1749 lines
70 KiB
Python
1749 lines
70 KiB
Python
import numpy as np
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import pytest
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from scipy.stats import bootstrap, monte_carlo_test, permutation_test
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from numpy.testing import assert_allclose, assert_equal, suppress_warnings
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from scipy import stats
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from scipy import special
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from .. import _resampling as _resampling
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from scipy._lib._util import rng_integers
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from scipy.optimize import root
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def test_bootstrap_iv():
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message = "`data` must be a sequence of samples."
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with pytest.raises(ValueError, match=message):
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bootstrap(1, np.mean)
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message = "`data` must contain at least one sample."
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with pytest.raises(ValueError, match=message):
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bootstrap(tuple(), np.mean)
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message = "each sample in `data` must contain two or more observations..."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3], [1]), np.mean)
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message = ("When `paired is True`, all samples must have the same length ")
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3], [1, 2, 3, 4]), np.mean, paired=True)
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message = "`vectorized` must be `True`, `False`, or `None`."
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with pytest.raises(ValueError, match=message):
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bootstrap(1, np.mean, vectorized='ekki')
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message = "`axis` must be an integer."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, axis=1.5)
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message = "could not convert string to float"
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, confidence_level='ni')
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message = "`n_resamples` must be a non-negative integer."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, n_resamples=-1000)
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message = "`n_resamples` must be a non-negative integer."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, n_resamples=1000.5)
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message = "`batch` must be a positive integer or None."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, batch=-1000)
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message = "`batch` must be a positive integer or None."
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, batch=1000.5)
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message = "`method` must be in"
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, method='ekki')
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message = "`bootstrap_result` must have attribute `bootstrap_distribution'"
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, bootstrap_result=10)
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message = "Either `bootstrap_result.bootstrap_distribution.size`"
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, n_resamples=0)
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message = "'herring' cannot be used to seed a"
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with pytest.raises(ValueError, match=message):
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bootstrap(([1, 2, 3],), np.mean, random_state='herring')
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@pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
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@pytest.mark.parametrize("axis", [0, 1, 2])
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def test_bootstrap_batch(method, axis):
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# for one-sample statistics, batch size shouldn't affect the result
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np.random.seed(0)
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x = np.random.rand(10, 11, 12)
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res1 = bootstrap((x,), np.mean, batch=None, method=method,
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random_state=0, axis=axis, n_resamples=100)
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res2 = bootstrap((x,), np.mean, batch=10, method=method,
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random_state=0, axis=axis, n_resamples=100)
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assert_equal(res2.confidence_interval.low, res1.confidence_interval.low)
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assert_equal(res2.confidence_interval.high, res1.confidence_interval.high)
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assert_equal(res2.standard_error, res1.standard_error)
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@pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
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def test_bootstrap_paired(method):
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# test that `paired` works as expected
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np.random.seed(0)
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n = 100
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x = np.random.rand(n)
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y = np.random.rand(n)
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def my_statistic(x, y, axis=-1):
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return ((x-y)**2).mean(axis=axis)
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def my_paired_statistic(i, axis=-1):
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a = x[i]
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b = y[i]
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res = my_statistic(a, b)
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return res
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i = np.arange(len(x))
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res1 = bootstrap((i,), my_paired_statistic, random_state=0)
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res2 = bootstrap((x, y), my_statistic, paired=True, random_state=0)
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assert_allclose(res1.confidence_interval, res2.confidence_interval)
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assert_allclose(res1.standard_error, res2.standard_error)
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@pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
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@pytest.mark.parametrize("axis", [0, 1, 2])
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@pytest.mark.parametrize("paired", [True, False])
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def test_bootstrap_vectorized(method, axis, paired):
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# test that paired is vectorized as expected: when samples are tiled,
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# CI and standard_error of each axis-slice is the same as those of the
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# original 1d sample
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np.random.seed(0)
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def my_statistic(x, y, z, axis=-1):
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return x.mean(axis=axis) + y.mean(axis=axis) + z.mean(axis=axis)
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shape = 10, 11, 12
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n_samples = shape[axis]
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x = np.random.rand(n_samples)
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y = np.random.rand(n_samples)
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z = np.random.rand(n_samples)
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res1 = bootstrap((x, y, z), my_statistic, paired=paired, method=method,
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random_state=0, axis=0, n_resamples=100)
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assert (res1.bootstrap_distribution.shape
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== res1.standard_error.shape + (100,))
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reshape = [1, 1, 1]
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reshape[axis] = n_samples
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x = np.broadcast_to(x.reshape(reshape), shape)
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y = np.broadcast_to(y.reshape(reshape), shape)
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z = np.broadcast_to(z.reshape(reshape), shape)
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res2 = bootstrap((x, y, z), my_statistic, paired=paired, method=method,
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random_state=0, axis=axis, n_resamples=100)
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assert_allclose(res2.confidence_interval.low,
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res1.confidence_interval.low)
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assert_allclose(res2.confidence_interval.high,
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res1.confidence_interval.high)
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assert_allclose(res2.standard_error, res1.standard_error)
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result_shape = list(shape)
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result_shape.pop(axis)
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assert_equal(res2.confidence_interval.low.shape, result_shape)
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assert_equal(res2.confidence_interval.high.shape, result_shape)
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assert_equal(res2.standard_error.shape, result_shape)
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@pytest.mark.xfail_on_32bit("MemoryError with BCa observed in CI")
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@pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
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def test_bootstrap_against_theory(method):
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# based on https://www.statology.org/confidence-intervals-python/
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rng = np.random.default_rng(2442101192988600726)
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data = stats.norm.rvs(loc=5, scale=2, size=5000, random_state=rng)
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alpha = 0.95
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dist = stats.t(df=len(data)-1, loc=np.mean(data), scale=stats.sem(data))
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expected_interval = dist.interval(confidence=alpha)
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expected_se = dist.std()
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config = dict(data=(data,), statistic=np.mean, n_resamples=5000,
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method=method, random_state=rng)
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res = bootstrap(**config, confidence_level=alpha)
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assert_allclose(res.confidence_interval, expected_interval, rtol=5e-4)
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assert_allclose(res.standard_error, expected_se, atol=3e-4)
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config.update(dict(n_resamples=0, bootstrap_result=res))
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res = bootstrap(**config, confidence_level=alpha, alternative='less')
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assert_allclose(res.confidence_interval.high, dist.ppf(alpha), rtol=5e-4)
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config.update(dict(n_resamples=0, bootstrap_result=res))
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res = bootstrap(**config, confidence_level=alpha, alternative='greater')
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assert_allclose(res.confidence_interval.low, dist.ppf(1-alpha), rtol=5e-4)
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tests_R = {"basic": (23.77, 79.12),
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"percentile": (28.86, 84.21),
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"BCa": (32.31, 91.43)}
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@pytest.mark.parametrize("method, expected", tests_R.items())
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def test_bootstrap_against_R(method, expected):
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# Compare against R's "boot" library
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# library(boot)
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# stat <- function (x, a) {
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# mean(x[a])
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# }
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# x <- c(10, 12, 12.5, 12.5, 13.9, 15, 21, 22,
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# 23, 34, 50, 81, 89, 121, 134, 213)
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# # Use a large value so we get a few significant digits for the CI.
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# n = 1000000
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# bootresult = boot(x, stat, n)
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# result <- boot.ci(bootresult)
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# print(result)
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x = np.array([10, 12, 12.5, 12.5, 13.9, 15, 21, 22,
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23, 34, 50, 81, 89, 121, 134, 213])
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res = bootstrap((x,), np.mean, n_resamples=1000000, method=method,
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random_state=0)
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assert_allclose(res.confidence_interval, expected, rtol=0.005)
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tests_against_itself_1samp = {"basic": 1780,
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"percentile": 1784,
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"BCa": 1784}
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def test_multisample_BCa_against_R():
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# Because bootstrap is stochastic, it's tricky to test against reference
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# behavior. Here, we show that SciPy's BCa CI matches R wboot's BCa CI
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# much more closely than the other SciPy CIs do.
