420 lines
14 KiB
Python
420 lines
14 KiB
Python
"""
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Contingency table functions (:mod:`scipy.stats.contingency`)
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============================================================
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Functions for creating and analyzing contingency tables.
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.. currentmodule:: scipy.stats.contingency
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.. autosummary::
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:toctree: generated/
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chi2_contingency
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relative_risk
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odds_ratio
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crosstab
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association
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expected_freq
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margins
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"""
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from functools import reduce
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import math
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import numpy as np
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from ._stats_py import power_divergence
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from ._relative_risk import relative_risk
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from ._crosstab import crosstab
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from ._odds_ratio import odds_ratio
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from scipy._lib._bunch import _make_tuple_bunch
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__all__ = ['margins', 'expected_freq', 'chi2_contingency', 'crosstab',
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'association', 'relative_risk', 'odds_ratio']
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def margins(a):
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"""Return a list of the marginal sums of the array `a`.
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Parameters
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----------
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a : ndarray
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The array for which to compute the marginal sums.
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Returns
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-------
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margsums : list of ndarrays
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A list of length `a.ndim`. `margsums[k]` is the result
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of summing `a` over all axes except `k`; it has the same
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number of dimensions as `a`, but the length of each axis
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except axis `k` will be 1.
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Examples
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--------
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>>> import numpy as np
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>>> from scipy.stats.contingency import margins
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>>> a = np.arange(12).reshape(2, 6)
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>>> a
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array([[ 0, 1, 2, 3, 4, 5],
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[ 6, 7, 8, 9, 10, 11]])
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>>> m0, m1 = margins(a)
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>>> m0
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array([[15],
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[51]])
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>>> m1
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array([[ 6, 8, 10, 12, 14, 16]])
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>>> b = np.arange(24).reshape(2,3,4)
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>>> m0, m1, m2 = margins(b)
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>>> m0
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array([[[ 66]],
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[[210]]])
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>>> m1
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array([[[ 60],
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[ 92],
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[124]]])
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>>> m2
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array([[[60, 66, 72, 78]]])
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"""
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margsums = []
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ranged = list(range(a.ndim))
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for k in ranged:
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marg = np.apply_over_axes(np.sum, a, [j for j in ranged if j != k])
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margsums.append(marg)
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return margsums
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def expected_freq(observed):
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"""
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Compute the expected frequencies from a contingency table.
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Given an n-dimensional contingency table of observed frequencies,
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compute the expected frequencies for the table based on the marginal
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sums under the assumption that the groups associated with each
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dimension are independent.
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Parameters
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----------
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observed : array_like
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The table of observed frequencies. (While this function can handle
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a 1-D array, that case is trivial. Generally `observed` is at
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least 2-D.)
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Returns
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-------
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expected : ndarray of float64
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The expected frequencies, based on the marginal sums of the table.
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Same shape as `observed`.
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Examples
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--------
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>>> import numpy as np
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>>> from scipy.stats.contingency import expected_freq
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>>> observed = np.array([[10, 10, 20],[20, 20, 20]])
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>>> expected_freq(observed)
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array([[ 12., 12., 16.],
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[ 18., 18., 24.]])
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"""
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# Typically `observed` is an integer array. If `observed` has a large
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# number of dimensions or holds large values, some of the following
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# computations may overflow, so we first switch to floating point.
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observed = np.asarray(observed, dtype=np.float64)
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# Create a list of the marginal sums.
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margsums = margins(observed)
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# Create the array of expected frequencies. The shapes of the
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# marginal sums returned by apply_over_axes() are just what we
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# need for broadcasting in the following product.
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d = observed.ndim
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expected = reduce(np.multiply, margsums) / observed.sum() ** (d - 1)
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return expected
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Chi2ContingencyResult = _make_tuple_bunch(
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'Chi2ContingencyResult',
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['statistic', 'pvalue', 'dof', 'expected_freq'], []
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)
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def chi2_contingency(observed, correction=True, lambda_=None):
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"""Chi-square test of independence of variables in a contingency table.
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This function computes the chi-square statistic and p-value for the
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hypothesis test of independence of the observed frequencies in the
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contingency table [1]_ `observed`. The expected frequencies are computed
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based on the marginal sums under the assumption of independence; see
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`scipy.stats.contingency.expected_freq`. The number of degrees of
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freedom is (expressed using numpy functions and attributes)::
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dof = observed.size - sum(observed.shape) + observed.ndim - 1
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Parameters
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----------
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observed : array_like
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The contingency table. The table contains the observed frequencies
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(i.e. number of occurrences) in each category. In the two-dimensional
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case, the table is often described as an "R x C table".
