405 lines
17 KiB
Python
405 lines
17 KiB
Python
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import copy
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import numpy as np
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import pytest
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from numpy.testing import assert_allclose
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from scipy import stats
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from scipy.stats._multicomp import _pvalue_dunnett, DunnettResult
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class TestDunnett:
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# For the following tests, p-values were computed using Matlab, e.g.
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# sample = [18. 15. 18. 16. 17. 15. 14. 14. 14. 15. 15....
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# 14. 15. 14. 22. 18. 21. 21. 10. 10. 11. 9....
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# 25. 26. 17.5 16. 15.5 14.5 22. 22. 24. 22.5 29....
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# 24.5 20. 18. 18.5 17.5 26.5 13. 16.5 13. 13. 13....
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# 28. 27. 34. 31. 29. 27. 24. 23. 38. 36. 25....
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# 38. 26. 22. 36. 27. 27. 32. 28. 31....
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# 24. 27. 33. 32. 28. 19. 37. 31. 36. 36....
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# 34. 38. 32. 38. 32....
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# 26. 24. 26. 25. 29. 29.5 16.5 36. 44....
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# 25. 27. 19....
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# 25. 20....
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# 28.];
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# j = [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ...
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# 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ...
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# 0 0 0 0...
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# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1...
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# 2 2 2 2 2 2 2 2 2...
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# 3 3 3...
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# 4 4...
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# 5];
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# [~, ~, stats] = anova1(sample, j, "off");
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# [results, ~, ~, gnames] = multcompare(stats, ...
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# "CriticalValueType", "dunnett", ...
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# "Approximate", false);
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# tbl = array2table(results, "VariableNames", ...
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# ["Group", "Control Group", "Lower Limit", ...
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# "Difference", "Upper Limit", "P-value"]);
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# tbl.("Group") = gnames(tbl.("Group"));
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# tbl.("Control Group") = gnames(tbl.("Control Group"))
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# Matlab doesn't report the statistic, so the statistics were
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# computed using R multcomp `glht`, e.g.:
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# library(multcomp)
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# options(digits=16)
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# control < - c(18.0, 15.0, 18.0, 16.0, 17.0, 15.0, 14.0, 14.0, 14.0,
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# 15.0, 15.0, 14.0, 15.0, 14.0, 22.0, 18.0, 21.0, 21.0,
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# 10.0, 10.0, 11.0, 9.0, 25.0, 26.0, 17.5, 16.0, 15.5,
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# 14.5, 22.0, 22.0, 24.0, 22.5, 29.0, 24.5, 20.0, 18.0,
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# 18.5, 17.5, 26.5, 13.0, 16.5, 13.0, 13.0, 13.0, 28.0,
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# 27.0, 34.0, 31.0, 29.0, 27.0, 24.0, 23.0, 38.0, 36.0,
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# 25.0, 38.0, 26.0, 22.0, 36.0, 27.0, 27.0, 32.0, 28.0,
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# 31.0)
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# t < - c(24.0, 27.0, 33.0, 32.0, 28.0, 19.0, 37.0, 31.0, 36.0, 36.0,
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# 34.0, 38.0, 32.0, 38.0, 32.0)
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# w < - c(26.0, 24.0, 26.0, 25.0, 29.0, 29.5, 16.5, 36.0, 44.0)
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# x < - c(25.0, 27.0, 19.0)
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# y < - c(25.0, 20.0)
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# z < - c(28.0)
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#
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# groups = factor(rep(c("control", "t", "w", "x", "y", "z"),
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# times=c(length(control), length(t), length(w),
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# length(x), length(y), length(z))))
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# df < - data.frame(response=c(control, t, w, x, y, z),
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# group=groups)
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# model < - aov(response