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# arbitrary skewed data
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x = [0.75859206, 0.5910282, -0.4419409, -0.36654601,
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0.34955357, -1.38835871, 0.76735821]
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y = [1.41186073, 0.49775975, 0.08275588, 0.24086388,
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0.03567057, 0.52024419, 0.31966611, 1.32067634]
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# a multi-sample statistic for which the BCa CI tends to be different
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# from the other CIs
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def statistic(x, y, axis):
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s1 = stats.skew(x, axis=axis)
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s2 = stats.skew(y, axis=axis)
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return s1 - s2
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# compute confidence intervals using each method
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rng = np.random.default_rng(468865032284792692)
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res_basic = stats.bootstrap((x, y), statistic, method='basic',
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batch=100, random_state=rng)
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res_percent = stats.bootstrap((x, y), statistic, method='percentile',
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batch=100, random_state=rng)
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res_bca = stats.bootstrap((x, y), statistic, method='bca',
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batch=100, random_state=rng)
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# compute midpoints so we can compare just one number for each
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mid_basic = np.mean(res_basic.confidence_interval)
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mid_percent = np.mean(res_percent.confidence_interval)
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mid_bca = np.mean(res_bca.confidence_interval)
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# reference for BCA CI computed using R wboot package:
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# library(wBoot)
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# library(moments)
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# x = c(0.75859206, 0.5910282, -0.4419409, -0.36654601,
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# 0.34955357, -1.38835871, 0.76735821)
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# y = c(1.41186073, 0.49775975, 0.08275588, 0.24086388,
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# 0.03567057, 0.52024419, 0.31966611, 1.32067634)
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# twoskew <- function(x1, y1) {skewness(x1) - skewness(y1)}
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# boot.two.bca(x, y, skewness, conf.level = 0.95,
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# R = 9999, stacked = FALSE)
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mid_wboot = -1.5519
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# compute percent difference relative to wboot BCA method
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diff_basic = (mid_basic - mid_wboot)/abs(mid_wboot)
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diff_percent = (mid_percent - mid_wboot)/abs(mid_wboot)
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diff_bca = (mid_bca - mid_wboot)/abs(mid_wboot)
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# SciPy's BCa CI midpoint is much closer than that of the other methods
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assert diff_basic < -0.15
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assert diff_percent > 0.15
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assert abs(diff_bca) < 0.03
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def test_BCa_acceleration_against_reference():
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# Compare the (deterministic) acceleration parameter for a multi-sample
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# problem against a reference value. The example is from [1], but Efron's
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# value seems inaccurate. Straightorward code for computing the
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# reference acceleration (0.011008228344026734) is available at:
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# https://github.com/scipy/scipy/pull/16455#issuecomment-1193400981
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y = np.array([10, 27, 31, 40, 46, 50, 52, 104, 146])
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z = np.array([16, 23, 38, 94, 99, 141, 197])
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def statistic(z, y, axis=0):
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return np.mean(z, axis=axis) - np.mean(y, axis=axis)
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data = [z, y]
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res = stats.bootstrap(data, statistic)
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axis = -1
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alpha = 0.95
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theta_hat_b = res.bootstrap_distribution
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batch = 100
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_, _, a_hat = _resampling._bca_interval(data, statistic, axis, alpha,
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theta_hat_b, batch)
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assert_allclose(a_hat, 0.011008228344026734)
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@pytest.mark.parametrize("method, expected",
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tests_against_itself_1samp.items())
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def test_bootstrap_against_itself_1samp(method, expected):
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# The expected values in this test were generated using bootstrap
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# to check for unintended changes in behavior. The test also makes sure
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# that bootstrap works with multi-sample statistics and that the
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# `axis` argument works as expected / function is vectorized.
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np.random.seed(0)
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n = 100 # size of sample
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n_resamples = 999 # number of bootstrap resamples used to form each CI
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confidence_level = 0.9
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# The true mean is 5
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dist = stats.norm(loc=5, scale=1)
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stat_true = dist.mean()
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# Do the same thing 2000 times. (The code is fully vectorized.)
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n_replications = 2000
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data = dist.rvs(size=(n_replications, n))
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res = bootstrap((data,),
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statistic=np.mean,
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confidence_level=confidence_level,
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n_resamples=n_resamples,
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batch=50,
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method=method,
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axis=-1)
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ci = res.confidence_interval
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# ci contains vectors of lower and upper confidence interval bounds
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ci_contains_true = np.sum((ci[0] < stat_true) & (stat_true < ci[1]))
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assert ci_contains_true == expected
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# ci_contains_true is not inconsistent with confidence_level
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pvalue = stats.binomtest(ci_contains_true, n_replications,
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confidence_level).pvalue
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assert pvalue > 0.1
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tests_against_itself_2samp = {"basic": 892,
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"percentile": 890}
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@pytest.mark.parametrize("method, expected",
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tests_against_itself_2samp.items())
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def test_bootstrap_against_itself_2samp(method, expected):
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# The expected values in this test were generated using bootstrap
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# to check for unintended changes in behavior. The test also makes sure
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# that bootstrap works with multi-sample statistics and that the
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# `axis` argument works as expected / function is vectorized.
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np.random.seed(0)
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n1 = 100 # size of sample 1
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n2 = 120 # size of sample 2
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n_resamples = 999 # number of bootstrap resamples used to form each CI
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confidence_level = 0.9
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# The statistic we're interested in is the difference in means
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def my_stat(data1, data2, axis=-1):
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mean1 = np.mean(data1, axis=axis)
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mean2 = np.mean(data2, axis=axis)
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return mean1 - mean2
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# The true difference in the means is -0.1
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dist1 = stats.norm(loc=0, scale=1)
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dist2 = stats.norm(loc=0.1, scale=1)
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stat_true = dist1.mean() - dist2.mean()
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# Do the same thing 1000 times. (The code is fully vectorized.)
