the third test case above: # ```R # > options(digits=16) # > x <- c(1,2,3) # > y <- c(4,5,6,7,8) # > ansari.test(x, y, alternative='less', exact=TRUE) # # Ansari-Bradley test # # data: x and y # AB = 6, p-value = 0.8928571428571 # alternative hypothesis: true ratio of scales is less than 1 # # ``` pval = stats.ansari(x, y, alternative=alternative).pvalue assert_allclose(pval, expected, atol=1e-12) def test_alternative_approx(self): # intuitive tests for approximation x1 = stats.norm.rvs(0, 5, size=100, random_state=123) x2 = stats.norm.rvs(0, 2, size=100, random_state=123) # for m > 55 or n > 55, the test should automatically # switch to approximation. pval_l = stats.ansari(x1, x2, alternative='less').pvalue pval_g = stats.ansari(x1, x2, alternative='greater').pvalue assert_allclose(pval_l, 1.0, atol=1e-12) assert_allclose(pval_g, 0.0, atol=1e-12) # also check if one of the one-sided p-value equals half the # two-sided p-value and the other one-sided p-value is its # compliment. x1 = stats.norm.rvs(0, 2, size=60, random_state=123) x2 = stats.norm.rvs(0, 1.5, size=60, random_state=123) pval = stats.ansari(x1, x2).pvalue pval_l = stats.ansari(x1, x2, alternative='less').pvalue pval_g = stats.ansari(x1, x2, alternative='greater').pvalue assert_allclose(pval_g, pval/2, atol=1e-12) assert_allclose(pval_l, 1-pval/2, atol=1e-12) class TestBartlett: def test_data(self): # https://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm 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]) def test_result_attributes(self): args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] res = stats.bartlett(*args) attributes = ('statistic', 'pvalue') check_named_results(res, attributes) def test_empty_arg(self): args = (g1, g2, g3, g4, g5, g6, g7, g8, g9, g10, []) assert_equal((np.nan, np.nan), stats.bartlett(*args)) # temporary fix for issue #9252: only accept 1d input def test_1d_input(self): x = np.array([[1, 2], [3, 4]]) assert_raises(ValueError, stats.bartlett, g1, x) class TestLevene: def test_data(self): # https://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm 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]) def test_result_attributes(self): args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] res = stats.levene(*args) attributes = ('statistic', 'pvalue') check_named_results(res, attributes) # temporary fix for issue #9252: only accept 1d input def test_1d_input(self): x = np.array([[1, 2], [3, 4]]) assert_raises(ValueError, stats.levene, g1, x) class TestBinomTest: """Tests for stats.binomtest.""" # Expected results here are from R binom.test, e.g. # options(digits=16) # binom.test(484, 967, p=0.48) # def test_two_sided_pvalues1(self): # `tol` could be stricter on most architectures, but the value # here is limited by accuracy of `binom.cdf` for large inputs on # Linux_Python_37_32bit_full and aarch64 rtol = 1e-10 # aarch64 observed rtol: 1.5e-11 res = stats.binomtest(10079999, 21000000, 0.48) assert_allclose(res.pvalue, 1.0, rtol=rtol) res = stats.binomtest(10079990, 21000000, 0.48) assert_allclose(res.pvalue, 0.9966892187965, rtol=rtol) res = stats.binomtest(10080009, 21000000, 0.48) assert_allclose(res.pvalue, 0.9970377203856, rtol=rtol) res = stats.binomtest(10080017, 21000000, 0.48) assert_allclose(res.pvalue, 0.9940754817328, rtol=1e-9) def test_two_sided_pvalues2(self): rtol = 1e-10 # no aarch64 failure with 1e-15, preemptive bump res = stats.binomtest(9, n=21, p=0.48) assert_allclose(res.pvalue, 0.6689672431939, rtol=rtol) res = stats.binomtest(4, 21, 0.48) assert_allclose(res.pvalue, 0.008139563452106, rtol=rtol) res = stats.binomtest(11, 21, 0.48) assert_allclose(res.pvalue, 0.8278629664608, rtol=rtol) res = stats.binomtest(7, 21, 0.48) assert_allclose(res.pvalue, 0.1966772901718, rtol=rtol) res = stats.binomtest(3, 10, .5) assert_allclose(res.pvalue, 0.34375, rtol=rtol) res = stats.binomtest(2, 2, .4) assert_allclose(res.pvalue, 0.16, rtol=rtol) res = stats.binomtest(2, 4, .3) assert_allclose(res.pvalue, 0.5884, rtol=rtol) def test_edge_cases(self): rtol = 1e-10 # aarch64 observed rtol: 1.33e-15 res = stats.binomtest(484, 967, 0.5) assert_allclose(res.pvalue, 1, rtol=rtol) res = stats.binomtest(3, 47, 3/47) assert_allclose(res.pvalue, 1, rtol=rtol) res = stats.binomtest(13, 46, 13/46) assert_allclose(res.pvalue, 1, rtol=rtol) res = stats.binomtest(15, 44, 15/44) assert_allclose(res.pvalue, 1, rtol=rtol) res = stats.binomtest(7, 13, 0.5) assert_allclose(res.pvalue, 1, rtol=rtol) res = stats.binomtest(6, 11, 0.5) assert_allclose(res.pvalue, 1, rtol=rtol) def test_binary_srch_for_binom_tst(self): # Test that old behavior of binomtest is maintained # by the new binary search method in cases where d # exactly equals the input on one side. n = 10 p = 0.5 k = 3 # First test for the case where k > mode of PMF i = np.arange(np.ceil(p * n), n+1) d = stats.binom.pmf(k, n, p) # Old way of calculating y, probably consistent with R. y1 = np.sum(stats.binom.pmf(i, n, p) <= d, axis=0) # New way with binary search. ix = _binary_search_for_binom_tst(lambda x1: -stats.binom.pmf(x1, n, p), -d, np.ceil(p * n), n) y2 = n - ix + int(d == stats.binom.pmf(ix, n, p)) assert_allclose(y1, y2, rtol=1e-9) # Now test for the other side. k = 7 i = np.arange(np.floor(p * n) + 1) d = stats.binom.pmf(k, n, p) # Old way of calculating y. y1 = np.sum(stats.binom.pmf(i, n, p) <= d, axis=0) # New way with binary search. ix = _binary_search_for_binom_tst(lambda x1: stats.binom.pmf(x1, n, p), d, 0, np.floor(p * n)) y2 = ix + 1 assert_allclose(y1, y2, rtol=1e-9) # Expected results here are from R 3.6.2 binom.test @pytest.mark.parametrize('alternative, pval, ci_low, ci_high', [('less', 0.148831050443, 0.0, 0.2772002496709138), ('greater', 0.9004695898947, 0.1366613252458672, 1.0), ('two-sided', 0.2983720970096, 0.1266555521019559, 0.2918426890886281)]) def test_confidence_intervals1(self, alternative, pval, ci_low, ci_high): res = stats.binomtest(20, n=100, p=0.25, alternative=alternative) assert_allclose(res.pvalue, pval, rtol=1e-12) assert_equal(res.statistic, 0.2) ci = res.proportion_ci(confidence_level=0.95) assert_allclose((ci.low, ci.high), (ci_low, ci_high), rtol=1e-12) # Expected results here are from R 3.6.2 binom.test. @pytest.mark.parametrize('alternative, pval, ci_low, ci_high', [('less', 0.005656361, 0.0, 0.1872093), ('greater', 0.9987146, 0.008860761, 1.0), ('two-sided', 0.01191714, 0.006872485, 0.202706269)]) def test_confidence_intervals2(self, alternative, pval, ci_low, ci_high): res = stats.binomtest(3, n=50, p=0.2, alternative=alternative) assert_allclose(res.pvalue, pval, rtol=1e-6) assert_equal(res.statistic, 0.06) ci = res.proportion_ci(confidence_level=0.99) assert_allclose((ci.low, ci.high), (ci_low, ci_high), rtol=1e-6) # Expected results here are from R 3.6.2 binom.test. @pytest.mark.parametrize('alternative, pval, ci_high', [('less', 0.05631351, 0.2588656), ('greater', 1.0, 1.0), ('two-sided', 0.07604122, 0.3084971)]) def test_confidence_interval_exact_k0(self, alternative, pval, ci_high): # Test with k=0, n = 10. res = stats.binomtest(0, 10, p=0.25, alternative=alternative) assert_allclose(res.pvalue, pval, rtol=1e-6) ci = res.proportion_ci(confidence_level=0.95) assert_equal(ci.low, 0.0) assert_allclose(ci.high, ci_high, rtol=1e-6) # Expected results here are from R 3.6.2 binom.test. @pytest.mark.parametrize('alternative, pval, ci_low', [('less', 1.0, 0.0), ('greater', 9.536743e-07, 0.7411344), ('two-sided', 9.536743e-07, 0.6915029)]) def test_confidence_interval_exact_k_is_n(self, alternative, pval, ci_low): # Test with k = n = 10. res = stats.binomtest(10, 10, p=0.25, alternative=alternative) assert_allclose(res.pvalue, pval, rtol=1e-6) ci = res.proportion_ci(confidence_level=0.95) assert_equal(ci.high, 