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from unittest import TestCase
from numpy.testing import assert_allclose
from cogent3.maths.stats.ks import (
pkolmogorov1x,
pkolmogorov2x,
pkstwo,
psmirnov2x,
)
from cogent3.maths.stats.test import ks_boot, ks_test
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)
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