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n_replications = 1000
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data1 = dist1.rvs(size=(n_replications, n1))
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data2 = dist2.rvs(size=(n_replications, n2))
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res = bootstrap((data1, data2),
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statistic=my_stat,
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confidence_level=confidence_level,
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n_resamples=n_resamples,
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batch=50,
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method=method,
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axis=-1)
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ci = res.confidence_interval
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# ci contains vectors of lower and upper confidence interval bounds
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ci_contains_true = np.sum((ci[0] < stat_true) & (stat_true < ci[1]))
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assert ci_contains_true == expected
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# ci_contains_true is not inconsistent with confidence_level
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pvalue = stats.binomtest(ci_contains_true, n_replications,
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confidence_level).pvalue
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assert pvalue > 0.1
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@pytest.mark.parametrize("method", ["basic", "percentile"])
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@pytest.mark.parametrize("axis", [0, 1])
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def test_bootstrap_vectorized_3samp(method, axis):
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def statistic(*data, axis=0):
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# an arbitrary, vectorized statistic
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return sum(sample.mean(axis) for sample in data)
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def statistic_1d(*data):
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# the same statistic, not vectorized
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for sample in data:
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assert sample.ndim == 1
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return statistic(*data, axis=0)
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np.random.seed(0)
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x = np.random.rand(4, 5)
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y = np.random.rand(4, 5)
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z = np.random.rand(4, 5)
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res1 = bootstrap((x, y, z), statistic, vectorized=True,
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axis=axis, n_resamples=100, method=method, random_state=0)
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res2 = bootstrap((x, y, z), statistic_1d, vectorized=False,
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axis=axis, n_resamples=100, method=method, random_state=0)
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assert_allclose(res1.confidence_interval, res2.confidence_interval)
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assert_allclose(res1.standard_error, res2.standard_error)
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@pytest.mark.xfail_on_32bit("Failure is not concerning; see gh-14107")
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@pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
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@pytest.mark.parametrize("axis", [0, 1])
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def test_bootstrap_vectorized_1samp(method, axis):
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def statistic(x, axis=0):
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# an arbitrary, vectorized statistic
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return x.mean(axis=axis)
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def statistic_1d(x):
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# the same statistic, not vectorized
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assert x.ndim == 1
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return statistic(x, axis=0)
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np.random.seed(0)
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x = np.random.rand(4, 5)
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res1 = bootstrap((x,), statistic, vectorized=True, axis=axis,
|
|
n_resamples=100, batch=None, method=method,
|
|
random_state=0)
|
|
res2 = bootstrap((x,), statistic_1d, vectorized=False, axis=axis,
|
|
n_resamples=100, batch=10, method=method,
|
|
random_state=0)
|
|
assert_allclose(res1.confidence_interval, res2.confidence_interval)
|
|
assert_allclose(res1.standard_error, res2.standard_error)
|
|
|
|
|
|
@pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
|
|
def test_bootstrap_degenerate(method):
|
|
data = 35 * [10000.]
|
|
if method == "BCa":
|
|
with np.errstate(invalid='ignore'):
|
|
msg = "The BCa confidence interval cannot be calculated"
|
|
with pytest.warns(stats.DegenerateDataWarning, match=msg):
|
|
res = bootstrap([data, ], np.mean, method=method)
|
|
assert_equal(res.confidence_interval, (np.nan, np.nan))
|
|
else:
|
|
res = bootstrap([data, ], np.mean, method=method)
|
|
assert_equal(res.confidence_interval, (10000., 10000.))
|
|
assert_equal(res.standard_error, 0)
|
|
|
|
|
|
@pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
|
|
def test_bootstrap_gh15678(method):
|
|
# Check that gh-15678 is fixed: when statistic function returned a Python
|
|
# float, method="BCa" failed when trying to add a dimension to the float
|
|
rng = np.random.default_rng(354645618886684)
|
|
dist = stats.norm(loc=2, scale=4)
|
|
data = dist.rvs(size=100, random_state=rng)
|
|
data = (data,)
|
|
res = bootstrap(data, stats.skew, method=method, n_resamples=100,
|
|
random_state=np.random.default_rng(9563))
|
|
# this always worked because np.apply_along_axis returns NumPy data type
|
|
ref = bootstrap(data, stats.skew, method=method, n_resamples=100,
|
|
random_state=np.random.default_rng(9563), vectorized=False)
|
|
assert_allclose(res.confidence_interval, ref.confidence_interval)
|
|
assert_allclose(res.standard_error, ref.standard_error)
|
|
assert isinstance(res.standard_error, np.float64)
|
|
|
|
|
|
def test_bootstrap_min():
|
|
# Check that gh-15883 is fixed: percentileofscore should
|
|
# behave according to the 'mean' behavior and not trigger nan for BCa
|
|
rng = np.random.default_rng(1891289180021102)
|
|
dist = stats.norm(loc=2, scale=4)
|
|
data = dist.rvs(size=100, random_state=rng)
|
|
true_min = np.min(data)
|
|
data = (data,)
|
|
res = bootstrap(data, np.min, method="BCa", n_resamples=100,
|
|
random_state=np.random.default_rng(3942))
|
|
assert true_min == res.confidence_interval.low
|
|
res2 = bootstrap(-np.array(data), np.max, method="BCa", n_resamples=100,
|
|
random_state=np.random.default_rng(3942))
|
|
assert_allclose(-res.confidence_interval.low,
|
|
res2.confidence_interval.high)
|
|
assert_allclose(-res.confidence_interval.high,
|
|
res2.confidence_interval.low)
|
|
|
|
|
|
@pytest.mark.parametrize("additional_resamples", [0, 1000])
|
|
def test_re_bootstrap(additional_resamples):
|
|
# Test behavior of parameter `bootstrap_result`
|
|
rng = np.random.default_rng(8958153316228384)
|
|
x = rng.random(size=100)
|
|
|
|
n1 = 1000
|
|
n2 = additional_resamples
|
|
n3 = n1 + additional_resamples
|
|
|
|
rng = np.random.default_rng(296689032789913033)
|
|
res = stats.bootstrap((x,), np.mean, n_resamples=n1, random_state=rng,
|
|
confidence_level=0.95, method='percentile')
|
|
res = stats.bootstrap((x,), np.mean, n_resamples=n2, random_state=rng,
|
|
confidence_level=0.90, method='BCa',
|
|
bootstrap_result=res)
|
|
|
|
rng = np.random.default_rng(296689032789913033)
|
|
ref = stats.bootstrap((x,), np.mean, n_resamples=n3, random_state=rng,
|
|
confidence_level=0.90, method='BCa')
|
|
|
|
assert_allclose(res.standard_error, ref.standard_error, rtol=1e-14)
|
|
assert_allclose(res.confidence_interval, ref.confidence_interval,
|
|
rtol=1e-14)
|
|
|
|
|
|
@pytest.mark.xfail_on_32bit("Sensible to machine precision")
|
|
@pytest.mark.parametrize("method", ['basic', 'percentile', 'BCa'])
|
|
def test_bootstrap_alternative(method):
|
|
rng = np.random.default_rng(5894822712842015040)
|
|
dist = stats.norm(loc=2, scale=4)
|
|
data = (dist.rvs(size=(100), random_state=rng),)
|
|
|
|
config = dict(data=data, statistic=np.std, random_state=rng, axis=-1)
|
|
t = stats.bootstrap(**config, confidence_level=0.9)
|
|
|
|
config.update(dict(n_resamples=0, bootstrap_result=t))
|
|
l = stats.bootstrap(**config, confidence_level=0.95, alternative='less')
|
|
g = stats.bootstrap(**config, confidence_level=0.95, alternative='greater')
|
|
|
|
assert_allclose(l.confidence_interval.high, t.confidence_interval.high,
|
|
rtol=1e-14)
|
|
assert_allclose(g.confidence_interval.low, t.confidence_interval.low,
|
|
rtol=1e-14)
|
|
assert np.isneginf(l.confidence_interval.low)
|
|
assert np.isposinf(g.confidence_interval.high)
|
|
|
|
with pytest.raises(ValueError, match='`alternative` must be one of'):
|
|
stats.bootstrap(**config, alternative='ekki-ekki')
|
|
|
|
|
|
def test_jackknife_resample():
|
|
shape = 3, 4, 5, 6
|
|
np.random.seed(0)
|
|
x = np.random.rand(*shape)
|
|
y = next(_resampling._jackknife_resample(x))
|
|
|
|
for i in range(shape[-1]):
|
|
# each resample is indexed along second to last axis
|
|
# (last axis is the one the statistic will be taken over / consumed)
|
|
slc = y[..., i, :]
|
|
expected = np.delete(x, i, axis=-1)
|
|
|
|
assert np.array_equal(slc, expected)
|
|
|
|
y2 = np.concatenate(list(_resampling._jackknife_resample(x, batch=2)),
|
|
axis=-2)
|
|
assert np.array_equal(y2, y)
|
|
|
|
|
|
@pytest.mark.parametrize("rng_name", ["RandomState", "default_rng"])
|
|
def test_bootstrap_resample(rng_name):
|
|
rng = getattr(np.random, rng_name, None)
|
|
if rng is None:
|
|
pytest.skip(f"{rng_name} not available.")