1.0) assert_allclose(ci.low, ci_low, rtol=1e-6) # Expected results are from the prop.test function in R 3.6.2. @pytest.mark.parametrize( 'k, alternative, corr, conf, ci_low, ci_high', [[3, 'two-sided', True, 0.95, 0.08094782, 0.64632928], [3, 'two-sided', True, 0.99, 0.0586329, 0.7169416], [3, 'two-sided', False, 0.95, 0.1077913, 0.6032219], [3, 'two-sided', False, 0.99, 0.07956632, 0.6799753], [3, 'less', True, 0.95, 0.0, 0.6043476], [3, 'less', True, 0.99, 0.0, 0.6901811], [3, 'less', False, 0.95, 0.0, 0.5583002], [3, 'less', False, 0.99, 0.0, 0.6507187], [3, 'greater', True, 0.95, 0.09644904, 1.0], [3, 'greater', True, 0.99, 0.06659141, 1.0], [3, 'greater', False, 0.95, 0.1268766, 1.0], [3, 'greater', False, 0.99, 0.08974147, 1.0], [0, 'two-sided', True, 0.95, 0.0, 0.3445372], [0, 'two-sided', False, 0.95, 0.0, 0.2775328], [0, 'less', True, 0.95, 0.0, 0.2847374], [0, 'less', False, 0.95, 0.0, 0.212942], [0, 'greater', True, 0.95, 0.0, 1.0], [0, 'greater', False, 0.95, 0.0, 1.0], [10, 'two-sided', True, 0.95, 0.6554628, 1.0], [10, 'two-sided', False, 0.95, 0.7224672, 1.0], [10, 'less', True, 0.95, 0.0, 1.0], [10, 'less', False, 0.95, 0.0, 1.0], [10, 'greater', True, 0.95, 0.7152626, 1.0], [10, 'greater', False, 0.95, 0.787058, 1.0]] ) def test_ci_wilson_method(self, k, alternative, corr, conf, ci_low, ci_high): res = stats.binomtest(k, n=10, p=0.1, alternative=alternative) if corr: method = 'wilsoncc' else: method = 'wilson' ci = res.proportion_ci(confidence_level=conf, method=method) assert_allclose((ci.low, ci.high), (ci_low, ci_high), rtol=1e-6) def test_estimate_equals_hypothesized_prop(self): # Test the special case where the estimated proportion equals # the hypothesized proportion. When alternative is 'two-sided', # the p-value is 1. res = stats.binomtest(4, 16, 0.25) assert_equal(res.statistic, 0.25) assert_equal(res.pvalue, 1.0) @pytest.mark.parametrize('k, n', [(0, 0), (-1, 2)]) def test_invalid_k_n(self, k, n): with pytest.raises(ValueError, match="must be an integer not less than"): stats.binomtest(k, n) def test_invalid_k_too_big(self): with pytest.raises(ValueError, match=r"k \(11\) must not be greater than n \(10\)."): stats.binomtest(11, 10, 0.25) def test_invalid_k_wrong_type(self): with pytest.raises(TypeError, match="k must be an integer."): stats.binomtest([10, 11], 21, 0.25) def test_invalid_p_range(self): message = r'p \(-0.5\) must be in range...' with pytest.raises(ValueError, match=message): stats.binomtest(50, 150, p=-0.5) message = r'p \(1.5\) must be in range...' with pytest.raises(ValueError, match=message): stats.binomtest(50, 150, p=1.5) def test_invalid_confidence_level(self): res = stats.binomtest(3, n=10, p=0.1) message = r"confidence_level \(-1\) must be in the interval" with pytest.raises(ValueError, match=message): res.proportion_ci(confidence_level=-1) def test_invalid_ci_method(self): res = stats.binomtest(3, n=10, p=0.1) with pytest.raises(ValueError, match=r"method \('plate of shrimp'\) must be"): res.proportion_ci(method="plate of shrimp") def test_invalid_alternative(self): with pytest.raises(ValueError, match=r"alternative \('ekki'\) not..."): stats.binomtest(3, n=10, p=0.1, alternative='ekki') def test_alias(self): res = stats.binomtest(3, n=10, p=0.1) assert_equal(res.proportion_estimate, res.statistic) @pytest.mark.skipif(sys.maxsize <= 2**32, reason="32-bit does not overflow") def test_boost_overflow_raises(self): # Boost.Math error policy should raise exceptions in Python with pytest.raises(OverflowError, match='Error in function...'): stats.binomtest(5, 6, p=sys.float_info.min) class TestFligner: 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): # Perturb input to break ties in the transformed data # See https://github.com/scipy/scipy/pull/8042 for more details rs = np.random.RandomState(123) def _perturb(g): return (np.asarray(g) + 1e-10 * rs.randn(len(g))).tolist() g1_ = _perturb(g1) g2_ = _perturb(g2) g3_ = _perturb(g3) # 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]) def test_empty_arg(self): x = np.arange(5) assert_equal((np.nan, np.nan), stats.fligner(x, x**2, [])) def mood_cases_with_ties(): # Generate random `x` and `y` arrays with ties both between and within the # samples. Expected results are (statistic, pvalue) from SAS. expected_results = [(-1.76658511464992, .0386488678399305), (-.694031428192304, .2438312498647250), (-1.15093525352151, .1248794365836150)] seeds = [23453254, 1298352315, 987234597] for si, seed in enumerate(seeds): rng = np.random.default_rng(seed) xy = rng.random(100) # Generate random indices to make ties tie_ind = rng.integers(low=0, high=99, size=5) # Generate a random number of ties for each index. num_ties_per_ind = rng.integers(low=1, high=5, size=5) # At each `tie_ind`, mark the next `n` indices equal to that value. for i, n in zip(tie_ind, num_ties_per_ind): for j in range(i + 1, i + n): xy[j] = xy[i] # scramble order of xy before splitting into `x, y` rng.shuffle(xy) x, y = np.split(xy, 2) yield x, y, 'less', *expected_results[si] class TestMood: @pytest.mark.parametrize("x,y,alternative,stat_expect,p_expect", mood_cases_with_ties()) def test_against_SAS(self, x, y, alternative, stat_expect, p_expect): """ Example code used to generate SAS output: DATA myData; INPUT X Y; CARDS; 1 0 1 1 1 2 1 3 1 4 2 0 2 1 2 4 2 9 2 16 ods graphics on; proc npar1way mood data=myData ; class X; ods output MoodTest=mt; proc contents data=mt; proc print data=mt; format Prob1 17.16 Prob2 17.16 Statistic 17.16 Z 17.16 ; title "Mood Two-Sample Test"; proc print data=myData; title "Data for above results"; run; """ statistic, pvalue = stats.mood(x, y, alternative=alternative) assert_allclose(stat_expect, statistic, atol=1e-16) assert_allclose(p_expect, pvalue, atol=1e-16) @pytest.mark.parametrize("alternative, expected", [('two-sided', (1.019938533549930, .3077576129778760)), ('less', (1.019938533549930, 1 - .1538788064889380)), ('greater', (1.019938533549930, .1538788064889380))]) def test_against_SAS_2(self, alternative, expected): # Code to run in SAS in above function x = [111, 107, 100, 99, 102, 106, 109, 108, 104, 99, 101, 96, 97, 102, 107, 113, 116, 113, 110, 98] y = [107, 108, 106, 98, 105, 103, 110, 105, 104, 100, 96, 108, 103, 104, 114, 114, 113, 108, 106, 99] res = stats.mood(x, y, alternative=alternative) assert_allclose(res, expected) 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], []) def test_mood_alternative(self): np.random.seed(0) x = stats.norm.rvs(scale=0.75, size=100) y = stats.norm.rvs(scale=1.25, size=100) stat1, p1 = stats.mood(x, y, alternative='two-sided') stat2, p2 = stats.mood(x, y, alternative='less') stat3, p3 = stats.mood(x, y, alternative='greater') assert stat1 == stat2 == stat3 assert_allclose(p1, 0, atol=1e-7) assert_allclose(p2, p1/2) assert_allclose(p3, 1 - p1/2) with pytest.raises(ValueError, match="`alternative` must be..."): stats.mood(x, y, alternative='ekki-ekki') @pytest.mark.parametrize("alternative", ['two-sided', 'less', 'greater']) def test_result(self, alternative): rng = np.random.default_rng(265827767938813079281100964083953437622) x1 = rng.standard_normal((10, 1)) x2 = rng.standard_normal((15, 1)) res = stats.mood(x1, x2, alternative=alternative) assert_equal((res.statistic, res.pvalue), res) class TestProbplot: def test_basic(self): x = stats.norm.rvs(size=20, random_state=12345) 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): x = stats.norm.rvs(size=100, random_state=123456) # 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): x = stats.norm.rvs(size=20, random_state=12345) 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: """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) @pytest.mark.skipif(not have_matplotlib, reason="no matplotlib") def