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# ~group, data = df)
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# test < - glht(model=model,
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# linfct=mcp(group="Dunnett"),
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# alternative="g")
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# summary(test)
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# confint(test)
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# p-values agreed with those produced by Matlab to at least atol=1e-3
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# From Matlab's documentation on multcompare
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samples_1 = [
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[
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24.0, 27.0, 33.0, 32.0, 28.0, 19.0, 37.0, 31.0, 36.0, 36.0,
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34.0, 38.0, 32.0, 38.0, 32.0
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],
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[26.0, 24.0, 26.0, 25.0, 29.0, 29.5, 16.5, 36.0, 44.0],
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[25.0, 27.0, 19.0],
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[25.0, 20.0],
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[28.0]
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]
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control_1 = [
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18.0, 15.0, 18.0, 16.0, 17.0, 15.0, 14.0, 14.0, 14.0, 15.0, 15.0,
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14.0, 15.0, 14.0, 22.0, 18.0, 21.0, 21.0, 10.0, 10.0, 11.0, 9.0,
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25.0, 26.0, 17.5, 16.0, 15.5, 14.5, 22.0, 22.0, 24.0, 22.5, 29.0,
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24.5, 20.0, 18.0, 18.5, 17.5, 26.5, 13.0, 16.5, 13.0, 13.0, 13.0,
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28.0, 27.0, 34.0, 31.0, 29.0, 27.0, 24.0, 23.0, 38.0, 36.0, 25.0,
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38.0, 26.0, 22.0, 36.0, 27.0, 27.0, 32.0, 28.0, 31.0
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]
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pvalue_1 = [4.727e-06, 0.022346, 0.97912, 0.99953, 0.86579] # Matlab
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# Statistic, alternative p-values, and CIs computed with R multcomp `glht`
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p_1_twosided = [1e-4, 0.02237, 0.97913, 0.99953, 0.86583]
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p_1_greater = [1e-4, 0.011217, 0.768500, 0.896991, 0.577211]
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p_1_less = [1, 1, 0.99660, 0.98398, .99953]
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statistic_1 = [5.27356, 2.91270, 0.60831, 0.27002, 0.96637]
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ci_1_twosided = [[5.3633917835622, 0.7296142201217, -8.3879817106607,
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-11.9090753452911, -11.7655021543469],
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[15.9709832164378, 13.8936496687672, 13.4556900439941,
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14.6434503452911, 25.4998771543469]]
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ci_1_greater = [5.9036402398526, 1.4000632918725, -7.2754756323636,
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-10.5567456382391, -9.8675629499576]
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ci_1_less = [15.4306165948619, 13.2230539537359, 12.3429406339544,
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13.2908248513211, 23.6015228251660]
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pvalues_1 = dict(twosided=p_1_twosided, less=p_1_less, greater=p_1_greater)
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cis_1 = dict(twosided=ci_1_twosided, less=ci_1_less, greater=ci_1_greater)
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case_1 = dict(samples=samples_1, control=control_1, statistic=statistic_1,
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pvalues=pvalues_1, cis=cis_1)
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# From Dunnett1955 comparing with R's DescTools: DunnettTest
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samples_2 = [[9.76, 8.80, 7.68, 9.36], [12.80, 9.68, 12.16, 9.20, 10.55]]
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control_2 = [7.40, 8.50, 7.20, 8.24, 9.84, 8.32]
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pvalue_2 = [0.6201, 0.0058]
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# Statistic, alternative p-values, and CIs computed with R multcomp `glht`
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p_2_twosided = [0.6201020, 0.0058254]
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p_2_greater = [0.3249776, 0.0029139]
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p_2_less = [0.91676, 0.99984]
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statistic_2 = [0.85703, 3.69375]
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ci_2_twosided = [[-1.2564116462124, 0.8396273539789],
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[2.5564116462124, 4.4163726460211]]
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ci_2_greater = [-0.9588591188156, 1.1187563667543]
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ci_2_less = [2.2588591188156, 4.1372436332457]
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pvalues_2 = dict(twosided=p_2_twosided, less=p_2_less, greater=p_2_greater)
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cis_2 = dict(twosided=ci_2_twosided, less=ci_2_less, greater=ci_2_greater)