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correction : bool, optional
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If True, *and* the degrees of freedom is 1, apply Yates' correction
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for continuity. The effect of the correction is to adjust each
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observed value by 0.5 towards the corresponding expected value.
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lambda_ : float or str, optional
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By default, the statistic computed in this test is Pearson's
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chi-squared statistic [2]_. `lambda_` allows a statistic from the
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Cressie-Read power divergence family [3]_ to be used instead. See
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`scipy.stats.power_divergence` for details.
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Returns
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-------
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res : Chi2ContingencyResult
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An object containing attributes:
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statistic : float
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The test statistic.
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pvalue : float
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The p-value of the test.
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dof : int
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The degrees of freedom.
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expected_freq : ndarray, same shape as `observed`
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The expected frequencies, based on the marginal sums of the table.
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See Also
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--------
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scipy.stats.contingency.expected_freq
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scipy.stats.fisher_exact
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scipy.stats.chisquare
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scipy.stats.power_divergence
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scipy.stats.barnard_exact
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scipy.stats.boschloo_exact
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Notes
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-----
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An often quoted guideline for the validity of this calculation is that
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the test should be used only if the observed and expected frequencies
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in each cell are at least 5.
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This is a test for the independence of different categories of a
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population. The test is only meaningful when the dimension of
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`observed` is two or more. Applying the test to a one-dimensional
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table will always result in `expected` equal to `observed` and a
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chi-square statistic equal to 0.
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This function does not handle masked arrays, because the calculation
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does not make sense with missing values.
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Like `scipy.stats.chisquare`, this function computes a chi-square
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statistic; the convenience this function provides is to figure out the
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expected frequencies and degrees of freedom from the given contingency
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table. If these were already known, and if the Yates' correction was not
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required, one could use `scipy.stats.chisquare`. That is, if one calls::
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res = chi2_contingency(obs, correction=False)
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then the following is true::
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(res.statistic, res.pvalue) == stats.chisquare(obs.ravel(),
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f_exp=ex.ravel(),
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ddof=obs.size - 1 - dof)
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The `lambda_` argument was added in version 0.13.0 of scipy.
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References
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----------
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.. [1] "Contingency table",
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https://en.wikipedia.org/wiki/Contingency_table
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.. [2] "Pearson's chi-squared test",
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https://en.wikipedia.org/wiki/Pearson%27s_chi-squared_test
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.. [3] Cressie, N. and Read, T. R. C., "Multinomial Goodness-of-Fit
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Tests", J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984),
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pp. 440-464.
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Examples
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--------
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A two-way example (2 x 3):
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>>> import numpy as np
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>>> from scipy.stats import chi2_contingency
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>>> obs = np.array([[10, 10, 20], [20, 20, 20]])
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>>> res = chi2_contingency(obs)
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>>> res.statistic
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2.7777777777777777
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>>> res.pvalue
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0.24935220877729619
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>>> res.dof
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2
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>>> res.expected_freq
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array([[ 12., 12., 16.],
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[ 18., 18., 24.]])
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Perform the test using the log-likelihood ratio (i.e. the "G-test")
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instead of Pearson's chi-squared statistic.
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>>> res = chi2_contingency(obs, lambda_="log-likelihood")
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>>> res.statistic
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2.7688587616781319
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>>> res.pvalue
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0.25046668010954165
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A four-way example (2 x 2 x 2 x 2):
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>>> obs = np.array(
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... [[[[12, 17],
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... [11, 16]],
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... [[11, 12],
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... [15, 16]]],
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... [[[23, 15],
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... [30, 22]],
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... [[14, 17],
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... [15, 16]]]])
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>>> res = chi2_contingency(obs)
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>>> res.statistic
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8.7584514426741897
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>>> res.pvalue
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0.64417725029295503
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"""
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observed = np.asarray(observed)
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if np.any(observed < 0):
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raise ValueError("All values in `observed` must be nonnegative.")
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if observed.size == 0:
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raise ValueError("No data; `observed` has size 0.")
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expected = expected_freq(observed)
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if np.any(expected == 0):
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# Include one of the positions where expected is zero in
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# the exception message.