test_plot_kwarg(self): fig = plt.figure() fig.add_subplot(111) x = stats.t.rvs(3, size=100, random_state=7654321) 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_empty(self): assert_equal(stats.probplot([], fit=False), (np.array([]), np.array([]))) assert_equal(stats.probplot([], fit=True), ((np.array([]), np.array([])), (np.nan, np.nan, 0.0))) def test_array_of_size_one(self): with np.errstate(invalid='ignore'): assert_equal(stats.probplot([1], fit=True), ((np.array([0.]), np.array([1])), (np.nan, np.nan, 0.0))) class TestWilcoxon: def test_wilcoxon_bad_arg(self): # 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") assert_raises(ValueError, stats.wilcoxon, [1, 2], [1, 2], alternative="dummy") assert_raises(ValueError, stats.wilcoxon, [1]*10, mode="xyz") def test_zero_diff(self): x = np.arange(20) # pratt and wilcox do not work if x - y == 0 assert_raises(ValueError, stats.wilcoxon, x, x, "wilcox", mode="approx") assert_raises(ValueError, stats.wilcoxon, x, x, "pratt", mode="approx") # ranksum is n*(n+1)/2, split in half if zero_method == "zsplit" assert_equal(stats.wilcoxon(x, x, "zsplit", mode="approx"), (20*21/4, 1.0)) def test_pratt(self): # regression test for gh-6805: p-value matches value from R package # coin (wilcoxsign_test) reported in the issue x = [1, 2, 3, 4] y = [1, 2, 3, 5] with suppress_warnings() as sup: sup.filter(UserWarning, message="Sample size too small") res = stats.wilcoxon(x, y, zero_method="pratt", mode="approx") assert_allclose(res, (0.0, 0.31731050786291415)) def test_wilcoxon_arg_type(self): # Should be able to accept list as arguments. # Address issue 6070. arr = [1, 2, 3, 0, -1, 3, 1, 2, 1, 1, 2] _ = stats.wilcoxon(arr, zero_method="pratt", mode="approx") _ = stats.wilcoxon(arr, zero_method="zsplit", mode="approx") _ = stats.wilcoxon(arr, zero_method="wilcox", mode="approx") def test_accuracy_wilcoxon(self): 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", mode="approx") assert_allclose(T, 423) assert_allclose(p, 0.0031724568006762576) T, p = stats.wilcoxon(x, y, "zsplit", mode="approx") assert_allclose(T, 441) assert_allclose(p, 0.0032145343172473055) T, p = stats.wilcoxon(x, y, "wilcox", mode="approx") 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, mode="approx") assert_equal(T, 34) assert_allclose(p, 0.6948866, rtol=1e-6) T, p = stats.wilcoxon(x, y, correction=True, mode="approx") assert_equal(T, 34) assert_allclose(p, 0.7240817, rtol=1e-6) def test_wilcoxon_result_attributes(self): 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]) res = stats.wilcoxon(x, y, correction=False, mode="approx") attributes = ('statistic', 'pvalue') check_named_results(res, attributes) def test_wilcoxon_has_zstatistic(self): rng = np.random.default_rng(89426135444) x, y = rng.random(15), rng.random(15) res = stats.wilcoxon(x, y, mode="approx") ref = stats.norm.ppf(res.pvalue/2) assert_allclose(res.zstatistic, ref) res = stats.wilcoxon(x, y, mode="exact") assert not hasattr(res, 'zstatistic') res = stats.wilcoxon(x, y) assert not hasattr(res, 'zstatistic') def test_wilcoxon_tie(self): # 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, mode="approx") 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, mode="approx") expected_p = 0.001904195 assert_equal(stat, 0) assert_allclose(p, expected_p, rtol=1e-6) def test_onesided(self): # tested against "R version 3.4.1 (2017-06-30)" # x <- c(125, 115, 130, 140, 140, 115, 140, 125, 140, 135) # y <- c(110, 122, 125, 120, 140, 124, 123, 137, 135, 145) # cfg <- list(x = x, y = y, paired = TRUE, exact = FALSE) # do.call(wilcox.test, c(cfg, list(alternative = "less", correct = FALSE))) # do.call(wilcox.test, c(cfg, list(alternative = "less", correct = TRUE))) # do.call(wilcox.test, c(cfg, list(alternative = "greater", correct = FALSE))) # do.call(wilcox.test, c(cfg, list(alternative = "greater", correct = TRUE))) x = [125, 115, 130, 140, 140, 115, 140, 125, 140, 135] y = [110, 122, 125, 120, 140, 124, 123, 137, 135, 145] with suppress_warnings() as sup: sup.filter(UserWarning, message="Sample size too small") w, p = stats.wilcoxon(x, y, alternative="less", mode="approx") assert_equal(w, 27) assert_almost_equal(p, 0.7031847, decimal=6) with suppress_warnings() as sup: sup.filter(UserWarning, message="Sample size too small") w, p = stats.wilcoxon(x, y, alternative="less", correction=True, mode="approx") assert_equal(w, 27) assert_almost_equal(p, 0.7233656, decimal=6) with suppress_warnings() as sup: sup.filter(UserWarning, message="Sample size too small") w, p = stats.wilcoxon(x, y, alternative="greater", mode="approx") assert_equal(w, 27) assert_almost_equal(p, 0.2968153, decimal=6) with suppress_warnings() as sup: sup.filter(UserWarning, message="Sample size too small") w, p = stats.wilcoxon(x, y, alternative="greater", correction=True, mode="approx") assert_equal(w, 27) assert_almost_equal(p, 0.3176447, decimal=6) def test_exact_basic(self): for n in range(1, 51): pmf1 = _get_wilcoxon_distr(n) pmf2 = _get_wilcoxon_distr2(n) assert_equal(n*(n+1)/2 + 1, len(pmf1)) assert_equal(sum(pmf1), 1) assert_array_almost_equal(pmf1, pmf2) def test_exact_pval(self): # expected values computed with "R version 3.4.1 (2017-06-30)" x = np.array([1.81, 0.82, 1.56, -0.48, 0.81, 1.28, -1.04, 0.23, -0.75, 0.14]) y = np.array([0.71, 0.65, -0.2, 0.85, -1.1, -0.45, -0.84, -0.24, -0.68, -0.76]) _, p = stats.wilcoxon(x, y, alternative="two-sided", mode="exact") assert_almost_equal(p, 0.1054688, decimal=6) _, p = stats.wilcoxon(x, y, alternative="less", mode="exact") assert_almost_equal(p, 0.9580078, decimal=6) _, p = stats.wilcoxon(x, y, alternative="greater", mode="exact") assert_almost_equal(p, 0.05273438, decimal=6) x = np.arange(0, 20) + 0.5 y = np.arange(20, 0, -1) _, p = stats.wilcoxon(x, y, alternative="two-sided", mode="exact") assert_almost_equal(p, 0.8694878, decimal=6) _, p = stats.wilcoxon(x, y, alternative="less", mode="exact") assert_almost_equal(p, 0.4347439, decimal=6) _, p = stats.wilcoxon(x, y, alternative="greater", mode="exact") assert_almost_equal(p, 0.5795889, decimal=6) # These inputs were chosen to give a W statistic that is either the # center of the distribution (when the length of the support is odd), or # the value to the left of the center (when the length of the support is # even). Also, the numbers are chosen so that the W statistic is the # sum of the positive values. @pytest.mark.parametrize('x', [[-1, -2, 3], [-1, 2, -3, -4, 5], [-1, -2, 3, -4, -5, -6, 7, 8]]) def test_exact_p_1(self, x): w, p = stats.wilcoxon(x) x = np.array(x) wtrue = x[x > 0].sum() assert_equal(w, wtrue) assert_equal(p, 1) def test_auto(self): # auto default to exact if there are no ties and n<= 25 x = np.arange(0, 25) + 0.5 y = np.arange(25, 0, -1) assert_equal(stats.wilcoxon(x, y), stats.wilcoxon(x, y, mode="exact")) # if there are ties (i.e. zeros in d = x-y), then switch to approx d = np.arange(0, 13) with suppress_warnings() as sup: sup.filter(UserWarning, message="Exact p-value calculation") w, p = stats.wilcoxon(d) assert_equal(stats.wilcoxon(d, mode="approx"), (w, p)) # use approximation for samples > 25 d = np.arange(1, 52) assert_equal(stats.wilcoxon(d), stats.wilcoxon(d, mode="approx")) @pytest.mark.parametrize('size', [3, 5, 10]) def test_permutation_method(self, size): rng = np.random.default_rng(92348034828501345) x = rng.random(size=size) res = stats.wilcoxon(x, method=stats.PermutationMethod()) ref = stats.wilcoxon(x, method='exact') assert_equal(res.statistic, ref.statistic) assert_equal(res.pvalue, ref.pvalue) x = rng.random(size=size*10) rng = np.random.default_rng(59234803482850134) pm = stats.PermutationMethod(n_resamples=99, random_state=rng) ref = stats.wilcoxon(x, method=pm) rng = np.random.default_rng(59234803482850134) pm = stats.PermutationMethod(n_resamples=99, random_state=rng) res = stats.wilcoxon(x, method=pm) assert_equal(np.round(res.pvalue, 2), res.pvalue) # n_resamples used assert_equal(res.pvalue, ref.pvalue) # random_state used def test_method_auto_nan_propagate_ND_length_gt_50_gh20591(self): # When method!