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case_2 = dict(samples=samples_2, control=control_2, statistic=statistic_2,
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pvalues=pvalues_2, cis=cis_2)
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samples_3 = [[55, 64, 64], [55, 49, 52], [50, 44, 41]]
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control_3 = [55, 47, 48]
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pvalue_3 = [0.0364, 0.8966, 0.4091]
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# Statistic, alternative p-values, and CIs computed with R multcomp `glht`
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p_3_twosided = [0.036407, 0.896539, 0.409295]
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p_3_greater = [0.018277, 0.521109, 0.981892]
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p_3_less = [0.99944, 0.90054, 0.20974]
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statistic_3 = [3.09073, 0.56195, -1.40488]
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ci_3_twosided = [[0.7529028025053, -8.2470971974947, -15.2470971974947],
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[21.2470971974947, 12.2470971974947, 5.2470971974947]]
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ci_3_greater = [2.4023682323149, -6.5976317676851, -13.5976317676851]
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ci_3_less = [19.5984402363662, 10.5984402363662, 3.5984402363662]
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pvalues_3 = dict(twosided=p_3_twosided, less=p_3_less, greater=p_3_greater)
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cis_3 = dict(twosided=ci_3_twosided, less=ci_3_less, greater=ci_3_greater)
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case_3 = dict(samples=samples_3, control=control_3, statistic=statistic_3,
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pvalues=pvalues_3, cis=cis_3)
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# From Thomson and Short,
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# Mucociliary function in health, chronic obstructive airway disease,
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# and asbestosis, Journal of Applied Physiology, 1969. Table 1
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# Comparing with R's DescTools: DunnettTest
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samples_4 = [[3.8, 2.7, 4.0, 2.4], [2.8, 3.4, 3.7, 2.2, 2.0]]
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control_4 = [2.9, 3.0, 2.5, 2.6, 3.2]
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pvalue_4 = [0.5832, 0.9982]
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# Statistic, alternative p-values, and CIs computed with R multcomp `glht`
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p_4_twosided = [0.58317, 0.99819]
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p_4_greater = [0.30225, 0.69115]
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p_4_less = [0.91929, 0.65212]
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statistic_4 = [0.90875, -0.05007]
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ci_4_twosided = [[-0.6898153448579, -1.0333456251632],
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[1.4598153448579, 0.9933456251632]]
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ci_4_greater = [-0.5186459268412, -0.8719655502147 ]
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ci_4_less = [1.2886459268412, 0.8319655502147]
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pvalues_4 = dict(twosided=p_4_twosided, less=p_4_less, greater=p_4_greater)
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cis_4 = dict(twosided=ci_4_twosided, less=ci_4_less, greater=ci_4_greater)
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case_4 = dict(samples=samples_4, control=control_4, statistic=statistic_4,
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pvalues=pvalues_4, cis=cis_4)
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@pytest.mark.parametrize(
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'rho, n_groups, df, statistic, pvalue, alternative',
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[
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# From Dunnett1955
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# Tables 1a and 1b pages 1117-1118
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(0.5, 1, 10, 1.81, 0.05, "greater"), # different than two-sided
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(0.5, 3, 10, 2.34, 0.05, "greater"),
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(0.5, 2, 30, 1.99, 0.05, "greater"),
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(0.5, 5, 30, 2.33, 0.05, "greater"),
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(0.5, 4, 12, 3.32, 0.01, "greater"),
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(0.5, 7, 12, 3.56, 0.01, "greater"),
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(0.5, 2, 60, 2.64, 0.01, "greater"),
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(0.5, 4, 60, 2.87, 0.01, "greater"),
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(0.5, 4, 60, [2.87, 2.21], [0.01, 0.05], "greater"),
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# Tables 2a and 2b pages 1119-1120
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(0.5, 1, 10, 2.23, 0.05, "two-sided"), # two-sided
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(0.5, 3, 10, 2.81, 0.05, "two-sided"),
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(0.5, 2, 30, 2.32, 0.05, "two-sided"),
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(0.5, 3, 20, 2.57, 0.05, "two-sided"),
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(0.5, 4, 12, 3.76, 0.01, "two-sided"),
