1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
|
#!/usr/bin/env python
from unittest import TestCase, main
from cogent3.maths.stats.ks import (
pkolmogorov1x,
pkolmogorov2x,
pkstwo,
psmirnov2x,
)
from cogent3.maths.stats.test import ks_boot, ks_test
__author__ = "Gavin Huttley"
__copyright__ = "Copyright 2007-2022, The Cogent Project"
__credits__ = ["Gavin Huttley"]
__license__ = "BSD-3"
__version__ = "2023.2.12a1"
__maintainer__ = "Gavin Huttley"
__email__ = "gavin.huttley@anu.edu.au"
__status__ = "Production"
from numpy.testing import assert_allclose
class KSTests(TestCase):
"""Tests Kolmogorov-Smirnov."""
def setUp(self):
self.x1 = [
0.09916191,
0.29732882,
0.41475044,
0.68816838,
0.20841367,
0.46129887,
0.22074544,
0.06889561,
0.88264852,
0.87726406,
0.76905072,
0.86178033,
0.42596777,
0.59443782,
0.68852176,
0.66032130,
0.72683791,
0.02363118,
0.82384762,
0.32759965,
0.69231127,
0.50848596,
0.67500888,
0.84919139,
0.70774136,
0.97847465,
0.59784714,
0.82033663,
0.45640039,
0.13054766,
0.01227875,
0.21229238,
0.37054602,
0.80905622,
0.26056527,
0.01662457,
0.76277188,
0.76892495,
0.39186350,
0.61468789,
0.83247770,
0.69946238,
0.80550609,
0.22336814,
0.62491296,
0.03413056,
0.74500251,
0.36008309,
0.19443889,
0.06808133,
]
self.x2 = [
1.1177760,
0.9984325,
0.8113576,
0.7247507,
0.9473543,
1.1192222,
1.2577115,
0.6168244,
0.9616475,
1.0677138,
0.5106196,
1.2334833,
0.3750225,
0.9788191,
1.1366872,
0.8212352,
0.7665240,
0.4409294,
0.4447418,
1.1381901,
0.7299300,
1.1307991,
0.5356031,
0.3193794,
1.2476867,
0.7909454,
0.7781800,
0.8438637,
1.1814135,
1.0117055,
0.7433708,
0.7917239,
0.5080752,
0.9014003,
0.5960710,
0.9646521,
0.9263595,
0.7969784,
1.2847108,
0.6393015,
0.6828791,
1.0817340,
0.6586887,
0.7314203,
0.3998812,
0.9988478,
1.0225579,
1.2721428,
0.6465969,
0.9133413,
]
def test_pk1x(self):
"""1 sample 1-sided should match answers from R"""
assert_allclose(pkolmogorov1x(0.06, 30), 0.2248113)
def test_pk2x(self):
"""1 sample 2-sided should match answers from R"""
assert_allclose(pkolmogorov2x(0.7199, 50), (1 - 6.661e-16), rtol=1e-5)
assert_allclose(pkolmogorov2x(0.08, 30), 0.01754027, rtol=1e-5)
assert_allclose(pkolmogorov2x(0.03, 300), 0.05753413, rtol=1e-5)
def test_ps2x(self):
"""2 sample 2-sided smirnov should match answers from R"""
assert_allclose(psmirnov2x(0.48, 20, 50), 0.9982277)
assert_allclose(psmirnov2x(0.28, 20, 50), 0.8161612)
assert_allclose(psmirnov2x(0.28, 50, 20), 0.8161612)
def tes_pk2x(self):
"""2 sample 2-sided kolmogorov should match answers from R"""
assert_allclose(pkolmogorov1x(0.058, 50), 0.007530237)
assert_allclose(pkolmogorov1x(0.018, 50), 4.887356e-26)
assert_allclose(pkolmogorov1x(0.018, 5000), 0.922618)
def test_pkstwo(self):
"""kolmogorov asymptotic should match answers from R"""
assert_allclose(pkstwo(2.3), [1 - 5.084e-05], rtol=1e-5)
def test_ks2x(self):
"""KS two-sample, 2-sided should match answers from R"""
D, Pval = ks_test(self.x1, self.x2)
assert_allclose((D, Pval), (0.46, 3.801e-05), rtol=1e-4)
D, Pval = ks_test(self.x1, self.x2, exact=False)
assert_allclose((D, Pval), (0.46, 5.084e-05), rtol=1e-4)
D, Pval = ks_test(self.x1, self.x2[:20])
assert_allclose((D, Pval), (0.53, 0.0003576), rtol=1e-4)
D, Pval = ks_test(self.x2[:20], self.x1)
assert_allclose((D, Pval), (0.53, 0.0003576), rtol=1e-4)
D, Pval = ks_test(self.x1[:20], self.x2)
assert_allclose((D, Pval), (0.48, 0.001772), rtol=1e-3)
D, Pval = ks_test(self.x1, self.x2, alt="greater")
assert_allclose((D, Pval), (0.46, 2.542e-05), rtol=1e-4)
D, Pval = ks_test(self.x1, self.x2, alt="g")
assert_allclose((D, Pval), (0.46, 2.542e-05), rtol=1e-4)
D, Pval = ks_test(self.x1, self.x2, alt="less")
assert_allclose((D, Pval), (6.9388939039072284e-18, 1.0), rtol=1e-4)
D, Pval = ks_test(self.x2, self.x1, alt="l")
assert_allclose((D, Pval), (0.46, 2.542e-05), rtol=1e-4)
def test_ks_boot(self):
"""excercising the bootstrapped version of KS"""
D, Pval = ks_boot(self.x1[:10], self.x2[:10], num_reps=10)
if __name__ == "__main__":
main()
|