='approx', nan_policy='propagate', and a slice of # a >1 dimensional array input contained NaN, the result object of # `wilcoxon` could (under yet other conditions) return `zstatistic` # for some slices but not others. This resulted in an error because # `apply_along_axis` would have to create a ragged array. # Check that this is resolved. rng = np.random.default_rng(235889269872456) A = rng.normal(size=(51, 2)) # length along slice > exact threshold A[5, 1] = np.nan res = stats.wilcoxon(A) ref = stats.wilcoxon(A, method='approx') assert_allclose(res, ref) assert hasattr(ref, 'zstatistic') assert not hasattr(res, 'zstatistic') class TestKstat: def test_moments_normal_distribution(self): np.random.seed(32149) data = np.random.randn(12345) moments = [stats.kstat(data, n) for n in [1, 2, 3, 4]] expected = [0.011315, 1.017931, 0.05811052, 0.0754134] assert_allclose(moments, expected, rtol=1e-4) # test equivalence with `stats.moment` m1 = stats.moment(data, order=1) m2 = stats.moment(data, order=2) m3 = stats.moment(data, order=3) assert_allclose((m1, m2, m3), expected[:-1], atol=0.02, rtol=1e-2) def test_empty_input(self): assert_raises(ValueError, stats.kstat, []) def test_nan_input(self): data = np.arange(10.) data[6] = np.nan assert_equal(stats.kstat(data), np.nan) def test_kstat_bad_arg(self): # Raise ValueError if n > 4 or n < 1. data = np.arange(10) for n in [0, 4.001]: assert_raises(ValueError, stats.kstat, data, n=n) class TestKstatVar: def test_empty_input(self): assert_raises(ValueError, stats.kstatvar, []) def test_nan_input(self): data = np.arange(10.) data[6] = np.nan assert_equal(stats.kstat(data), np.nan) def test_bad_arg(self): # Raise ValueError is n is not 1 or 2. data = [1] n = 10 assert_raises(ValueError, stats.kstatvar, data, n=n) class TestPpccPlot: def setup_method(self): self.x = _old_loggamma_rvs(5, size=500, random_state=7654321) + 5 def test_basic(self): N = 5 svals, ppcc = stats.ppcc_plot(self.x, -10, 10, N=N) ppcc_expected = [0.21139644, 0.21384059, 0.98766719, 0.97980182, 0.93519298] assert_allclose(svals, np.linspace(-10, 10, num=N)) assert_allclose(ppcc, ppcc_expected) def test_dist(self): # Test that we can specify distributions both by name and as objects. svals1, ppcc1 = stats.ppcc_plot(self.x, -10, 10, dist='tukeylambda') svals2, ppcc2 = stats.ppcc_plot(self.x, -10, 10, dist=stats.tukeylambda) assert_allclose(svals1, svals2, rtol=1e-20) assert_allclose(ppcc1, ppcc2, rtol=1e-20) # Test that 'tukeylambda' is the default dist svals3, ppcc3 = stats.ppcc_plot(self.x, -10, 10) assert_allclose(svals1, svals3, rtol=1e-20) assert_allclose(ppcc1, ppcc3, rtol=1e-20) @pytest.mark.skipif(not have_matplotlib, reason="no matplotlib") def test_plot_kwarg(self): # Check with the matplotlib.pyplot module fig = plt.figure() ax = fig.add_subplot(111) stats.ppcc_plot(self.x, -20, 20, plot=plt) fig.delaxes(ax) # Check that a Matplotlib Axes object is accepted ax = fig.add_subplot(111) stats.ppcc_plot(self.x, -20, 20, plot=ax) plt.close() def test_invalid_inputs(self): # `b` has to be larger than `a` assert_raises(ValueError, stats.ppcc_plot, self.x, 1, 0) # Raise ValueError when given an invalid distribution. assert_raises(ValueError, stats.ppcc_plot, [1, 2, 3], 0, 1, dist="plate_of_shrimp") def test_empty(self): # For consistency with probplot return for one empty array, # ppcc contains all zeros and svals is the same as for normal array # input. svals, ppcc = stats.ppcc_plot([], 0, 1) assert_allclose(svals, np.linspace(0, 1, num=80)) assert_allclose(ppcc, np.zeros(80, dtype=float)) class TestPpccMax: def test_ppcc_max_bad_arg(self): # Raise ValueError when given an invalid distribution. data = [1] assert_raises(ValueError, stats.ppcc_max, data, dist="plate_of_shrimp") def test_ppcc_max_basic(self): x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000, random_state=1234567) + 1e4 assert_almost_equal(stats.ppcc_max(x), -0.71215366521264145, decimal=7) def test_dist(self): x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000, random_state=1234567) + 1e4 # Test that we can specify distributions both by name and as objects. max1 = stats.ppcc_max(x, dist='tukeylambda') max2 = stats.ppcc_max(x, dist=stats.tukeylambda) assert_almost_equal(max1, -0.71215366521264145, decimal=5) assert_almost_equal(max2, -0.71215366521264145, decimal=5) # Test that 'tukeylambda' is the default dist max3 = stats.ppcc_max(x) assert_almost_equal(max3, -0.71215366521264145, decimal=5) def test_brack(self): x = stats.tukeylambda.rvs(-0.7, loc=2, scale=0.5, size=10000, random_state=1234567) + 1e4 assert_raises(ValueError, stats.ppcc_max, x, brack=(0.0, 1.0, 0.5)) assert_almost_equal(stats.ppcc_max(x, brack=(0, 1)), -0.71215366521264145, decimal=7) assert_almost_equal(stats.ppcc_max(x, brack=(-2, 2)), -0.71215366521264145, decimal=7) class TestBoxcox_llf: def test_basic(self): x = stats.norm.rvs(size=10000, loc=10, random_state=54321) 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): x = stats.norm.rvs(size=100, loc=10, random_state=54321) 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. x = stats.norm.rvs(size=100, loc=10, random_state=54321) 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, []))) def test_gh_6873(self): # Regression test for gh-6873. # This example was taken from gh-7534, a duplicate of gh-6873. data = [198.0, 233.0, 233.0, 392.0] llf = stats.boxcox_llf(-8, data) # The expected value was computed with mpmath. assert_allclose(llf, -17.93934208579061) def test_instability_gh20021(self): data = [2003, 1950, 1997, 2000, 2009] llf = stats.boxcox_llf(1e-8, data) # The expected value was computed with mpsci, set mpmath.mp.dps=100 assert_allclose(llf, -15.32401272869016598) # This is the data from github user Qukaiyi, given as an example # of a data set that caused boxcox to fail. _boxcox_data = [ 15957, 112079, 1039553, 711775, 173111, 307382, 183155, 53366, 760875, 207500, 160045, 473714, 40194, 440319, 133261, 265444, 155590, 36660, 904939, 55108, 138391, 339146, 458053, 63324, 1377727, 1342632, 41575, 68685, 172755, 63323, 368161, 199695, 538214, 167760, 388610, 398855, 1001873, 364591, 1320518, 194060, 194324, 2318551, 196114, 64225, 272000, 198668, 123585, 86420, 1925556, 695798, 88664, 46199, 759135, 28051, 345094, 1977752, 51778, 82746, 638126, 2560910, 45830, 140576, 1603787, 57371, 548730, 5343629, 2298913, 998813, 2156812, 423966, 68350, 145237, 131935, 1600305, 342359, 111398, 1409144, 281007, 60314, 242004, 113418, 246211, 61940, 95858, 957805, 40909, 307955, 174159, 124278, 241193, 872614, 304180, 146719, 64361, 87478, 509360, 167169, 933479, 620561, 483333, 97416, 143518, 286905, 597837, 2556043, 89065, 69944, 196858, 88883, 49379, 916265, 1527392, 626954, 54415, 89013, 2883386, 106096, 402697, 45578, 349852, 140379, 34648, 757343, 1305442, 2054757, 121232, 606048, 101492, 51426, 1820833, 83412, 136349, 1379924, 505977, 1303486, 95853, 146451, 285422, 2205423, 259020, 45864, 684547, 182014, 784334, 174793, 563068, 170745, 1195531, 63337, 71833, 199978, 2330904, 227335, 898280, 75294, 2011361, 116771, 157489, 807147, 1321443, 1148635, 2456524, 81839, 1228251, 97488, 1051892, 75397, 3009923, 2732230, 90923, 39735, 132433, 225033, 337555, 1204092, 686588, 1062402, 40362, 1361829, 1497217, 150074, 551459, 2019128, 39581, 45349, 1117187, 87845, 1877288, 164448, 10338362, 24942, 64737, 769946, 2469124, 2366997, 259124, 2667585, 29175, 56250, 74450, 96697, 5920978, 838375, 225914, 119494, 206004, 430907, 244083, 