|
|
rng1 = rng(0)
|
|
rng2 = rng(0)
|
|
|
|
n_resamples = 10
|
|
shape = 3, 4, 5, 6
|
|
|
|
np.random.seed(0)
|
|
x = np.random.rand(*shape)
|
|
y = _resampling._bootstrap_resample(x, n_resamples, random_state=rng1)
|
|
|
|
for i in range(n_resamples):
|
|
# each resample is indexed along second to last axis
|
|
# (last axis is the one the statistic will be taken over / consumed)
|
|
slc = y[..., i, :]
|
|
|
|
js = rng_integers(rng2, 0, shape[-1], shape[-1])
|
|
expected = x[..., js]
|
|
|
|
assert np.array_equal(slc, expected)
|
|
|
|
|
|
@pytest.mark.parametrize("score", [0, 0.5, 1])
|
|
@pytest.mark.parametrize("axis", [0, 1, 2])
|
|
def test_percentile_of_score(score, axis):
|
|
shape = 10, 20, 30
|
|
np.random.seed(0)
|
|
x = np.random.rand(*shape)
|
|
p = _resampling._percentile_of_score(x, score, axis=-1)
|
|
|
|
def vectorized_pos(a, score, axis):
|
|
return np.apply_along_axis(stats.percentileofscore, axis, a, score)
|
|
|
|
p2 = vectorized_pos(x, score, axis=-1)/100
|
|
|
|
assert_allclose(p, p2, 1e-15)
|
|
|
|
|
|
def test_percentile_along_axis():
|
|
# the difference between _percentile_along_axis and np.percentile is that
|
|
# np.percentile gets _all_ the qs for each axis slice, whereas
|
|
# _percentile_along_axis gets the q corresponding with each axis slice
|
|
|
|
shape = 10, 20
|
|
np.random.seed(0)
|
|
x = np.random.rand(*shape)
|
|
q = np.random.rand(*shape[:-1]) * 100
|
|
y = _resampling._percentile_along_axis(x, q)
|
|
|
|
for i in range(shape[0]):
|
|
res = y[i]
|
|
expected = np.percentile(x[i], q[i], axis=-1)
|
|
assert_allclose(res, expected, 1e-15)
|
|
|
|
|
|
@pytest.mark.parametrize("axis", [0, 1, 2])
|
|
def test_vectorize_statistic(axis):
|
|
# test that _vectorize_statistic vectorizes a statistic along `axis`
|
|
|
|
def statistic(*data, axis):
|
|
# an arbitrary, vectorized statistic
|
|
return sum(sample.mean(axis) for sample in data)
|
|
|
|
def statistic_1d(*data):
|
|
# the same statistic, not vectorized
|
|
for sample in data:
|
|
assert sample.ndim == 1
|
|
return statistic(*data, axis=0)
|
|
|
|
# vectorize the non-vectorized statistic
|
|
statistic2 = _resampling._vectorize_statistic(statistic_1d)
|
|
|
|
np.random.seed(0)
|
|
x = np.random.rand(4, 5, 6)
|
|
y = np.random.rand(4, 1, 6)
|
|
z = np.random.rand(1, 5, 6)
|
|
|
|
res1 = statistic(x, y, z, axis=axis)
|
|
res2 = statistic2(x, y, z, axis=axis)
|
|
assert_allclose(res1, res2)
|
|
|
|
|
|
@pytest.mark.parametrize("method", ["basic", "percentile", "BCa"])
|
|
def test_vector_valued_statistic(method):
|
|
# Generate 95% confidence interval around MLE of normal distribution
|
|
# parameters. Repeat 100 times, each time on sample of size 100.
|
|
# Check that confidence interval contains true parameters ~95 times.
|
|
# Confidence intervals are estimated and stochastic; a test failure
|
|
# does not necessarily indicate that something is wrong. More important
|
|
# than values of `counts` below is that the shapes of the outputs are
|
|
# correct.
|
|
|
|
rng = np.random.default_rng(2196847219)
|
|
params = 1, 0.5
|
|
sample = stats.norm.rvs(*params, size=(100, 100), random_state=rng)
|
|
|
|
def statistic(data, axis):
|
|
return np.asarray([np.mean(data, axis),
|
|
np.std(data, axis, ddof=1)])
|
|
|
|
res = bootstrap((sample,), statistic, method=method, axis=-1,
|
|
n_resamples=9999, batch=200)
|
|
|
|
counts = np.sum((res.confidence_interval.low.T < params)
|
|
& (res.confidence_interval.high.T > params),
|
|
axis=0)
|
|
assert np.all(counts >= 90)
|
|
assert np.all(counts <= 100)
|
|
assert res.confidence_interval.low.shape == (2, 100)
|
|
assert res.confidence_interval.high.shape == (2, 100)
|
|
assert res.standard_error.shape == (2, 100)
|
|
assert res.bootstrap_distribution.shape == (2, 100, 9999)
|
|
|
|
|
|
@pytest.mark.slow
|
|
@pytest.mark.filterwarnings('ignore::RuntimeWarning')
|
|
def test_vector_valued_statistic_gh17715():
|
|
# gh-17715 reported a mistake introduced in the extension of BCa to
|
|
# multi-sample statistics; a `len` should have been `.shape[-1]`. Check
|
|
# that this is resolved.
|
|
|
|
rng = np.random.default_rng(141921000979291141)
|
|
|
|
def concordance(x, y, axis):
|
|
xm = x.mean(axis)
|
|
ym = y.mean(axis)
|
|
cov = ((x - xm[..., None]) * (y - ym[..., None])).mean(axis)
|
|
return (2 * cov) / (x.var(axis) + y.var(axis) + (xm - ym) ** 2)
|
|
|
|
def statistic(tp, tn, fp, fn, axis):
|
|
actual = tp + fp
|
|
expected = tp + fn
|
|
return np.nan_to_num(concordance(actual, expected, axis))
|
|
|
|
def statistic_extradim(*args, axis):
|
|
return statistic(*args, axis)[np.newaxis, ...]
|
|
|
|
data = [[4, 0, 0, 2], # (tp, tn, fp, fn)
|
|
[2, 1, 2, 1],
|
|
[0, 6, 0, 0],
|
|
[0, 6, 3, 0],
|
|
[0, 8, 1, 0]]
|
|
data = np.array(data).T
|
|
|
|
res = bootstrap(data, statistic_extradim, random_state=rng, paired=True)
|
|
ref = bootstrap(data, statistic, random_state=rng, paired=True)
|
|
assert_allclose(res.confidence_interval.low[0],
|
|
ref.confidence_interval.low, atol=1e-15)
|
|
assert_allclose(res.confidence_interval.high[0],
|
|
ref.confidence_interval.high, atol=1e-15)
|
|
|
|
|
|
# --- Test Monte Carlo Hypothesis Test --- #
|
|
|
|
class TestMonteCarloHypothesisTest:
|
|
atol = 2.5e-2 # for comparing p-value
|
|
|
|
def rvs(self, rvs_in, rs):
|
|
return lambda *args, **kwds: rvs_in(*args, random_state=rs, **kwds)
|
|
|
|
def test_input_validation(self):
|
|
# test that the appropriate error messages are raised for invalid input
|
|
|
|
def stat(x):
|
|
return stats.skewnorm(x).statistic
|
|
|
|
message = "Array shapes are incompatible for broadcasting."
