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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774
|
""" Test functions for stats module
WRITTEN BY LOUIS LUANGKESORN <lluang@yahoo.com> FOR THE STATS MODULE
BASED ON WILKINSON'S STATISTICS QUIZ
http://www.stanford.edu/~clint/bench/wilk.txt
"""
import sys
from numpy.testing import *
from numpy import *
import numpy
import scipy
set_package_path()
import stats
restore_path()
""" Numbers in docstrings begining with 'W' refer to the section numbers
and headings found in the STATISTICS QUIZ of Leland Wilkinson. These are
considered to be essential functionality. True testing and
evaluation of a statistics package requires use of the
NIST Statistical test data. See McCoullough(1999) Assessing The Reliability
of Statistical Software for a test methodology and its
implementation in testing SAS, SPSS, and S-Plus
"""
## Datasets
## These data sets are from the nasty.dat sets used by Wilkinson
## for MISS, need to be able to represent missing values
## For completeness, I should write the relavant tests and count them as failures
## Somewhat acceptable, since this is still beta software. It would count as a
## good target for 1.0 status
X = array([1,2,3,4,5,6,7,8,9],float)
ZERO= array([0,0,0,0,0,0,0,0,0], float)
#MISS=array([.,.,.,.,.,.,.,.,.], float)
BIG=array([99999991,99999992,99999993,99999994,99999995,99999996,99999997,99999998,99999999],float)
LITTLE=array([0.99999991,0.99999992,0.99999993,0.99999994,0.99999995,0.99999996,0.99999997,0.99999998,0.99999999],float)
HUGE=array([1e+12,2e+12,3e+12,4e+12,5e+12,6e+12,7e+12,8e+12,9e+12],float)
TINY=array([1e-12,2e-12,3e-12,4e-12,5e-12,6e-12,7e-12,8e-12,9e-12],float)
ROUND=array([0.5,1.5,2.5,3.5,4.5,5.5,6.5,7.5,8.5],float)
X2 = X * X
X3 = X2 * X
X4 = X3 * X
X5 = X4 * X
X6 = X5 * X
X7 = X6 * X
X8 = X7 * X
X9 = X8 * X
class test_round(ScipyTestCase):
""" W.II. ROUND
You should get the numbers 1 to 9. Many language compilers,
such as Turbo Pascal and Lattice C, fail this test (they round
numbers inconsistently). Needless to say, statical packages
written in these languages may fail the test as well. You can
also check the following expressions:
Y = INT(2.6*7 -0.2) (Y should be 18)
Y = 2-INT(EXP(LOG(SQR(2)*SQR(2)))) (Y should be 0)
Y = INT(3-EXP(LOG(SQR(2)*SQR(2)))) (Y should be 1)
INT is the integer function. It converts decimal numbers to
integers by throwing away numbers after the decimal point. EXP
is exponential, LOG is logarithm, and SQR is suqare root. You may
have to substitute similar names for these functions for different
packages. Since the square of a square root should return the same
number, and the exponential of a log should return the same number,
we should get back a 2 from this function of functions. By taking
the integer result and subtracting from 2, we are exposing the
roundoff errors. These simple functions are at the heart of
statistical calculations.
"""
def check_rounding0(self):
""" W.II.A.0. Print ROUND with only one digit.
You should get the numbers 1 to 9. Many language compilers,
such as Turbo Pascal and Lattice C, fail this test (they round
numbers inconsistently). Needless to say, statical packages
written in these languages may fail the test as well.
"""
for i in range(0,9):
y = round(ROUND[i])
assert_equal(y,i+1)
def check_rounding1(self):
""" W.II.A.1. Y = INT(2.6*7 -0.2) (Y should be 18)"""
y = int(2.6*7 -0.2)
assert_equal(y, 18)
def check_rounding2(self):
""" W.II.A.2. Y = 2-INT(EXP(LOG(SQR(2)*SQR(2)))) (Y should be 0)"""
y=2-int(numpy.exp(numpy.log(numpy.sqrt(2.)*numpy.sqrt(2.))))
assert_equal(y,0)
def check_rounding3(self):
""" W.II.A.3. Y = INT(3-EXP(LOG(SQR(2)*SQR(2)))) (Y should be 1)"""
y=(int(round((3-numpy.exp(numpy.log(numpy.sqrt(2.0)*numpy.sqrt(2.0)))))))
assert_equal(y,1)
class test_basicstats(ScipyTestCase):
""" W.II.C. Compute basic statistic on all the variables.