219495, 322239, 407426, 618748, 2087536, 2242124, 4736149, 124624, 406305, 240921, 2675273, 4425340, 821457, 578467, 28040, 348943, 48795, 145531, 52110, 1645730, 1768364, 348363, 85042, 2673847, 81935, 169075, 367733, 135474, 383327, 1207018, 93481, 5934183, 352190, 636533, 145870, 55659, 146215, 73191, 248681, 376907, 1606620, 169381, 81164, 246390, 236093, 885778, 335969, 49266, 381430, 307437, 350077, 34346, 49340, 84715, 527120, 40163, 46898, 4609439, 617038, 2239574, 159905, 118337, 120357, 430778, 3799158, 3516745, 54198, 2970796, 729239, 97848, 6317375, 887345, 58198, 88111, 867595, 210136, 1572103, 1420760, 574046, 845988, 509743, 397927, 1119016, 189955, 3883644, 291051, 126467, 1239907, 2556229, 411058, 657444, 2025234, 1211368, 93151, 577594, 4842264, 1531713, 305084, 479251, 20591, 1466166, 137417, 897756, 594767, 3606337, 32844, 82426, 1294831, 57174, 290167, 322066, 813146, 5671804, 4425684, 895607, 450598, 1048958, 232844, 56871, 46113, 70366, 701618, 97739, 157113, 865047, 194810, 1501615, 1765727, 38125, 2733376, 40642, 437590, 127337, 106310, 4167579, 665303, 809250, 1210317, 45750, 1853687, 348954, 156786, 90793, 1885504, 281501, 3902273, 359546, 797540, 623508, 3672775, 55330, 648221, 266831, 90030, 7118372, 735521, 1009925, 283901, 806005, 2434897, 94321, 309571, 4213597, 2213280, 120339, 64403, 8155209, 1686948, 4327743, 1868312, 135670, 3189615, 1569446, 706058, 58056, 2438625, 520619, 105201, 141961, 179990, 1351440, 3148662, 2804457, 2760144, 70775, 33807, 1926518, 2362142, 186761, 240941, 97860, 1040429, 1431035, 78892, 484039, 57845, 724126, 3166209, 175913, 159211, 1182095, 86734, 1921472, 513546, 326016, 1891609 ] class TestBoxcox: def test_fixed_lmbda(self): x = _old_loggamma_rvs(5, size=50, random_state=12345) + 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)) # test that constant input is accepted; see gh-12225 xt = stats.boxcox(np.ones(10), 2) assert_equal(xt, np.zeros(10)) def test_lmbda_None(self): # Start from normal rv's, do inverse transform to check that # optimization function gets close to the right answer. lmbda = 2.5 x = stats.norm.rvs(loc=10, size=50000, random_state=1245) x_inv = (x * lmbda + 1)**(-lmbda) xt, maxlog = stats.boxcox(x_inv) assert_almost_equal(maxlog, -1 / lmbda, decimal=2) def test_alpha(self): rng = np.random.RandomState(1234) x = _old_loggamma_rvs(5, size=50, random_state=rng) + 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 = _old_loggamma_rvs(7, size=500, random_state=rng) + 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, 2]) assert_raises(ValueError, stats.boxcox, x) # Raise ValueError if data is constant. assert_raises(ValueError, stats.boxcox, np.array([1])) # Raise ValueError if data is not 1-dimensional. assert_raises(ValueError, stats.boxcox, np.array([[1], [2]])) def test_empty(self): assert_(stats.boxcox([]).shape == (0,)) def test_gh_6873(self): # Regression test for gh-6873. y, lam = stats.boxcox(_boxcox_data) # The expected value of lam was computed with the function # powerTransform in the R library 'car'. I trust that value # to only about five significant digits. assert_allclose(lam, -0.051654, rtol=1e-5) @pytest.mark.parametrize("bounds", [(-1, 1), (1.1, 2), (-2, -1.1)]) def test_bounded_optimizer_within_bounds(self, bounds): # Define custom optimizer with bounds. def optimizer(fun): return optimize.minimize_scalar(fun, bounds=bounds, method="bounded") _, lmbda = stats.boxcox(_boxcox_data, lmbda=None, optimizer=optimizer) assert bounds[0] < lmbda < bounds[1] def test_bounded_optimizer_against_unbounded_optimizer(self): # Test whether setting bounds on optimizer excludes solution from # unbounded optimizer. # Get unbounded solution. _, lmbda = stats.boxcox(_boxcox_data, lmbda=None) # Set tolerance and bounds around solution. bounds = (lmbda + 0.1, lmbda + 1) options = {'xatol': 1e-12} def optimizer(fun): return optimize.minimize_scalar(fun, bounds=bounds, method="bounded", options=options) # Check bounded solution. Lower bound should be active. _, lmbda_bounded = stats.boxcox(_boxcox_data, lmbda=None, optimizer=optimizer) assert lmbda_bounded != lmbda assert_allclose(lmbda_bounded, bounds[0]) @pytest.mark.parametrize("optimizer", ["str", (1, 2), 0.1]) def test_bad_optimizer_type_raises_error(self, optimizer): # Check if error is raised if string, tuple or float is passed with pytest.raises(ValueError, match="`optimizer` must be a callable"): stats.boxcox(_boxcox_data, lmbda=None, optimizer=optimizer) def test_bad_optimizer_value_raises_error(self): # Check if error is raised if `optimizer` function does not return # `OptimizeResult` object # Define test function that always returns 1 def optimizer(fun): return 1 message = "return an object containing the optimal `lmbda`" with pytest.raises(ValueError, match=message): stats.boxcox(_boxcox_data, lmbda=None, optimizer=optimizer) @pytest.mark.parametrize( "bad_x", [np.array([1, -42, 12345.6]), np.array([np.nan, 42, 1])] ) def test_negative_x_value_raises_error(self, bad_x): """Test boxcox_normmax raises ValueError if x contains non-positive values.""" message = "only positive, finite, real numbers" with pytest.raises(ValueError, match=message): stats.boxcox_normmax(bad_x) @pytest.mark.parametrize('x', [ # Attempt to trigger overflow in power expressions. np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0, 2009.0, 1980.0, 1999.0, 2007.0, 1991.0]), # Attempt to trigger overflow with a large optimal lambda. np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0]), # Attempt to trigger overflow with large data. np.array([2003.0e200, 1950.0e200, 1997.0e200, 2000.0e200, 2009.0e200]) ]) def test_overflow(self, x): with pytest.warns(UserWarning, match="The optimal lambda is"): xt_bc, lam_bc = stats.boxcox(x) assert np.all(np.isfinite(xt_bc)) class TestBoxcoxNormmax: def setup_method(self): self.x = _old_loggamma_rvs(5, size=50, random_state=12345) + 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) @pytest.mark.parametrize("method", ["mle", "pearsonr", "all"]) @pytest.mark.parametrize("bounds", [(-1, 1), (1.1, 2), (-2, -1.1)]) def test_bounded_optimizer_within_bounds(self, method, bounds): def optimizer(fun): return optimize.minimize_scalar(fun, bounds=bounds, method="bounded") maxlog = stats.boxcox_normmax(self.x, method=method, optimizer=optimizer) assert np.all(bounds[0] < maxlog) assert np.all(maxlog < bounds[1]) def test_user_defined_optimizer(self): # tests an optimizer that is not based on scipy.optimize.minimize lmbda = stats.boxcox_normmax(self.x) lmbda_rounded = np.round(lmbda, 5) lmbda_range = np.linspace(lmbda_rounded-0.01, lmbda_rounded+0.01, 1001) class MyResult: pass def optimizer(fun): # brute force minimum over the range objs = [] for lmbda in lmbda_range: objs.append(fun(lmbda)) res = MyResult() res.x = lmbda_range[np.argmin(objs)] return res lmbda2 = stats.boxcox_normmax(self.x, optimizer=optimizer) assert lmbda2 != lmbda # not identical assert_allclose(lmbda2, lmbda, 1e-5) # but as close as it should be def test_user_defined_optimizer_and_brack_raises_error(self): optimizer = optimize.minimize_scalar # Using default `brack=None` with user-defined `optimizer` works as # expected. stats.boxcox_normmax(self.x, brack=None, optimizer=optimizer) # Using user-defined `brack` with user-defined `optimizer` is expected # to throw an error. Instead, users should specify # optimizer-specific parameters in the optimizer function itself. with pytest.raises(ValueError, match="`brack` must be None if " "`optimizer` is given"): stats.boxcox_normmax(self.x, brack=(-2.0, 2.0), optimizer=optimizer) @pytest.mark.parametrize( 'x', ([2003.0, 1950.0, 1997.0, 2000.0, 2009.0], [0.50000471, 0.50004979, 0.50005902, 0.50009312, 0.50001632])) def test_overflow(self, x): message = "The optimal lambda is..." with pytest.warns(UserWarning, match=message): lmbda = stats.boxcox_normmax(x, method='mle') assert np.isfinite(special.boxcox(x, lmbda)).all() # 10000 is safety factor used in boxcox_normmax ymax = np.finfo(np.float64).max / 10000 x_treme = np.max(x) if lmbda > 0 else np.min(x) y_extreme = special.boxcox(x_treme, lmbda) assert_allclose(y_extreme, ymax * np.sign(lmbda)) def test_negative_ymax(self): with pytest.raises(ValueError, match="`ymax` must be strictly positive"): stats.boxcox_normmax(self.x, ymax=-1) @pytest.mark.parametrize("x", [ # positive overflow in float64 np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0], dtype=np.float64), # negative overflow in float64 np.array([0.50000471, 0.50004979, 0.50005902, 0.50009312, 0.50001632], dtype=np.float64), # positive overflow in float32 np.array([200.3, 195.0, 199.7, 200.0, 200.9], dtype=np.float32), # negative overflow in float32 np.array([2e-30, 1e-30, 1e-30, 1e-30, 1e-30, 1e-30], dtype=np.float32), ]) @pytest.mark.parametrize("ymax", [1e10, 1e30, None]) # TODO: add method "pearsonr" after fix overflow issue @pytest.mark.parametrize("method", ["mle"]) def test_user_defined_ymax_input_float64_32(self, x, ymax, method): # Test the maximum of the transformed data close to ymax with pytest.warns(UserWarning, match="The optimal lambda is"): kwarg = {'ymax': ymax} if ymax is not None else {} lmb = stats.boxcox_normmax(x, method=method, **kwarg) x_treme = [np.min(x), np.max(x)] ymax_res = max(abs(stats.boxcox(x_treme, lmb))) if ymax is None: # 10000 is safety factor used in boxcox_normmax ymax = np.finfo(x.dtype).max / 10000 assert_allclose(ymax, ymax_res, rtol=1e-5) @pytest.mark.parametrize("x", [ # positive overflow in float32 but not float64 [200.3, 195.0, 199.7, 200.0, 200.9], # negative overflow in float32 but not float64 [2e-30, 1e-30, 1e-30, 1e-30, 1e-30, 1e-30], ]) # TODO: add method "pearsonr" after fix overflow issue @pytest.mark.parametrize("method", ["mle"]) def test_user_defined_ymax_inf(self, x, method): x_32 = np.asarray(x, dtype=np.float32) x_64 = np.asarray(x, dtype=np.float64) # assert overflow with float32 but not float64 with pytest.warns(UserWarning, match="The optimal lambda is"): stats.boxcox_normmax(x_32, method=method) stats.boxcox_normmax(x_64, method=method) # compute the true optimal lambda then compare them lmb_32 = stats.boxcox_normmax(x_32, ymax=np.inf, method=method) lmb_64 = stats.boxcox_normmax(x_64, ymax=np.inf, method=method) assert_allclose(lmb_32, lmb_64, rtol=1e-2) class TestBoxcoxNormplot: def setup_method(self): self.x = _old_loggamma_rvs(5, size=500, random_state=7654321) + 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) @pytest.mark.skipif(not have_matplotlib, reason="no matplotlib") def test_plot_kwarg(self): # Check with the matplotlib.pyplot module fig = plt.figure() ax = fig.add_subplot(111) stats.boxcox_normplot(self.x, -20, 20, plot=plt) fig.delaxes(ax) # Check that a Matplotlib Axes object is accepted 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 TestYeojohnson_llf: def test_array_like(self): x = stats.norm.rvs(size=100, loc=0, random_state=54321) lmbda = 1 llf = stats.yeojohnson_llf(lmbda, x) llf2 = stats.yeojohnson_llf(lmbda, list(x)) assert_allclose(llf, llf2, rtol=1e-12) def test_2d_input(self): x = stats.norm.rvs(size=100, loc=10, random_state=54321) lmbda = 1 llf = stats.yeojohnson_llf(lmbda, x) llf2 = stats.yeojohnson_llf(lmbda, np.vstack([x, x]).T) assert_allclose([llf, llf], llf2, rtol=1e-12) def test_empty(self): assert_(np.isnan(stats.yeojohnson_llf(1, []))) class TestYeojohnson: def test_fixed_lmbda(self): rng = np.random.RandomState(12345) # Test positive input x = _old_loggamma_rvs(5, size=50, random_state=rng) + 5 assert np.all(x > 0) xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt, x) xt = stats.yeojohnson(x, lmbda=-1) assert_allclose(xt, 1 - 1 / (x + 1)) xt = stats.yeojohnson(x, lmbda=0) assert_allclose(xt, np.log(x + 1)) xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt, x) # Test negative input x = _old_loggamma_rvs(5, size=50, random_state=rng) - 5 assert np.all(x < 0) xt = stats.yeojohnson(x, lmbda=2) assert_allclose(xt, -np.log(-x + 1)) xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt, x) xt = stats.yeojohnson(x, lmbda=3) assert_allclose(xt, 1 / (-x + 1) - 1) # test both positive and negative input x = _old_loggamma_rvs(5, size=50, random_state=rng) - 2 assert not np.all(x < 0) assert not np.all(x >= 0) pos = x >= 0 xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt[pos], x[pos]) xt = stats.yeojohnson(x, lmbda=-1) assert_allclose(xt[pos], 1 - 1 / (x[pos] + 1)) xt = stats.yeojohnson(x, lmbda=0) assert_allclose(xt[pos], np.log(x[pos] + 1)) xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt[pos], x[pos]) neg = ~pos xt = stats.yeojohnson(x, lmbda=2) assert_allclose(xt[neg], -np.log(-x[neg] + 1)) xt = stats.yeojohnson(x, lmbda=1) assert_allclose(xt[neg], x[neg]) xt = stats.yeojohnson(x, lmbda=3) assert_allclose(xt[neg], 1 / (-x[neg] + 1) - 1) @pytest.mark.parametrize('lmbda', [0, .1, .5, 2]) def test_lmbda_None(self, lmbda): # Start from normal rv's, do inverse transform to check that # optimization function gets close to the right answer. def _inverse_transform(x, lmbda): x_inv = np.zeros(x.shape, dtype=x.dtype) pos = x >= 0 # when x >= 0 if abs(lmbda) < np.spacing(1.): x_inv[pos] = np.exp(x[pos]) - 1 else: # lmbda != 0 x_inv[pos] = np.power(x[pos] * lmbda + 1, 1 / lmbda) - 1 # when x < 0 if abs(lmbda - 2) > np.spacing(1.): x_inv[~pos] = 1 - np.power(-(2 - lmbda) * x[~pos] + 1, 1 / (2 - lmbda)) else: # lmbda == 2 x_inv[~pos] = 1 - np.exp(-x[~pos]) return x_inv n_samples = 20000 np.random.seed(1234567) x = np.random.normal(loc=0, scale=1, size=(n_samples)) x_inv = _inverse_transform(x, lmbda) xt, maxlog = stats.yeojohnson(x_inv) assert_allclose(maxlog, lmbda, atol=1e-2) assert_almost_equal(0, np.linalg.norm(x - xt) / n_samples, decimal=2) assert_almost_equal(0, xt.mean(), decimal=1) assert_almost_equal(1, xt.std(), decimal=1) def test_empty(self): assert_(stats.yeojohnson([]).shape == (0,)) def test_array_like(self): x = stats.norm.rvs(size=100, loc=0, random_state=54321) xt1, _ = stats.yeojohnson(x) xt2, _ = stats.yeojohnson(list(x)) assert_allclose(xt1, xt2, rtol=1e-12) @pytest.mark.parametrize('dtype', [np.complex64, np.complex128]) def test_input_dtype_complex(self, dtype): x = np.arange(6, dtype=dtype) err_msg = ('Yeo-Johnson transformation is not defined for complex ' 'numbers.') with pytest.raises(ValueError, match=err_msg): stats.yeojohnson(x) @pytest.mark.parametrize('dtype', [np.int8, np.uint8, np.int16, np.int32]) def test_input_dtype_integer(self, dtype): x_int = np.arange(8, dtype=dtype) x_float = np.arange(8, dtype=np.float64) xt_int, lmbda_int = stats.yeojohnson(x_int) xt_float, lmbda_float = stats.yeojohnson(x_float) assert_allclose(xt_int, xt_float, rtol=1e-7) assert_allclose(lmbda_int, lmbda_float, rtol=1e-7) def test_input_high_variance(self): # non-regression test for gh-10821 x = np.array([3251637.22, 620695.44, 11642969.00, 2223468.22, 85307500.00, 16494389.89, 917215.88, 11642969.00, 2145773.87, 4962000.00, 620695.44, 651234.50, 1907876.71, 4053297.88, 3251637.22, 3259103.08, 9547969.00, 20631286.23, 12807072.08, 2383819.84, 90114500.00, 17209575.46, 12852969.00, 2414609.99, 2170368.23]) xt_yeo, lam_yeo = stats.yeojohnson(x) xt_box, lam_box = stats.boxcox(x + 1) assert_allclose(xt_yeo, xt_box, rtol=1e-6) assert_allclose(lam_yeo, lam_box, rtol=1e-6) @pytest.mark.parametrize('x', [ np.array([1.0, float("nan"), 2.0]), np.array([1.0, float("inf"), 2.0]), np.array([1.0, -float("inf"), 2.0]), np.array([-1.0, float("nan"), float("inf"), -float("inf"), 1.0]) ]) def test_nonfinite_input(self, x): with