|
|
data = (np.zeros((2, 5)), np.zeros((3, 5)))
|
|
rvs = (stats.norm.rvs, stats.norm.rvs)
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test(data, rvs, lambda x, y: 1, axis=-1)
|
|
|
|
message = "`axis` must be an integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, axis=1.5)
|
|
|
|
message = "`vectorized` must be `True`, `False`, or `None`."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, vectorized=1.5)
|
|
|
|
message = "`rvs` must be callable or sequence of callables."
|
|
with pytest.raises(TypeError, match=message):
|
|
monte_carlo_test([1, 2, 3], None, stat)
|
|
with pytest.raises(TypeError, match=message):
|
|
monte_carlo_test([[1, 2], [3, 4]], [lambda x: x, None], stat)
|
|
|
|
message = "If `rvs` is a sequence..."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([[1, 2, 3]], [lambda x: x, lambda x: x], stat)
|
|
|
|
message = "`statistic` must be callable."
|
|
with pytest.raises(TypeError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, None)
|
|
|
|
message = "`n_resamples` must be a positive integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
|
|
n_resamples=-1000)
|
|
|
|
message = "`n_resamples` must be a positive integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
|
|
n_resamples=1000.5)
|
|
|
|
message = "`batch` must be a positive integer or None."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=-1000)
|
|
|
|
message = "`batch` must be a positive integer or None."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=1000.5)
|
|
|
|
message = "`alternative` must be in..."
|
|
with pytest.raises(ValueError, match=message):
|
|
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat,
|
|
alternative='ekki')
|
|
|
|
|
|
def test_batch(self):
|
|
# make sure that the `batch` parameter is respected by checking the
|
|
# maximum batch size provided in calls to `statistic`
|
|
rng = np.random.default_rng(23492340193)
|
|
x = rng.random(10)
|
|
|
|
def statistic(x, axis):
|
|
batch_size = 1 if x.ndim == 1 else len(x)
|
|
statistic.batch_size = max(batch_size, statistic.batch_size)
|
|
statistic.counter += 1
|
|
return stats.skewtest(x, axis=axis).statistic
|
|
statistic.counter = 0
|
|
statistic.batch_size = 0
|
|
|
|
kwds = {'sample': x, 'statistic': statistic,
|
|
'n_resamples': 1000, 'vectorized': True}
|
|
|
|
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
|
|
res1 = monte_carlo_test(batch=1, **kwds)
|
|
assert_equal(statistic.counter, 1001)
|
|
assert_equal(statistic.batch_size, 1)
|
|
|
|
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
|
|
statistic.counter = 0
|
|
res2 = monte_carlo_test(batch=50, **kwds)
|
|
assert_equal(statistic.counter, 21)
|
|
assert_equal(statistic.batch_size, 50)
|
|
|
|
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
|
|
statistic.counter = 0
|
|
res3 = monte_carlo_test(**kwds)
|
|
assert_equal(statistic.counter, 2)
|
|
assert_equal(statistic.batch_size, 1000)
|
|
|
|
assert_equal(res1.pvalue, res3.pvalue)
|
|
assert_equal(res2.pvalue, res3.pvalue)
|
|
|
|
@pytest.mark.parametrize('axis', range(-3, 3))
|
|
def test_axis(self, axis):
|
|
# test that Nd-array samples are handled correctly for valid values
|
|
# of the `axis` parameter
|
|
rng = np.random.default_rng(2389234)
|
|
norm_rvs = self.rvs(stats.norm.rvs, rng)
|
|
|
|
size = [2, 3, 4]
|
|
size[axis] = 100
|
|
x = norm_rvs(size=size)
|
|
expected = stats.skewtest(x, axis=axis)
|
|
|
|
def statistic(x, axis):
|
|
return stats.skewtest(x, axis=axis).statistic
|
|
|
|
res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
|
|
n_resamples=20000, axis=axis)
|
|
|
|
assert_allclose(res.statistic, expected.statistic)
|
|
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater"))
|
|
@pytest.mark.parametrize('a', np.linspace(-0.5, 0.5, 5)) # skewness
|
|
def test_against_ks_1samp(self, alternative, a):
|
|
# test that monte_carlo_test can reproduce pvalue of ks_1samp
|
|
rng = np.random.default_rng(65723433)
|
|
|
|
x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
|
|
expected = stats.ks_1samp(x, stats.norm.cdf, alternative=alternative)
|
|
|
|
def statistic1d(x):
|
|
return stats.ks_1samp(x, stats.norm.cdf, mode='asymp',
|
|
alternative=alternative).statistic
|
|
|
|
norm_rvs = self.rvs(stats.norm.rvs, rng)
|
|
res = monte_carlo_test(x, norm_rvs, statistic1d,
|
|
n_resamples=1000, vectorized=False,
|
|
alternative=alternative)
|
|
|
|
assert_allclose(res.statistic, expected.statistic)
|
|
if alternative == 'greater':
|
|
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
|
|
elif alternative == 'less':
|
|
assert_allclose(1-res.pvalue, expected.pvalue, atol=self.atol)
|
|
|
|
@pytest.mark.parametrize('hypotest', (stats.skewtest, stats.kurtosistest))
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
@pytest.mark.parametrize('a', np.linspace(-2, 2, 5)) # skewness
|
|
def test_against_normality_tests(self, hypotest, alternative, a):
|
|
# test that monte_carlo_test can reproduce pvalue of normality tests
|
|
rng = np.random.default_rng(85723405)
|
|
|
|
x = stats.skewnorm.rvs(a=a, size=150, random_state=rng)
|
|
expected = hypotest(x, alternative=alternative)
|
|
|
|
def statistic(x, axis):
|
|
return hypotest(x, axis=axis).statistic
|
|
|
|
norm_rvs = self.rvs(stats.norm.rvs, rng)
|
|
res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
|
|
alternative=alternative)
|
|
|
|
assert_allclose(res.statistic, expected.statistic)
|
|
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
|
|
|
|
@pytest.mark.parametrize('a', np.arange(-2, 3)) # skewness parameter
|
|
def test_against_normaltest(self, a):
|
|
# test that monte_carlo_test can reproduce pvalue of normaltest
|
|
rng = np.random.default_rng(12340513)
|
|
|
|
x = stats.skewnorm.rvs(a=a, size=150, random_state=rng)
|
|
expected = stats.normaltest(x)
|
|
|
|
def statistic(x, axis):
|
|
return stats.normaltest(x, axis=axis).statistic
|
|
|
|
norm_rvs = self.rvs(stats.norm.rvs, rng)
|
|
res = monte_carlo_test(x, norm_rvs, statistic, vectorized=True,
|
|
alternative='greater')
|
|
|
|
assert_allclose(res.statistic, expected.statistic)
|
|
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
|
|
|
|
@pytest.mark.parametrize('a', np.linspace(-0.5, 0.5, 5)) # skewness
|
|
def test_against_cramervonmises(self, a):
|
|
# test that monte_carlo_test can reproduce pvalue of cramervonmises
|
|
rng = np.random.default_rng(234874135)
|
|
|
|
x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
|
|
expected = stats.cramervonmises(x, stats.norm.cdf)
|
|
|
|
def statistic1d(x):
|
|
return stats.cramervonmises(x, stats.norm.cdf).statistic
|
|
|
|
norm_rvs = self.rvs(stats.norm.rvs, rng)
|
|
res = monte_carlo_test(x, norm_rvs, statistic1d,
|
|
n_resamples=1000, vectorized=False,
|
|
alternative='greater')
|
|
|
|
assert_allclose(res.statistic, expected.statistic)
|
|
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
|
|
|
|
@pytest.mark.parametrize('dist_name', ('norm', 'logistic'))
|
|
@pytest.mark.parametrize('i', range(5))
|
|
def test_against_anderson(self, dist_name, i):