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(0.5, 7, 12, 4.08, 0.01, "two-sided"),
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(0.5, 2, 60, 2.90, 0.01, "two-sided"),
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(0.5, 4, 60, 3.14, 0.01, "two-sided"),
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(0.5, 4, 60, [3.14, 2.55], [0.01, 0.05], "two-sided"),
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],
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)
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def test_critical_values(
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self, rho, n_groups, df, statistic, pvalue, alternative
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):
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rng = np.random.default_rng(165250594791731684851746311027739134893)
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rho = np.full((n_groups, n_groups), rho)
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np.fill_diagonal(rho, 1)
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statistic = np.array(statistic)
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res = _pvalue_dunnett(
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rho=rho, df=df, statistic=statistic,
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alternative=alternative,
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rng=rng
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)
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assert_allclose(res, pvalue, atol=5e-3)
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@pytest.mark.parametrize(
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'samples, control, pvalue, statistic',
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[
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(samples_1, control_1, pvalue_1, statistic_1),
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(samples_2, control_2, pvalue_2, statistic_2),
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(samples_3, control_3, pvalue_3, statistic_3),
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(samples_4, control_4, pvalue_4, statistic_4),
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]
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)
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def test_basic(self, samples, control, pvalue, statistic):
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rng = np.random.default_rng(11681140010308601919115036826969764808)
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res = stats.dunnett(*samples, control=control, random_state=rng)
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assert isinstance(res, DunnettResult)
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assert_allclose(res.statistic, statistic, rtol=5e-5)
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assert_allclose(res.pvalue, pvalue, rtol=1e-2, atol=1e-4)
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@pytest.mark.parametrize(
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'alternative',
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['two-sided', 'less', 'greater']
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)
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def test_ttest_ind(self, alternative):
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# check that `dunnett` agrees with `ttest_ind`
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# when there are only two groups
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rng = np.random.default_rng(114184017807316971636137493526995620351)
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for _ in range(10):
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sample = rng.integers(-100, 100, size=(10,))
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control = rng.integers(-100, 100, size=(10,))
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res = stats.dunnett(
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sample, control=control,
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alternative=alternative, random_state=rng
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)
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ref = stats.ttest_ind(
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sample, control,
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alternative=alternative, random_state=rng
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)
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assert_allclose(res.statistic, ref.statistic, rtol=1e-3, atol=1e-5)
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assert_allclose(res.pvalue, ref.pvalue, rtol=1e-3, atol=1e-5)
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@pytest.mark.parametrize(
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'alternative, pvalue',
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[
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('less', [0, 1]),
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('greater', [1, 0]),
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('two-sided', [0, 0]),
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]
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)
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def test_alternatives(self, alternative, pvalue):
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rng = np.random.default_rng(114184017807316971636137493526995620351)
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# width of 20 and min diff between samples/control is 60
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# and maximal diff would be 100