The means should be the fifth value of all the variables (case FIVE).
The standard deviations should be "undefined" or missing for MISS,
0 for ZERO, and 2.738612788 (times 10 to a power) for all the other variables.
II. C. Basic Statistics
"""
def check_meanX(self):
y = scipy.stats.mean(X)
assert_almost_equal(y, 5.0)
def check_stdX(self):
y = scipy.stats.std(X)
assert_almost_equal(y, 2.738612788)
def check_tmeanX(self):
y = scipy.stats.tmean(X, (2, 8), (True, True))
assert_almost_equal(y, 5.0)
def check_tvarX(self):
y = scipy.stats.tvar(X, (2, 8), (True, True))
assert_almost_equal(y, 4.6666666666666661)
def check_tstdX(self):
y = scipy.stats.tstd(X, (2, 8), (True, True))
assert_almost_equal(y, 2.1602468994692865)
def check_meanZERO(self):
y = scipy.stats.mean(ZERO)
assert_almost_equal(y, 0.0)
def check_stdZERO(self):
y = scipy.stats.std(ZERO)
assert_almost_equal(y, 0.0)
## Really need to write these tests to handle missing values properly
## def check_meanMISS(self):
## y = scipy.stats.mean(MISS)
## assert_almost_equal(y, 0.0)
##
## def check_stdMISS(self):
## y = scipy.stats.stdev(MISS)
## assert_almost_equal(y, 0.0)
def check_meanBIG(self):
y = scipy.stats.mean(BIG)
assert_almost_equal(y, 99999995.00)
def check_stdBIG(self):
y = scipy.stats.std(BIG)
assert_almost_equal(y, 2.738612788)
def check_meanLITTLE(self):
y = scipy.stats.mean(LITTLE)
assert_approx_equal(y, 0.999999950)
def check_stdLITTLE(self):
y = scipy.stats.std(LITTLE)
assert_approx_equal(y, 2.738612788e-8)
def check_meanHUGE(self):
y = scipy.stats.mean(HUGE)
assert_approx_equal(y, 5.00000e+12)
def check_stdHUGE(self):
y = scipy.stats.std(HUGE)
assert_approx_equal(y, 2.738612788e12)
def check_meanTINY(self):
y = scipy.stats.mean(TINY)
assert_almost_equal(y, 0.0)
def check_stdTINY(self):
y = scipy.stats.std(TINY)
assert_almost_equal(y, 0.0)
def check_meanROUND(self):
y = scipy.stats.mean(ROUND)
assert_approx_equal(y, 4.500000000)
def check_stdROUND(self):
y = scipy.stats.std(ROUND)
assert_approx_equal(y, 2.738612788)
class test_corr(ScipyTestCase):
""" W.II.D. Compute a correlation matrix on all the variables.
All the correlations, except for ZERO and MISS, shoud be exactly 1.
ZERO and MISS should have undefined or missing correlations with the
other variables. The same should go for SPEARMAN corelations, if
your program has them.
"""
def check_pXX(self):
y = scipy.stats.pearsonr(X,X)
r = y[0]
assert_approx_equal(r,1.0)
def check_pXBIG(self):
y = scipy.stats.pearsonr(X,BIG)
r = y[0]
assert_approx_equal(r,1.0)
def check_pXLITTLE(self):
y = scipy.stats.pearsonr(X,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pXHUGE(self):
y = scipy.stats.pearsonr(X,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pXTINY(self):
y = scipy.stats.pearsonr(X,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_pXROUND(self):
y = scipy.stats.pearsonr(X,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_pBIGBIG(self):
y = scipy.stats.pearsonr(BIG,BIG)
r = y[0]
assert_approx_equal(r,1.0)
def check_pBIGLITTLE(self):
y = scipy.stats.pearsonr(BIG,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pBIGHUGE(self):
y = scipy.stats.pearsonr(BIG,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pBIGTINY(self):
y = scipy.stats.pearsonr(BIG,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_pBIGROUND(self):
y = scipy.stats.pearsonr(BIG,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_pLITTLELITTLE(self):
y = scipy.stats.pearsonr(LITTLE,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pLITTLEHUGE(self):
y = scipy.stats.pearsonr(LITTLE,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pLITTLETINY(self):
y = scipy.stats.pearsonr(LITTLE,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_pLITTLEROUND(self):
y = scipy.stats.pearsonr(LITTLE,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_pHUGEHUGE(self):
y = scipy.stats.pearsonr(HUGE,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_pHUGETINY(self):
y = scipy.stats.pearsonr(HUGE,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_pHUGEROUND(self):
y = scipy.stats.pearsonr(HUGE,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_pTINYTINY(self):
y = scipy.stats.pearsonr(TINY,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_pTINYROUND(self):
y = scipy.stats.pearsonr(TINY,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_pROUNDROUND(self):
y = scipy.stats.pearsonr(ROUND,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXX(self):