|
|
# test that monte_carlo_test can reproduce results of `anderson`. Note:
|
|
# `anderson` does not provide a p-value; it provides a list of
|
|
# significance levels and the associated critical value of the test
|
|
# statistic. `i` used to index this list.
|
|
|
|
# find the skewness for which the sample statistic matches one of the
|
|
# critical values provided by `stats.anderson`
|
|
|
|
def fun(a):
|
|
rng = np.random.default_rng(394295467)
|
|
x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
|
|
expected = stats.anderson(x, dist_name)
|
|
return expected.statistic - expected.critical_values[i]
|
|
with suppress_warnings() as sup:
|
|
sup.filter(RuntimeWarning)
|
|
sol = root(fun, x0=0)
|
|
assert sol.success
|
|
|
|
# get the significance level (p-value) associated with that critical
|
|
# value
|
|
a = sol.x[0]
|
|
rng = np.random.default_rng(394295467)
|
|
x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
|
|
expected = stats.anderson(x, dist_name)
|
|
expected_stat = expected.statistic
|
|
expected_p = expected.significance_level[i]/100
|
|
|
|
# perform equivalent Monte Carlo test and compare results
|
|
def statistic1d(x):
|
|
return stats.anderson(x, dist_name).statistic
|
|
|
|
dist_rvs = self.rvs(getattr(stats, dist_name).rvs, rng)
|
|
with suppress_warnings() as sup:
|
|
sup.filter(RuntimeWarning)
|
|
res = monte_carlo_test(x, dist_rvs,
|
|
statistic1d, n_resamples=1000,
|
|
vectorized=False, alternative='greater')
|
|
|
|
assert_allclose(res.statistic, expected_stat)
|
|
assert_allclose(res.pvalue, expected_p, atol=2*self.atol)
|
|
|
|
def test_p_never_zero(self):
|
|
# Use biased estimate of p-value to ensure that p-value is never zero
|
|
# per monte_carlo_test reference [1]
|
|
rng = np.random.default_rng(2190176673029737545)
|
|
x = np.zeros(100)
|
|
res = monte_carlo_test(x, rng.random, np.mean,
|
|
vectorized=True, alternative='less')
|
|
assert res.pvalue == 0.0001
|
|
|
|
def test_against_ttest_ind(self):
|
|
# test that `monte_carlo_test` can reproduce results of `ttest_ind`.
|
|
rng = np.random.default_rng(219017667302737545)
|
|
data = rng.random(size=(2, 5)), rng.random(size=7) # broadcastable
|
|
rvs = rng.normal, rng.normal
|
|
def statistic(x, y, axis):
|
|
return stats.ttest_ind(x, y, axis).statistic
|
|
|
|
res = stats.monte_carlo_test(data, rvs, statistic, axis=-1)
|
|
ref = stats.ttest_ind(data[0], [data[1]], axis=-1)
|
|
assert_allclose(res.statistic, ref.statistic)
|
|
assert_allclose(res.pvalue, ref.pvalue, rtol=2e-2)
|
|
|
|
def test_against_f_oneway(self):
|
|
# test that `monte_carlo_test` can reproduce results of `f_oneway`.
|
|
rng = np.random.default_rng(219017667302737545)
|
|
data = (rng.random(size=(2, 100)), rng.random(size=(2, 101)),
|
|
rng.random(size=(2, 102)), rng.random(size=(2, 103)))
|
|
rvs = rng.normal, rng.normal, rng.normal, rng.normal
|
|
|
|
def statistic(*args, axis):
|
|
return stats.f_oneway(*args, axis=axis).statistic
|
|
|
|
res = stats.monte_carlo_test(data, rvs, statistic, axis=-1,
|
|
alternative='greater')
|
|
ref = stats.f_oneway(*data, axis=-1)
|
|
|
|
assert_allclose(res.statistic, ref.statistic)
|
|
assert_allclose(res.pvalue, ref.pvalue, atol=1e-2)
|
|
|
|
@pytest.mark.xfail_on_32bit("Statistic may not depend on sample order on 32-bit")
|
|
def test_finite_precision_statistic(self):
|
|
# Some statistics return numerically distinct values when the values
|
|
# should be equal in theory. Test that `monte_carlo_test` accounts
|
|
# for this in some way.
|
|
rng = np.random.default_rng(2549824598234528)
|
|
n_resamples = 9999
|
|
def rvs(size):
|
|
return 1. * stats.bernoulli(p=0.333).rvs(size=size, random_state=rng)
|
|
|
|
x = rvs(100)
|
|
res = stats.monte_carlo_test(x, rvs, np.var, alternative='less',
|
|
n_resamples=n_resamples)
|
|
# show that having a tolerance matters
|
|
c0 = np.sum(res.null_distribution <= res.statistic)
|
|
c1 = np.sum(res.null_distribution <= res.statistic*(1+1e-15))
|
|
assert c0 != c1
|
|
assert res.pvalue == (c1 + 1)/(n_resamples + 1)
|
|
|
|
|
|
class TestPermutationTest:
|
|
|
|
rtol = 1e-14
|
|
|
|
def setup_method(self):
|
|
self.rng = np.random.default_rng(7170559330470561044)
|
|
|
|
# -- Input validation -- #
|
|
|
|
def test_permutation_test_iv(self):
|
|
|
|
def stat(x, y, axis):
|
|
return stats.ttest_ind((x, y), axis).statistic
|
|
|
|
message = "each sample in `data` must contain two or more ..."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1]), stat)
|
|
|
|
message = "`data` must be a tuple containing at least two samples"
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test((1,), stat)
|
|
with pytest.raises(TypeError, match=message):
|
|
permutation_test(1, stat)
|
|
|
|
message = "`axis` must be an integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, axis=1.5)
|
|
|
|
message = "`permutation_type` must be in..."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat,
|
|
permutation_type="ekki")
|
|
|
|
message = "`vectorized` must be `True`, `False`, or `None`."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, vectorized=1.5)
|
|
|
|
message = "`n_resamples` must be a positive integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, n_resamples=-1000)
|
|
|
|
message = "`n_resamples` must be a positive integer."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, n_resamples=1000.5)
|
|
|
|
message = "`batch` must be a positive integer or None."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, batch=-1000)
|
|
|
|
message = "`batch` must be a positive integer or None."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, batch=1000.5)
|
|
|
|
message = "`alternative` must be in..."