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zeropos = list(zip(*np.nonzero(expected == 0)))[0]
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raise ValueError("The internally computed table of expected "
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"frequencies has a zero element at %s." % (zeropos,))
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# The degrees of freedom
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dof = expected.size - sum(expected.shape) + expected.ndim - 1
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if dof == 0:
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# Degenerate case; this occurs when `observed` is 1D (or, more
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# generally, when it has only one nontrivial dimension). In this
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# case, we also have observed == expected, so chi2 is 0.
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chi2 = 0.0
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p = 1.0
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else:
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if dof == 1 and correction:
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# Adjust `observed` according to Yates' correction for continuity.
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# Magnitude of correction no bigger than difference; see gh-13875
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diff = expected - observed
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direction = np.sign(diff)
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magnitude = np.minimum(0.5, np.abs(diff))
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observed = observed + magnitude * direction
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chi2, p = power_divergence(observed, expected,
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ddof=observed.size - 1 - dof, axis=None,
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lambda_=lambda_)
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return Chi2ContingencyResult(chi2, p, dof, expected)
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def association(observed, method="cramer", correction=False, lambda_=None):
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"""Calculates degree of association between two nominal variables.
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The function provides the option for computing one of three measures of
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association between two nominal variables from the data given in a 2d
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contingency table: Tschuprow's T, Pearson's Contingency Coefficient
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and Cramer's V.
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Parameters
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----------
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observed : array-like
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The array of observed values
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method : {"cramer", "tschuprow", "pearson"} (default = "cramer")
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The association test statistic.
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correction : bool, optional
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Inherited from `scipy.stats.contingency.chi2_contingency()`
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lambda_ : float or str, optional
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Inherited from `scipy.stats.contingency.chi2_contingency()`
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Returns
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-------
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statistic : float
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Value of the test statistic
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Notes
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-----
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Cramer's V, Tschuprow's T and Pearson's Contingency Coefficient, all
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measure the degree to which two nominal or ordinal variables are related,
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or the level of their association. This differs from correlation, although
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many often mistakenly consider them equivalent. Correlation measures in
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what way two variables are related, whereas, association measures how
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related the variables are. As such, association does not subsume
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independent variables, and is rather a test of independence. A value of
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1.0 indicates perfect association, and 0.0 means the variables have no
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association.
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Both the Cramer's V and Tschuprow's T are extensions of the phi
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coefficient. Moreover, due to the close relationship between the
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Cramer's V and Tschuprow's T the returned values can often be similar
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or even equivalent. They are likely to diverge more as the array shape
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diverges from a 2x2.
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References
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----------
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.. [1] "Tschuprow's T",
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https://en.wikipedia.org/wiki/Tschuprow's_T
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.. [2] Tschuprow, A. A. (1939)
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Principles of the Mathematical Theory of Correlation;
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translated by M. Kantorowitsch. W. Hodge & Co.
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.. [3] "Cramer's V", https://en.wikipedia.org/wiki/Cramer's_V
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.. [4] "Nominal Association: Phi and Cramer's V",
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http://www.people.vcu.edu/~pdattalo/702SuppRead/MeasAssoc/NominalAssoc.html
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.. [5] Gingrich, Paul, "Association Between Variables",
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http://uregina.ca/~gingrich/ch11a.pdf
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Examples
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--------
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An example with a 4x2 contingency table:
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>>> import numpy as np
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>>> from scipy.stats.contingency import association
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>>> obs4x2 = np.array([[100, 150], [203, 322], [420, 700], [320, 210]])
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Pearson's contingency coefficient
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>>> association(obs4x2, method="pearson")
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0.18303298140595667
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Cramer's V
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>>> association(obs4x2, method="cramer")
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0.18617813077483678
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Tschuprow's T
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>>> association(obs4x2, method="tschuprow")
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0.14146478765062995
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"""
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arr = np.asarray(observed)
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if not np.issubdtype(arr.dtype, np.integer):
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raise ValueError("`observed` must be an integer array.")
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if len(arr.shape) != 2:
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raise ValueError("method only accepts 2d arrays")
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chi2_stat = chi2_contingency(arr, correction=correction,
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lambda_=lambda_)
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phi2 = chi2_stat.statistic / arr.sum()
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n_rows, n_cols = arr.shape
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if method == "cramer":
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value = phi2 / min(n_cols - 1, n_rows - 1)
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elif method == "tschuprow":
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value = phi2 / math.sqrt((n_rows - 1) * (n_cols - 1))
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elif method == 'pearson':
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value = phi2 / (1 + phi2)
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else:
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raise ValueError("Invalid argument value: 'method' argument must "
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"be 'cramer', 'tschuprow', or 'pearson'")
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return math.sqrt(value)
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