y = scipy.stats.spearmanr(X,X)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXBIG(self):
y = scipy.stats.spearmanr(X,BIG)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXLITTLE(self):
y = scipy.stats.spearmanr(X,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXHUGE(self):
y = scipy.stats.spearmanr(X,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXTINY(self):
y = scipy.stats.spearmanr(X,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_sXROUND(self):
y = scipy.stats.spearmanr(X,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sBIGBIG(self):
y = scipy.stats.spearmanr(BIG,BIG)
r = y[0]
assert_approx_equal(r,1.0)
def check_sBIGLITTLE(self):
y = scipy.stats.spearmanr(BIG,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sBIGHUGE(self):
y = scipy.stats.spearmanr(BIG,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sBIGTINY(self):
y = scipy.stats.spearmanr(BIG,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_sBIGROUND(self):
y = scipy.stats.spearmanr(BIG,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sLITTLELITTLE(self):
y = scipy.stats.spearmanr(LITTLE,LITTLE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sLITTLEHUGE(self):
y = scipy.stats.spearmanr(LITTLE,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sLITTLETINY(self):
y = scipy.stats.spearmanr(LITTLE,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_sLITTLEROUND(self):
y = scipy.stats.spearmanr(LITTLE,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sHUGEHUGE(self):
y = scipy.stats.spearmanr(HUGE,HUGE)
r = y[0]
assert_approx_equal(r,1.0)
def check_sHUGETINY(self):
y = scipy.stats.spearmanr(HUGE,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_sHUGEROUND(self):
y = scipy.stats.spearmanr(HUGE,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sTINYTINY(self):
y = scipy.stats.spearmanr(TINY,TINY)
r = y[0]
assert_approx_equal(r,1.0)
def check_sTINYROUND(self):
y = scipy.stats.spearmanr(TINY,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
def check_sROUNDROUND(self):
y = scipy.stats.spearmanr(ROUND,ROUND)
r = y[0]
assert_approx_equal(r,1.0)
## W.II.E. Tabulate X against X, using BIG as a case weight. The values
## should appear on the diagonal and the total should be 899999955.
## If the table cannot hold these values, forget about working with
## census data. You can also tabulate HUGE against TINY. There is no
## reason a tabulation program should not be able to digtinguish
## different values regardless of their magnitude.
### I need to figure out how to do this one.
class test_regression(ScipyTestCase):
def check_linregressBIGX(self):
""" W.II.F. Regress BIG on X.
The constant should be 99999990 and the regression coefficient should be 1.
"""
y = scipy.stats.linregress(X,BIG)
intercept = y[1]
r=y[2]
assert_almost_equal(intercept,99999990)
assert_almost_equal(r,1.0)
## W.IV.A. Take the NASTY dataset above. Use the variable X as a
## basis for computing polynomials. Namely, compute X1=X, X2=X*X,
## X3=X*X*X, and so on up to 9 products. Use the algebraic
## transformation language within the statistical package itself. You
## will end up with 9 variables. Now regress X1 on X2-X9 (a perfect
## fit). If the package balks (singular or roundoff error messages),
## try X1 on X2-X8, and so on. Most packages cannot handle more than
## a few polynomials.
## Scipy's stats.py does not seem to handle multiple linear regression
## The datasets X1 . . X9 are at the top of the file.
def check_regressXX(self):
""" W.IV.B. Regress X on X.
The constant should be exactly 0 and the regression coefficient should be 1.
This is a perfectly valid regression. The program should not complain.
"""
y = scipy.stats.linregress(X,X)
intercept = y[1]
r=y[2]
assert_almost_equal(intercept,0.0)
assert_almost_equal(r,1.0)
## W.IV.C. Regress X on BIG and LITTLE (two predictors). The program
## should tell you that this model is "singular" because BIG and
## LITTLE are linear combinations of each other. Cryptic error
## messages are unacceptable here. Singularity is the most
## fundamental regression error.
### Need to figure out how to handle multiple linear regression. Not obvious
def check_regressZEROX(self):
""" W.IV.D. Regress ZERO on X.
The program should inform you that ZERO has no variance or it should
go ahead and compute the regression and report a correlation and
total sum of squares of exactly 0.