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat, alternative='ekki')
|
|
|
|
message = "'herring' cannot be used to seed a"
|
|
with pytest.raises(ValueError, match=message):
|
|
permutation_test(([1, 2, 3], [1, 2, 3]), stat,
|
|
random_state='herring')
|
|
|
|
# -- Test Parameters -- #
|
|
@pytest.mark.parametrize('random_state', [np.random.RandomState,
|
|
np.random.default_rng])
|
|
@pytest.mark.parametrize('permutation_type',
|
|
['pairings', 'samples', 'independent'])
|
|
def test_batch(self, permutation_type, random_state):
|
|
# make sure that the `batch` parameter is respected by checking the
|
|
# maximum batch size provided in calls to `statistic`
|
|
x = self.rng.random(10)
|
|
y = self.rng.random(10)
|
|
|
|
def statistic(x, y, axis):
|
|
batch_size = 1 if x.ndim == 1 else len(x)
|
|
statistic.batch_size = max(batch_size, statistic.batch_size)
|
|
statistic.counter += 1
|
|
return np.mean(x, axis=axis) - np.mean(y, axis=axis)
|
|
statistic.counter = 0
|
|
statistic.batch_size = 0
|
|
|
|
kwds = {'n_resamples': 1000, 'permutation_type': permutation_type,
|
|
'vectorized': True}
|
|
res1 = stats.permutation_test((x, y), statistic, batch=1,
|
|
random_state=random_state(0), **kwds)
|
|
assert_equal(statistic.counter, 1001)
|
|
assert_equal(statistic.batch_size, 1)
|
|
|
|
statistic.counter = 0
|
|
res2 = stats.permutation_test((x, y), statistic, batch=50,
|
|
random_state=random_state(0), **kwds)
|
|
assert_equal(statistic.counter, 21)
|
|
assert_equal(statistic.batch_size, 50)
|
|
|
|
statistic.counter = 0
|
|
res3 = stats.permutation_test((x, y), statistic, batch=1000,
|
|
random_state=random_state(0), **kwds)
|
|
assert_equal(statistic.counter, 2)
|
|
assert_equal(statistic.batch_size, 1000)
|
|
|
|
assert_equal(res1.pvalue, res3.pvalue)
|
|
assert_equal(res2.pvalue, res3.pvalue)
|
|
|
|
@pytest.mark.parametrize('random_state', [np.random.RandomState,
|
|
np.random.default_rng])
|
|
@pytest.mark.parametrize('permutation_type, exact_size',
|
|
[('pairings', special.factorial(3)**2),
|
|
('samples', 2**3),
|
|
('independent', special.binom(6, 3))])
|
|
def test_permutations(self, permutation_type, exact_size, random_state):
|
|
# make sure that the `permutations` parameter is respected by checking
|
|
# the size of the null distribution
|
|
x = self.rng.random(3)
|
|
y = self.rng.random(3)
|
|
|
|
def statistic(x, y, axis):
|
|
return np.mean(x, axis=axis) - np.mean(y, axis=axis)
|
|
|
|
kwds = {'permutation_type': permutation_type,
|
|
'vectorized': True}
|
|
res = stats.permutation_test((x, y), statistic, n_resamples=3,
|
|
random_state=random_state(0), **kwds)
|
|
assert_equal(res.null_distribution.size, 3)
|
|
|
|
res = stats.permutation_test((x, y), statistic, **kwds)
|
|
assert_equal(res.null_distribution.size, exact_size)
|
|
|
|
# -- Randomized Permutation Tests -- #
|
|
|
|
# To get reasonable accuracy, these next three tests are somewhat slow.
|
|
# Originally, I had them passing for all combinations of permutation type,
|
|
# alternative, and RNG, but that takes too long for CI. Instead, split
|
|
# into three tests, each testing a particular combination of the three
|
|
# parameters.
|
|
|
|
def test_randomized_test_against_exact_both(self):
|
|
# check that the randomized and exact tests agree to reasonable
|
|
# precision for permutation_type='both
|
|
|
|
alternative, rng = 'less', 0
|
|
|
|
nx, ny, permutations = 8, 9, 24000
|
|
assert special.binom(nx + ny, nx) > permutations
|
|
|
|
x = stats.norm.rvs(size=nx)
|
|
y = stats.norm.rvs(size=ny)
|
|
data = x, y
|
|
|
|
def statistic(x, y, axis):
|
|
return np.mean(x, axis=axis) - np.mean(y, axis=axis)
|
|
|
|
kwds = {'vectorized': True, 'permutation_type': 'independent',
|
|
'batch': 100, 'alternative': alternative, 'random_state': rng}
|
|
res = permutation_test(data, statistic, n_resamples=permutations,
|
|
**kwds)
|
|
res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
|
|
|
|
assert res.statistic == res2.statistic
|
|
assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
|
|
|
|
@pytest.mark.slow()
|
|
def test_randomized_test_against_exact_samples(self):
|
|
# check that the randomized and exact tests agree to reasonable
|
|
# precision for permutation_type='samples'
|
|
|
|
alternative, rng = 'greater', None
|
|
|
|
nx, ny, permutations = 15, 15, 32000
|
|
assert 2**nx > permutations
|
|
|
|
x = stats.norm.rvs(size=nx)
|
|
y = stats.norm.rvs(size=ny)
|
|
data = x, y
|
|
|
|
def statistic(x, y, axis):
|
|
return np.mean(x - y, axis=axis)
|
|
|
|
kwds = {'vectorized': True, 'permutation_type': 'samples',
|
|
'batch': 100, 'alternative': alternative, 'random_state': rng}
|
|
res = permutation_test(data, statistic, n_resamples=permutations,
|
|
**kwds)
|
|
res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
|
|
|
|
assert res.statistic == res2.statistic
|
|
assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
|
|
|
|
def test_randomized_test_against_exact_pairings(self):
|
|
# check that the randomized and exact tests agree to reasonable
|
|
# precision for permutation_type='pairings'
|
|
|
|
alternative, rng = 'two-sided', self.rng
|
|
|
|
nx, ny, permutations = 8, 8, 40000
|
|
assert special.factorial(nx) > permutations
|
|
|
|
x = stats.norm.rvs(size=nx)
|
|
y = stats.norm.rvs(size=ny)
|
|
data = [x]
|
|
|
|
def statistic1d(x):
|
|
return stats.pearsonr(x, y)[0]
|
|
|
|
statistic = _resampling._vectorize_statistic(statistic1d)
|
|
|
|
kwds = {'vectorized': True, 'permutation_type': 'samples',
|
|
'batch': 100, 'alternative': alternative, 'random_state': rng}
|
|
res = permutation_test(data, statistic, n_resamples=permutations,
|
|
**kwds)
|
|
res2 = permutation_test(data, statistic, n_resamples=np.inf, **kwds)
|
|
|
|
assert res.statistic == res2.statistic
|
|
assert_allclose(res.pvalue, res2.pvalue, atol=1e-2)
|
|
|
|
@pytest.mark.parametrize('alternative', ('less', 'greater'))
|
|
# Different conventions for two-sided p-value here VS ttest_ind.
|
|
# Eventually, we can add multiple options for the two-sided alternative
|
|
# here in permutation_test.
|
|
@pytest.mark.parametrize('permutations', (30, 1e9))
|
|
@pytest.mark.parametrize('axis', (0, 1, 2))
|
|
def test_against_permutation_ttest(self, alternative, permutations, axis):