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|
sample_less = rng.integers(0, 20, size=(10,))
|
||
|
|
control = rng.integers(80, 100, size=(10,))
|
||
|
|
sample_greater = rng.integers(160, 180, size=(10,))
|
||
|
|
|
||
|
|
res = stats.dunnett(
|
||
|
|
sample_less, sample_greater, control=control,
|
||
|
|
alternative=alternative, random_state=rng
|
||
|
|
)
|
||
|
|
assert_allclose(res.pvalue, pvalue, atol=1e-7)
|
||
|
|
|
||
|
|
ci = res.confidence_interval()
|
||
|
|
# two-sided is comparable for high/low
|
||
|
|
if alternative == 'less':
|
||
|
|
assert np.isneginf(ci.low).all()
|
||
|
|
assert -100 < ci.high[0] < -60
|
||
|
|
assert 60 < ci.high[1] < 100
|
||
|
|
elif alternative == 'greater':
|
||
|
|
assert -100 < ci.low[0] < -60
|
||
|
|
assert 60 < ci.low[1] < 100
|
||
|
|
assert np.isposinf(ci.high).all()
|
||
|
|
elif alternative == 'two-sided':
|
||
|
|
assert -100 < ci.low[0] < -60
|
||
|
|
assert 60 < ci.low[1] < 100
|
||
|
|
assert -100 < ci.high[0] < -60
|
||
|
|
assert 60 < ci.high[1] < 100
|
||
|
|
|
||
|
|
@pytest.mark.parametrize("case", [case_1, case_2, case_3, case_4])
|
||
|
|
@pytest.mark.parametrize("alternative", ['less', 'greater', 'two-sided'])
|
||
|
|
def test_against_R_multicomp_glht(self, case, alternative):
|
||
|
|
rng = np.random.default_rng(189117774084579816190295271136455278291)
|
||
|
|
samples = case['samples']
|
||
|
|
control = case['control']
|
||
|
|
alternatives = {'less': 'less', 'greater': 'greater',
|
||
|
|
'two-sided': 'twosided'}
|
||
|
|
p_ref = case['pvalues'][alternative.replace('-', '')]
|
||
|
|
|
||
|
|
res = stats.dunnett(*samples, control=control, alternative=alternative,
|
||
|
|
random_state=rng)
|
||
|
|
# atol can't be tighter because R reports some pvalues as "< 1e-4"
|
||
|
|
assert_allclose(res.pvalue, p_ref, rtol=5e-3, atol=1e-4)
|
||
|
|
|
||
|
|
ci_ref = case['cis'][alternatives[alternative]]
|
||
|
|
if alternative == "greater":
|
||
|
|
ci_ref = [ci_ref, np.inf]
|
||
|
|
elif alternative == "less":
|
||
|
|
ci_ref = [-np.inf, ci_ref]
|
||
|
|
assert res._ci is None
|
||
|
|
assert res._ci_cl is None
|
||
|
|
ci = res.confidence_interval(confidence_level=0.95)
|
||
|
|
assert_allclose(ci.low, ci_ref[0], rtol=5e-3, atol=1e-5)
|
||
|
|
assert_allclose(ci.high, ci_ref[1], rtol=5e-3, atol=1e-5)
|
||
|
|
|
||
|
|
# re-run to use the cached value "is" to check id as same object
|
||
|
|
assert res._ci is ci
|
||
|
|
assert res._ci_cl == 0.95
|
||
|
|
ci_ = res.confidence_interval(confidence_level=0.95)
|
||
|
|
assert ci_ is ci
|
||
|
|
|
||
|
|
@pytest.mark.parametrize('alternative', ["two-sided", "less", "greater"])
|
||
|
|
def test_str(self, alternative):
|
||
|
|
rng = np.random.default_rng(189117774084579816190295271136455278291)
|
||
|
|
|
||
|
|
res = stats.dunnett(
|
||
|
|
*self.samples_3, control=self.control_3, alternative=alternative,
|
||
|
|
random_state=rng
|
||
|
|
)
|
||
|
|
|
||
|
|
# check some str output
|
||
|
|
res_str = str(res)
|
||
|
|
assert '(Sample 2 - Control)' in res_str
|
||
|
|
assert '95.0%' in res_str
|
||
|
|
|
||
|
|
if alternative == 'less':
|
||
|
|
assert '-inf' in res_str
|
||
|
|
assert '19.' in res_str
|
||
|
|
elif alternative == 'greater':
|
||
|
|
assert 'inf' in res_str
|
||
|
|
assert '-13.' in res_str
|
||
|
|
else:
|
||
|
|
assert 'inf' not in res_str
|
||
|
|
assert '21.' in res_str
|
||
|
|
|
||
|
|
def test_warnings(self):
|
||
|
|
rng = np.random.default_rng(189117774084579816190295271136455278291)
|
||
|
|
|
||
|
|
res = stats.dunnett(
|
||
|
|
*self.samples_3, control=self.control_3, random_state=rng
|
||
|
|
)
|
||
|
|
msg = r"Computation of the confidence interval did not converge"
|
||
|
|
with pytest.warns(UserWarning, match=msg):
|
||
|
|
res._allowance(tol=1e-5)
|
||
|
|
|
||
|
|
def test_raises(self):
|
||
|
|
samples, control = self.samples_3, self.control_3
|
||
|
|
|
||
|
|
# alternative
|
||
|
|
with pytest.raises(ValueError, match="alternative must be"):
|
||
|
|
stats.dunnett(*samples, control=control, alternative='bob')
|
||
|
|
|
||
|
|
# 2D for a sample
|
||
|
|
samples_ = copy.deepcopy(samples)
|
||
|
|
samples_[0] = [samples_[0]]
|
||
|
|
with pytest.raises(ValueError, match="must be 1D arrays"):
|
||
|
|
stats.dunnett(*samples_, control=control)
|
||
|
|
|
||
|
|
# 2D for control
|
||
|
|
control_ = copy.deepcopy(control)
|
||
|
|
control_ = [control_]
|
||
|
|
with pytest.raises(ValueError, match="must be 1D arrays"):
|
||
|
|
stats.dunnett(*samples, control=control_)
|
||
|
|
|
||
|
|
# No obs in a sample
|
||
|
|
samples_ = copy.deepcopy(samples)
|
||
|
|
samples_[1] = []
|
||
|
|
with pytest.raises(ValueError, match="at least 1 observation"):
|
||
|
|
stats.dunnett(*samples_, control=control)
|
||
|
|
|
||
|
|
# No obs in control
|
||
|
|
control_ = []
|
||
|
|
with pytest.raises(ValueError, match="at least 1 observation"):
|
||
|
|
stats.dunnett(*samples, control=control_)
|
||
|
|
|
||
|
|
res = stats.dunnett(*samples, control=control)
|
||
|
|
with pytest.raises(ValueError, match="Confidence level must"):
|
||
|
|
res.confidence_interval(confidence_level=3)
|
||
|
|
|
||
|
|
@pytest.mark.filterwarnings("ignore:Computation of the confidence")
|
||
|
|
@pytest.mark.parametrize('n_samples', [1, 2, 3])
|
||
|
|
def test_shapes(self, n_samples):
|
||
|
|
rng = np.random.default_rng(689448934110805334)
|
||
|
|
samples = rng.normal(size=(n_samples, 10))
|
||
|
|
control = rng.normal(size=10)
|
||
|
|
res = stats.dunnett(*samples, control=control, random_state=rng)
|
||
|
|
assert res.statistic.shape == (n_samples,)
|
||
|
|
assert res.pvalue.shape == (n_samples,)
|
||
|
|
ci = res.confidence_interval()
|
||
|
|
assert ci.low.shape == (n_samples,)
|
||
|
|
assert ci.high.shape == (n_samples,)
|