"""
y = scipy.stats.linregress(X,ZERO)
intercept = y[1]
r=y[2]
assert_almost_equal(intercept,0.0)
assert_almost_equal(r,0.0)
# Utility
def compare_results(res,desired):
for i in range(len(desired)):
assert_array_equal(res[i],desired[i])
##################################################
### Test for sum
class test_gmean(ScipyTestCase):
def check_1D_list(self):
a = (1,2,3,4)
actual= stats.gmean(a)
desired = power(1*2*3*4,1./4.)
assert_almost_equal(desired,actual,decimal=14)
desired1 = stats.gmean(a,axis=-1)
assert_almost_equal(desired1,actual,decimal=14)
def check_1D_array(self):
a = array((1,2,3,4), float32)
actual= stats.gmean(a)
desired = power(1*2*3*4,1./4.)
assert_almost_equal(desired,actual,decimal=7)
desired1 = stats.gmean(a,axis=-1)
assert_almost_equal(desired1,actual,decimal=7)
def check_2D_array_default(self):
a = array(((1,2,3,4),
(1,2,3,4),
(1,2,3,4)))
actual= stats.gmean(a)
desired = array((1,2,3,4))
assert_array_almost_equal(desired,actual,decimal=14)
desired1 = stats.gmean(a,axis=0)
assert_array_almost_equal(desired1,actual,decimal=14)
def check_2D_array_dim1(self):
a = array(((1,2,3,4),
(1,2,3,4),
(1,2,3,4)))
actual= stats.gmean(a, axis=1)
v = power(1*2*3*4,1./4.)
desired = array((v,v,v))
assert_array_almost_equal(desired,actual,decimal=14)
class test_hmean(ScipyTestCase):
def check_1D_list(self):
a = (1,2,3,4)
actual= stats.hmean(a)
desired = 4. / (1./1 + 1./2 + 1./3 + 1./4)
assert_almost_equal(desired,actual,decimal=14)
desired1 = stats.hmean(array(a),axis=-1)
assert_almost_equal(desired1,actual,decimal=14)
def check_1D_array(self):
a = array((1,2,3,4), float64)
actual= stats.hmean(a)
desired = 4. / (1./1 + 1./2 + 1./3 + 1./4)
assert_almost_equal(desired,actual,decimal=14)
desired1 = stats.hmean(a,axis=-1)
assert_almost_equal(desired1,actual,decimal=14)
def check_2D_array_default(self):
a = array(((1,2,3,4),
(1,2,3,4),
(1,2,3,4)))
actual = stats.hmean(a)
desired = array((1.,2.,3.,4.))
assert_array_almost_equal(desired,actual,decimal=14)
actual1 = stats.hmean(a,axis=0)
assert_array_almost_equal(desired,actual1,decimal=14)
def check_2D_array_dim1(self):
a = array(((1,2,3,4),
(1,2,3,4),
(1,2,3,4)))
v = 4. / (1./1 + 1./2 + 1./3 + 1./4)
desired1 = array((v,v,v))
actual1 = stats.hmean(a, axis=1)
assert_array_almost_equal(desired1,actual1,decimal=14)
class test_mean(ScipyTestCase):
def check_basic(self):
a = [3,4,5,10,-3,-5,6]
af = [3.,4,5,10,-3,-5,-6]
Na = len(a)
Naf = len(af)
mn1 = 0.0
for el in a:
mn1 += el / float(Na)
assert_almost_equal(stats.mean(a),mn1,11)
mn2 = 0.0
for el in af:
mn2 += el / float(Naf)
assert_almost_equal(stats.mean(af),mn2,11)
def check_2d(self):
a = [[1.0, 2.0, 3.0],
[2.0, 4.0, 6.0],
[8.0, 12.0, 7.0]]
A = array(a,'d')
N1,N2 = (3,3)
mn1 = zeros(N2,'d')
for k in range(N1):
mn1 += A[k,:] / N1
allclose(stats.mean(a),mn1,rtol=1e-13,atol=1e-13)
mn2 = zeros(N1,'d')
for k in range(N2):
mn2 += A[:,k] / N2
allclose(stats.mean(a,axis=0),mn2,rtol=1e-13,atol=1e-13)
def check_ravel(self):
a = rand(5,3,5)
A = 0
for val in ravel(a):
A += val
assert_almost_equal(stats.mean(a,axis=None),A/(5*3.0*5))
class test_median(ScipyTestCase):
def check_basic(self):
a1 = [3,4,5,10,-3,-5,6]
a2 = [3,-6,-2,8,7,4,2,1]
a3 = [3.,4,5,10,-3,-5,-6,7.0]
assert_equal(stats.median(a1),4)
assert_equal(stats.median(a2),2.5)
assert_equal(stats.median(a3),3.5)
class test_percentile(ScipyTestCase):
def setUp(self):
self.a1 = [3,4,5,10,-3,-5,6]
self.a2 = [3,-6,-2,8,7,4,2,1]
self.a3 = [3.,4,5,10,-3,-5,-6,7.0]
def check_median(self):
assert_equal(stats.median(self.a1), 4)
assert_equal(stats.median(self.a2), 2.5)
assert_equal(stats.median(self.a3), 3.5)
def check_percentile(self):
x = arange(8) * 0.5
assert_equal(stats.scoreatpercentile(x, 0), 0.)