pytest.raises(ValueError, match='Yeo-Johnson input must be finite'): xt_yeo, lam_yeo = stats.yeojohnson(x) @pytest.mark.parametrize('x', [ # Attempt to trigger overflow in power expressions. np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0, 2009.0, 1980.0, 1999.0, 2007.0, 1991.0]), # Attempt to trigger overflow with a large optimal lambda. np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0]), # Attempt to trigger overflow with large data. np.array([2003.0e200, 1950.0e200, 1997.0e200, 2000.0e200, 2009.0e200]) ]) def test_overflow(self, x): # non-regression test for gh-18389 def optimizer(fun, lam_yeo): out = optimize.fminbound(fun, -lam_yeo, lam_yeo, xtol=1.48e-08) result = optimize.OptimizeResult() result.x = out return result with np.errstate(all="raise"): xt_yeo, lam_yeo = stats.yeojohnson(x) xt_box, lam_box = stats.boxcox( x + 1, optimizer=partial(optimizer, lam_yeo=lam_yeo)) assert np.isfinite(np.var(xt_yeo)) assert np.isfinite(np.var(xt_box)) assert_allclose(lam_yeo, lam_box, rtol=1e-6) assert_allclose(xt_yeo, xt_box, rtol=1e-4) @pytest.mark.parametrize('x', [ np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0, 2009.0, 1980.0, 1999.0, 2007.0, 1991.0]), np.array([2003.0, 1950.0, 1997.0, 2000.0, 2009.0]) ]) @pytest.mark.parametrize('scale', [1, 1e-12, 1e-32, 1e-150, 1e32, 1e200]) @pytest.mark.parametrize('sign', [1, -1]) def test_overflow_underflow_signed_data(self, x, scale, sign): # non-regression test for gh-18389 with np.errstate(all="raise"): xt_yeo, lam_yeo = stats.yeojohnson(sign * x * scale) assert np.all(np.sign(sign * x) == np.sign(xt_yeo)) assert np.isfinite(lam_yeo) assert np.isfinite(np.var(xt_yeo)) @pytest.mark.parametrize('x', [ np.array([0, 1, 2, 3]), np.array([0, -1, 2, -3]), np.array([0, 0, 0]) ]) @pytest.mark.parametrize('sign', [1, -1]) @pytest.mark.parametrize('brack', [None, (-2, 2)]) def test_integer_signed_data(self, x, sign, brack): with np.errstate(all="raise"): x_int = sign * x x_float = x_int.astype(np.float64) lam_yeo_int = stats.yeojohnson_normmax(x_int, brack=brack) xt_yeo_int = stats.yeojohnson(x_int, lmbda=lam_yeo_int) lam_yeo_float = stats.yeojohnson_normmax(x_float, brack=brack) xt_yeo_float = stats.yeojohnson(x_float, lmbda=lam_yeo_float) assert np.all(np.sign(x_int) == np.sign(xt_yeo_int)) assert np.isfinite(lam_yeo_int) assert np.isfinite(np.var(xt_yeo_int)) assert lam_yeo_int == lam_yeo_float assert np.all(xt_yeo_int == xt_yeo_float) class TestYeojohnsonNormmax: def setup_method(self): self.x = _old_loggamma_rvs(5, size=50, random_state=12345) + 5 def test_mle(self): maxlog = stats.yeojohnson_normmax(self.x) assert_allclose(maxlog, 1.876393, rtol=1e-6) def test_darwin_example(self): # test from original paper "A new family of power transformations to # improve normality or symmetry" by Yeo and Johnson. x = [6.1, -8.4, 1.0, 2.0, 0.7, 2.9, 3.5, 5.1, 1.8, 3.6, 7.0, 3.0, 9.3, 7.5, -6.0] lmbda = stats.yeojohnson_normmax(x) assert np.allclose(lmbda, 1.305, atol=1e-3) class TestCircFuncs: # In gh-5747, the R package `circular` was used to calculate reference # values for the circular variance, e.g.: # library(circular) # options(digits=16) # x = c(0, 2*pi/3, 5*pi/3) # var.circular(x) @pytest.mark.parametrize("test_func,expected", [(stats.circmean, 0.167690146), (stats.circvar, 0.006455174270186603), (stats.circstd, 6.520702116)]) def test_circfuncs(self, test_func, expected): x = np.array([355, 5, 2, 359, 10, 350]) assert_allclose(test_func(x, high=360), expected, 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*np.pi/180).var() # for small variations, circvar is approximately half the # linear variance V1 = V1 / 2. 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) @pytest.mark.parametrize("test_func, numpy_func", [(stats.circmean, np.mean), (stats.circvar, np.var), (stats.circstd, np.std)]) def test_circfuncs_close(self, test_func, numpy_func): # circfuncs should handle very similar inputs (gh-12740) x = np.array([0.12675364631578953] * 10 + [0.12675365920187928] * 100) circstat = test_func(x) normal = numpy_func(x) assert_allclose(circstat, normal, atol=2e-8) 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) @pytest.mark.parametrize("test_func,expected", [(stats.circmean, 0.167690146), (stats.circvar, 0.006455174270186603), (stats.circstd, 6.520702116)]) def test_circfuncs_array_like(self, test_func, expected): x = [355, 5, 2, 359, 10, 350] assert_allclose(test_func(x, high=360), expected, rtol=1e-7) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_empty(self, test_func): assert_(np.isnan(test_func([]))) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_nan_propagate(self, test_func): x = [355, 5, 2, 359, 10, 350, np.nan] assert_(np.isnan(test_func(x, high=360))) @pytest.mark.parametrize("test_func,expected", [(stats.circmean, {None: np.nan, 0: 355.66582264, 1: 0.28725053}), (stats.circvar, {None: np.nan, 0: 0.002570671054089924, 1: 0.005545914017677123}), (stats.circstd, {None: np.nan, 0: 4.11093193, 1: 6.04265394})]) def test_nan_propagate_array(self, test_func, expected): x = np.array([[355, 5, 2, 359, 10, 350, 1], [351, 7, 4, 352, 9, 349, np.nan], [1, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]]) for axis in expected.keys(): out = test_func(x, high=360, axis=axis) if axis is None: assert_(np.isnan(out)) else: assert_allclose(out[0], expected[axis], rtol=1e-7) assert_(np.isnan(out[1:]).all()) @pytest.mark.parametrize("test_func,expected", [(stats.circmean, {None: 359.4178026893944, 0: np.array([353.0, 6.0, 3.0, 355.5, 9.5, 349.5]), 1: np.array([0.16769015, 358.66510252])}), (stats.circvar, {None: 0.008396678483192477, 0: np.array([1.9997969, 0.4999873, 0.4999873, 6.1230956, 0.1249992, 0.1249992] )*(np.pi/180)**2, 1: np.array([0.006455174270186603, 0.01016767581393285])}), (stats.circstd, {None: 7.440570778057074, 0: np.array([2.00020313, 1.00002539, 1.00002539, 3.50108929, 0.50000317, 0.50000317]), 1: np.array([6.52070212, 8.19138093])})]) def test_nan_omit_array(self, test_func, expected): x = np.array([[355, 5, 2, 359, 10, 350, np.nan], [351, 7, 4, 352, 9, 349, np.nan], [np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]]) for axis in expected.keys(): out = test_func(x, high=360, nan_policy='omit', axis=axis) if axis is None: assert_allclose(out, expected[axis], rtol=1e-7) else: assert_allclose(out[:-1], expected[axis], rtol=1e-7) assert_(np.isnan(out[-1])) @pytest.mark.parametrize("test_func,expected", [(stats.circmean, 0.167690146), (stats.circvar, 0.006455174270186603), (stats.circstd, 6.520702116)]) def test_nan_omit(self, test_func, expected): x = [355, 5, 2, 359, 10, 350, np.nan] assert_allclose(test_func(x, high=360, nan_policy='omit'), expected, rtol=1e-7) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_nan_omit_all(self, test_func): x = [np.nan, np.nan, np.nan, np.nan, np.nan] assert_(np.isnan(test_func(x, nan_policy='omit'))) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_nan_omit_all_axis(self, test_func): x = np.array([[np.nan, np.nan, np.nan, np.nan, np.nan], [np.nan, np.nan, np.nan, np.nan, np.nan]]) out = test_func(x, nan_policy='omit', axis=1) assert_(np.isnan(out).all()) assert_(len(out) == 2) @pytest.mark.parametrize("x", [[355, 5, 2, 359, 10, 350, np.nan], np.array([[355, 5, 2, 359, 10, 350, np.nan], [351, 7, 4, 352, np.nan, 9, 349]])]) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_nan_raise(self, test_func, x): assert_raises(ValueError, test_func, x, high=360, nan_policy='raise') @pytest.mark.parametrize("x", [[355, 5, 2, 359, 10, 350, np.nan], np.array([[355, 5, 2, 359, 10, 350, np.nan], [351, 7, 4, 352, np.nan, 9, 349]])]) @pytest.mark.parametrize("test_func", [stats.circmean, stats.circvar, stats.circstd]) def test_bad_nan_policy(self, test_func, x): assert_raises(ValueError, test_func, x, high=360, nan_policy='foobar') def