assert_equal(stats.scoreatpercentile(x, 100), 3.5)
assert_equal(stats.scoreatpercentile(x, 50), 1.75)
class test_std(ScipyTestCase):
def check_basic(self):
a = [3,4,5,10,-3,-5,6]
b = [3,4,5,10,-3,-5,-6]
assert_almost_equal(stats.std(a),5.2098807225172772,11)
assert_almost_equal(stats.std(b),5.9281411203561225,11)
def check_2d(self):
a = [[1.0, 2.0, 3.0],
[2.0, 4.0, 6.0],
[8.0, 12.0, 7.0]]
b1 = array((3.7859388972001824, 5.2915026221291814,
2.0816659994661335))
b2 = array((1.0,2.0,2.64575131106))
assert_array_almost_equal(stats.std(a),b1,11)
assert_array_almost_equal(stats.std(a,axis=0),b1,11)
assert_array_almost_equal(stats.std(a,axis=1),b2,11)
class test_cmedian(ScipyTestCase):
def check_basic(self):
data = [1,2,3,1,5,3,6,4,3,2,4,3,5,2.0]
assert_almost_equal(stats.cmedian(data,5),3.2916666666666665)
assert_almost_equal(stats.cmedian(data,3),3.083333333333333)
assert_almost_equal(stats.cmedian(data),3.0020020020020022)
class test_median(ScipyTestCase):
def check_basic(self):
data1 = [1,3,5,2,3,1,19,-10,2,4.0]
data2 = [3,5,1,10,23,-10,3,-2,6,8,15]
assert_almost_equal(stats.median(data1),2.5)
assert_almost_equal(stats.median(data2),5)
class test_mode(ScipyTestCase):
def check_basic(self):
data1 = [3,5,1,10,23,3,2,6,8,6,10,6]
vals = stats.mode(data1)
assert_almost_equal(vals[0][0],6)
assert_almost_equal(vals[1][0],3)
class test_variability(ScipyTestCase):
""" Comparison numbers are found using R v.1.5.1
note that length(testcase) = 4
"""
testcase = [1,2,3,4]
def check_std(self):
y = scipy.stats.std(self.testcase)
assert_approx_equal(y,1.290994449)
def check_var(self):
"""
var(testcase) = 1.666666667 """
#y = scipy.stats.var(self.shoes[0])
#assert_approx_equal(y,6.009)
y = scipy.stats.var(self.testcase)
assert_approx_equal(y,1.666666667)
def check_samplevar(self):
"""
R does not have 'samplevar' so the following was used
var(testcase)*(4-1)/4 where 4 = length(testcase)
"""
#y = scipy.stats.samplevar(self.shoes[0])
#assert_approx_equal(y,5.4081)
y = scipy.stats.samplevar(self.testcase)
assert_approx_equal(y,1.25)
def check_samplestd(self):
#y = scipy.stats.samplestd(self.shoes[0])
#assert_approx_equal(y,2.325532197)
y = scipy.stats.samplestd(self.testcase)
assert_approx_equal(y,1.118033989)
def check_signaltonoise(self):
"""
this is not in R, so used
mean(testcase,axis=0)/(sqrt(var(testcase)*3/4)) """
#y = scipy.stats.signaltonoise(self.shoes[0])
#assert_approx_equal(y,4.5709967)
y = scipy.stats.signaltonoise(self.testcase)
assert_approx_equal(y,2.236067977)
def check_stderr(self):
"""
this is not in R, so used
sqrt(var(testcase))/sqrt(4)
"""
## y = scipy.stats.stderr(self.shoes[0])
## assert_approx_equal(y,0.775177399)
y = scipy.stats.stderr(self.testcase)
assert_approx_equal(y,0.6454972244)
def check_sem(self):
"""
this is not in R, so used
sqrt(var(testcase)*3/4)/sqrt(3)
"""
#y = scipy.stats.sem(self.shoes[0])
#assert_approx_equal(y,0.775177399)
y = scipy.stats.sem(self.testcase)
assert_approx_equal(y,0.6454972244)
def check_z(self):
"""
not in R, so used
(10-mean(testcase,axis=0))/sqrt(var(testcase)*3/4)
"""
y = scipy.stats.z(self.testcase,scipy.stats.mean(self.testcase))
assert_almost_equal(y,0.0)
def check_zs(self):
"""
not in R, so tested by using
(testcase[i]-mean(testcase,axis=0))/sqrt(var(testcase)*3/4)
"""
y = scipy.stats.zs(self.testcase)
desired = ([-1.3416407864999, -0.44721359549996 , 0.44721359549996 , 1.3416407864999])
assert_array_almost_equal(desired,y,decimal=12)
class test_moments(ScipyTestCase):
"""
Comparison numbers are found using R v.1.5.1
note that length(testcase) = 4
testmathworks comes from documentation for the
Statistics Toolbox for Matlab and can be found at both
http://www.mathworks.com/access/helpdesk/help/toolbox/stats/kurtosis.shtml
http://www.mathworks.com/access/helpdesk/help/toolbox/stats/skewness.shtml
Note that both test cases came from here.
"""
testcase = [1,2,3,4]
testmathworks = [1.165 , 0.6268, 0.0751, 0.3516, -0.6965]
def check_moment(self):
"""
mean((testcase-mean(testcase))**power,axis=0),axis=0))**power))"""
y = scipy.stats.moment(self.testcase,1)
assert_approx_equal(y,0.0,10)
y = scipy.stats.moment(self.testcase,2)
assert_approx_equal(y,1.25)
y = scipy.stats.moment(self.testcase,3)
assert_approx_equal(y,0.0)
y = scipy.stats.moment(self.testcase,4)
assert_approx_equal(y,2.5625)
def check_variation(self):
"""
variation = samplestd/mean """
## y = scipy.stats.variation(self.shoes[0])
## assert_approx_equal(y,21.8770668)
y = scipy.stats.variation(self.testcase)
assert_approx_equal(y,0.44721359549996, 10)
def check_skewness(self):
"""
sum((testmathworks-mean(testmathworks,axis=0))**3,axis=0)/((sqrt(var(testmathworks)*4/5))**3)/5
"""
y = scipy.stats.skew(self.testmathworks)
assert_approx_equal(y,-0.29322304336607,10)
y = scipy.stats.skew(self.testmathworks,bias=0)
assert_approx_equal(y,-0.437111105023940,10)
y = scipy.stats.skew(self.testcase)
assert_approx_equal(y,0.0,10)
def check_kurtosis(self):
"""
sum((testcase-mean(testcase,axis=0))**4,axis=0)/((sqrt(var(testcase)*3/4))**4)/4
sum((test2-mean(testmathworks,axis=0))**4,axis=0)/((sqrt(var(testmathworks)*4/5))**4)/5
Set flags for axis = 0 and
fisher=0 (Pearson's defn of kurtosis for compatiability with Matlab)
"""
y = scipy.stats.kurtosis(self.testmathworks,0,fisher=0,bias=1)
assert_approx_equal(y, 2.1658856802973,10)
# Note that MATLAB has confusing docs for the following case
# kurtosis(x,0) gives an unbiased estimate of Pearson's skewness
# kurtosis(x) gives a biased estimate of Fisher's skewness (Pearson-3)
# The MATLAB docs imply that both should give Fisher's
y = scipy.stats.kurtosis(self.testmathworks,fisher=0,bias=0)
assert_approx_equal(y, 3.663542721189047,10)
y = scipy.stats.kurtosis(self.testcase,0,0)
assert_approx_equal(y,1.64)
class test_threshold(ScipyTestCase):
def check_basic(self):
a = [-1,2,3,4,5,-1,-2]
assert_array_equal(stats.threshold(a),a)
assert_array_equal(stats.threshold(a,3,None,0),
[0,0,3,4,5,0,0])
assert_array_equal(stats.threshold(a,None,3,0),
[-1,2,3,0,0,-1,-2])
assert_array_equal(stats.threshold(a,2,4,0),
[0,2,3,4,0,0,0])
if __name__ == "__main__":
ScipyTest().run()
|