test_circmean_scalar(self): x = 1. M1 = x M2 = stats.circmean(x) assert_allclose(M2, M1, rtol=1e-5) def test_circmean_range(self): # regression test for gh-6420: circmean(..., high, low) must be # between `high` and `low` m = stats.circmean(np.arange(0, 2, 0.1), np.pi, -np.pi) assert_(m < np.pi) assert_(m > -np.pi) def test_circfuncs_uint8(self): # regression test for gh-7255: overflow when working with # numpy uint8 data type x = np.array([150, 10], dtype='uint8') assert_equal(stats.circmean(x, high=180), 170.0) assert_allclose(stats.circvar(x, high=180), 0.2339555554617, rtol=1e-7) assert_allclose(stats.circstd(x, high=180), 20.91551378, rtol=1e-7) class TestMedianTest: 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_nan_policy(self): assert_raises(ValueError, stats.median_test, [1, 2, 3], [4, 5], nan_policy='foobar') 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_nan_policy_options(self): x = [1, 2, np.nan] y = [4, 5, 6] mt1 = stats.median_test(x, y, nan_policy='propagate') s, p, m, t = stats.median_test(x, y, nan_policy='omit') assert_equal(mt1, (np.nan, np.nan, np.nan, None)) assert_allclose(s, 0.31250000000000006) assert_allclose(p, 0.57615012203057869) assert_equal(m, 4.0) assert_equal(t, np.array([[0, 2], [2, 1]])) assert_raises(ValueError, stats.median_test, x, y, nan_policy='raise') 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) @pytest.mark.parametrize("correction", [False, True]) def test_result(self, correction): x = [1, 2, 3] y = [1, 2, 3] res = stats.median_test(x, y, correction=correction) assert_equal((res.statistic, res.pvalue, res.median, res.table), res) class TestDirectionalStats: # Reference implementations are not available def test_directional_stats_correctness(self): # Data from Fisher: Dispersion on a sphere, 1953 and # Mardia and Jupp, Directional Statistics. decl = -np.deg2rad(np.array([343.2, 62., 36.9, 27., 359., 5.7, 50.4, 357.6, 44.])) incl = -np.deg2rad(np.array([66.1, 68.7, 70.1, 82.1, 79.5, 73., 69.3, 58.8, 51.4])) data = np.stack((np.cos(incl) * np.cos(decl), np.cos(incl) * np.sin(decl), np.sin(incl)), axis=1) dirstats = stats.directional_stats(data) directional_mean = dirstats.mean_direction mean_rounded = np.round(directional_mean, 4) reference_mean = np.array([0.2984, -0.1346, -0.9449]) assert_allclose(mean_rounded, reference_mean) @pytest.mark.parametrize('angles, ref', [ ([-np.pi/2, np.pi/2], 1.), ([0, 2*np.pi], 0.) ]) def test_directional_stats_2d_special_cases(self, angles, ref): if callable(ref): ref = ref(angles) data = np.stack([np.cos(angles), np.sin(angles)], axis=1) res = 1 - stats.directional_stats(data).mean_resultant_length assert_allclose(res, ref) def test_directional_stats_2d(self): # Test that for circular data directional_stats # yields the same result as circmean/circvar rng = np.random.default_rng(0xec9a6899d5a2830e0d1af479dbe1fd0c) testdata = 2 * np.pi * rng.random((1000, )) testdata_vector = np.stack((np.cos(testdata), np.sin(testdata)), axis=1) dirstats = stats.directional_stats(testdata_vector) directional_mean = dirstats.mean_direction directional_mean_angle = np.arctan2(directional_mean[1], directional_mean[0]) directional_mean_angle = directional_mean_angle % (2*np.pi) circmean = stats.circmean(testdata) assert_allclose(circmean, directional_mean_angle) directional_var = 1 - dirstats.mean_resultant_length circular_var = stats.circvar(testdata) assert_allclose(directional_var, circular_var) def test_directional_mean_higher_dim(self): # test that directional_stats works for higher dimensions # here a 4D array is reduced over axis = 2 data = np.array([[0.8660254, 0.5, 0.], [0.8660254, -0.5, 0.]]) full_array = np.tile(data, (2, 2, 2, 1)) expected = np.array([[[1., 0., 0.], [1., 0., 0.]], [[1., 0., 0.], [1., 0., 0.]]]) dirstats = stats.directional_stats(full_array, axis=2) assert_allclose(expected, dirstats.mean_direction) def test_directional_stats_list_ndarray_input(self): # test that list and numpy array inputs yield same results data = [[0.8660254, 0.5, 0.], [0.8660254, -0.5, 0]] data_array = np.asarray(data) res = stats.directional_stats(data) ref = stats.directional_stats(data_array) assert_allclose(res.mean_direction, ref.mean_direction) assert_allclose(res.mean_resultant_length, res.mean_resultant_length) def test_directional_stats_1d_error(self): # test that one-dimensional data raises ValueError data = np.ones((5, )) message = (r"samples must at least be two-dimensional. " r"Instead samples has shape: (5,)") with pytest.raises(ValueError, match=re.escape(message)): stats.directional_stats(data) def test_directional_stats_normalize(self): # test that directional stats calculations yield same results # for unnormalized input with normalize=True and normalized # input with normalize=False data = np.array([[0.8660254, 0.5, 0.], [1.7320508, -1., 0.]]) res = stats.directional_stats(data, normalize=True) normalized_data = data / np.linalg.norm(data, axis=-1, keepdims=True) ref = stats.directional_stats(normalized_data, normalize=False) assert_allclose(res.mean_direction, ref.mean_direction) assert_allclose(res.mean_resultant_length, ref.mean_resultant_length) class TestFDRControl: def test_input_validation(self): message = "`ps` must include only numbers between 0 and 1" with pytest.raises(ValueError, match=message): stats.false_discovery_control([-1, 0.5, 0.7]) with pytest.raises(ValueError, match=message): stats.false_discovery_control([0.5, 0.7, 2]) with pytest.raises(ValueError, match=message): stats.false_discovery_control([0.5, 0.7, np.nan]) message = "Unrecognized `method` 'YAK'" with pytest.raises(ValueError, match=message): stats.false_discovery_control([0.5, 0.7, 0.9], method='YAK') message = "`axis` must be an integer or `None`" with pytest.raises(ValueError, match=message): stats.false_discovery_control([0.5, 0.7, 0.9], axis=1.5) with pytest.raises(ValueError, match=message): stats.false_discovery_control([0.5, 0.7, 0.9], axis=(1, 2)) def test_against_TileStats(self): # See reference [3] of false_discovery_control ps = [0.005, 0.009, 0.019, 0.022, 0.051, 0.101, 0.361, 0.387] res = stats.false_discovery_control(ps) ref = [0.036, 0.036, 0.044, 0.044, 0.082, 0.135, 0.387, 0.387] assert_allclose(res, ref, atol=1e-3) @pytest.mark.parametrize("case", [([0.24617028, 0.01140030, 0.05652047, 0.06841983, 0.07989886, 0.01841490, 0.17540784, 0.06841983, 0.06841983, 0.25464082], 'bh'), ([0.72102493, 0.03339112, 0.16554665, 0.20039952, 0.23402122, 0.05393666, 0.51376399, 0.20039952, 0.20039952, 0.74583488], 'by')]) def test_against_R(self, case): # Test against p.adjust, e.g. # p = c(0.22155325, 0.00114003,..., 0.0364813 , 0.25464082) # p.adjust(p, "BY") ref, method = case rng = np.random.default_rng(6134137338861652935) ps = stats.loguniform.rvs(1e-3, 0.5, size=10, random_state=rng) ps[3] = ps[7] # force a tie res = stats.false_discovery_control(ps, method=method) assert_allclose(res, ref, atol=1e-6) def test_axis_None(self): rng = np.random.default_rng(6134137338861652935) ps = stats.loguniform.rvs(1e-3, 0.5, size=(3, 4, 5), random_state=rng) res = stats.false_discovery_control(ps, axis=None) ref = stats.false_discovery_control(ps.ravel()) assert_equal(res, ref) @pytest.mark.parametrize("axis", [0, 1, -1]) def test_axis(self, axis): rng = np.random.default_rng(6134137338861652935) ps = stats.loguniform.rvs(1e-3, 0.5, size=(3, 4, 5), random_state=rng) res = stats.false_discovery_control(ps, axis=axis) ref = np.apply_along_axis(stats.false_discovery_control, axis, ps) assert_equal(res, ref) def test_edge_cases(self): assert_array_equal(stats.false_discovery_control([0.25]), [0.25]) assert_array_equal(stats.false_discovery_control(0.25), 0.25) assert_array_equal(stats.false_discovery_control([]), [])