|
|
# check that this function and ttest_ind with permutations give
|
|
# essentially identical results.
|
|
|
|
x = np.arange(3*4*5).reshape(3, 4, 5)
|
|
y = np.moveaxis(np.arange(4)[:, None, None], 0, axis)
|
|
|
|
rng1 = np.random.default_rng(4337234444626115331)
|
|
res1 = stats.ttest_ind(x, y, permutations=permutations, axis=axis,
|
|
random_state=rng1, alternative=alternative)
|
|
|
|
def statistic(x, y, axis):
|
|
return stats.ttest_ind(x, y, axis=axis).statistic
|
|
|
|
rng2 = np.random.default_rng(4337234444626115331)
|
|
res2 = permutation_test((x, y), statistic, vectorized=True,
|
|
n_resamples=permutations,
|
|
alternative=alternative, axis=axis,
|
|
random_state=rng2)
|
|
|
|
assert_allclose(res1.statistic, res2.statistic, rtol=self.rtol)
|
|
assert_allclose(res1.pvalue, res2.pvalue, rtol=self.rtol)
|
|
|
|
# -- Independent (Unpaired) Sample Tests -- #
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
def test_against_ks_2samp(self, alternative):
|
|
|
|
x = self.rng.normal(size=4, scale=1)
|
|
y = self.rng.normal(size=5, loc=3, scale=3)
|
|
|
|
expected = stats.ks_2samp(x, y, alternative=alternative, mode='exact')
|
|
|
|
def statistic1d(x, y):
|
|
return stats.ks_2samp(x, y, mode='asymp',
|
|
alternative=alternative).statistic
|
|
|
|
# ks_2samp is always a one-tailed 'greater' test
|
|
# it's the statistic that changes (D+ vs D- vs max(D+, D-))
|
|
res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
|
|
alternative='greater', random_state=self.rng)
|
|
|
|
assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
def test_against_ansari(self, alternative):
|
|
|
|
x = self.rng.normal(size=4, scale=1)
|
|
y = self.rng.normal(size=5, scale=3)
|
|
|
|
# ansari has a different convention for 'alternative'
|
|
alternative_correspondence = {"less": "greater",
|
|
"greater": "less",
|
|
"two-sided": "two-sided"}
|
|
alternative_scipy = alternative_correspondence[alternative]
|
|
expected = stats.ansari(x, y, alternative=alternative_scipy)
|
|
|
|
def statistic1d(x, y):
|
|
return stats.ansari(x, y).statistic
|
|
|
|
res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
|
|
alternative=alternative, random_state=self.rng)
|
|
|
|
assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
def test_against_mannwhitneyu(self, alternative):
|
|
|
|
x = stats.uniform.rvs(size=(3, 5, 2), loc=0, random_state=self.rng)
|
|
y = stats.uniform.rvs(size=(3, 5, 2), loc=0.05, random_state=self.rng)
|
|
|
|
expected = stats.mannwhitneyu(x, y, axis=1, alternative=alternative)
|
|
|
|
def statistic(x, y, axis):
|
|
return stats.mannwhitneyu(x, y, axis=axis).statistic
|
|
|
|
res = permutation_test((x, y), statistic, vectorized=True,
|
|
n_resamples=np.inf, alternative=alternative,
|
|
axis=1, random_state=self.rng)
|
|
|
|
assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
def test_against_cvm(self):
|
|
|
|
x = stats.norm.rvs(size=4, scale=1, random_state=self.rng)
|
|
y = stats.norm.rvs(size=5, loc=3, scale=3, random_state=self.rng)
|
|
|
|
expected = stats.cramervonmises_2samp(x, y, method='exact')
|
|
|
|
def statistic1d(x, y):
|
|
return stats.cramervonmises_2samp(x, y,
|
|
method='asymptotic').statistic
|
|
|
|
# cramervonmises_2samp has only one alternative, greater
|
|
res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
|
|
alternative='greater', random_state=self.rng)
|
|
|
|
assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
@pytest.mark.xslow()
|
|
@pytest.mark.parametrize('axis', (-1, 2))
|
|
def test_vectorized_nsamp_ptype_both(self, axis):
|
|
# Test that permutation_test with permutation_type='independent' works
|
|
# properly for a 3-sample statistic with nd array samples of different
|
|
# (but compatible) shapes and ndims. Show that exact permutation test
|
|
# and random permutation tests approximate SciPy's asymptotic pvalues
|
|
# and that exact and random permutation test results are even closer
|
|
# to one another (than they are to the asymptotic results).
|
|
|
|
# Three samples, different (but compatible) shapes with different ndims
|
|
rng = np.random.default_rng(6709265303529651545)
|
|
x = rng.random(size=(3))
|
|
y = rng.random(size=(1, 3, 2))
|
|
z = rng.random(size=(2, 1, 4))
|
|
data = (x, y, z)
|
|
|
|
# Define the statistic (and pvalue for comparison)
|
|
def statistic1d(*data):
|
|
return stats.kruskal(*data).statistic
|
|
|
|
def pvalue1d(*data):
|
|
return stats.kruskal(*data).pvalue
|
|
|
|
statistic = _resampling._vectorize_statistic(statistic1d)
|
|
pvalue = _resampling._vectorize_statistic(pvalue1d)
|
|
|
|
# Calculate the expected results
|
|
x2 = np.broadcast_to(x, (2, 3, 3)) # broadcast manually because
|
|
y2 = np.broadcast_to(y, (2, 3, 2)) # _vectorize_statistic doesn't
|
|
z2 = np.broadcast_to(z, (2, 3, 4))
|
|
expected_statistic = statistic(x2, y2, z2, axis=axis)
|
|
expected_pvalue = pvalue(x2, y2, z2, axis=axis)
|
|
|
|
# Calculate exact and randomized permutation results
|
|
kwds = {'vectorized': False, 'axis': axis, 'alternative': 'greater',
|
|
'permutation_type': 'independent', 'random_state': self.rng}
|
|
res = permutation_test(data, statistic1d, n_resamples=np.inf, **kwds)
|
|
res2 = permutation_test(data, statistic1d, n_resamples=1000, **kwds)
|
|
|
|
# Check results
|
|
assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
|
|
assert_allclose(res.statistic, res2.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected_pvalue, atol=6e-2)
|
|
assert_allclose(res.pvalue, res2.pvalue, atol=3e-2)
|
|
|
|
# -- Paired-Sample Tests -- #
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
def test_against_wilcoxon(self, alternative):
|
|
|
|
x = stats.uniform.rvs(size=(3, 6, 2), loc=0, random_state=self.rng)
|
|
y = stats.uniform.rvs(size=(3, 6, 2), loc=0.05, random_state=self.rng)
|
|
|
|
# We'll check both 1- and 2-sample versions of the same test;
|
|
# we expect identical results to wilcoxon in all cases.
|
|
def statistic_1samp_1d(z):
|
|
# 'less' ensures we get the same of two statistics every time
|
|
return stats.wilcoxon(z, alternative='less').statistic
|
|
|
|
def statistic_2samp_1d(x, y):
|
|
return stats.wilcoxon(x, y, alternative='less').statistic
|
|
|
|
def test_1d(x, y):
|
|
return stats.wilcoxon(x, y, alternative=alternative)
|
|
|
|
test = _resampling._vectorize_statistic(test_1d)
|
|
|
|
expected = test(x, y, axis=1)
|
|
expected_stat = expected[0]
|
|
expected_p = expected[1]
|
|
|
|
kwds = {'vectorized': False, 'axis': 1, 'alternative': alternative,
|
|
'permutation_type': 'samples', 'random_state': self.rng,
|
|
'n_resamples': np.inf}
|
|
res1 = permutation_test((x-y,), statistic_1samp_1d, **kwds)
|
|
res2 = permutation_test((x, y), statistic_2samp_1d, **kwds)
|
|
|
|
# `wilcoxon` returns a different statistic with 'two-sided'
|
|
assert_allclose(res1.statistic, res2.statistic, rtol=self.rtol)
|
|
if alternative != 'two-sided':
|
|
assert_allclose(res2.statistic, expected_stat, rtol=self.rtol)
|
|
|
|
assert_allclose(res2.pvalue, expected_p, rtol=self.rtol)
|
|
assert_allclose(res1.pvalue, res2.pvalue, rtol=self.rtol)
|
|
|
|
@pytest.mark.parametrize('alternative', ("less", "greater", "two-sided"))
|
|
def test_against_binomtest(self, alternative):
|
|
|
|
x = self.rng.integers(0, 2, size=10)
|
|
x[x == 0] = -1
|
|
# More naturally, the test would flip elements between 0 and one.
|
|
# However, permutation_test will flip the _signs_ of the elements.
|
|
# So we have to work with +1/-1 instead of 1/0.
|
|
|
|
def statistic(x, axis=0):
|
|
return np.sum(x > 0, axis=axis)
|
|
|
|
k, n, p = statistic(x), 10, 0.5
|
|
expected = stats.binomtest(k, n, p, alternative=alternative)
|
|
|
|
res = stats.permutation_test((x,), statistic, vectorized=True,
|
|
permutation_type='samples',
|
|
n_resamples=np.inf, random_state=self.rng,
|
|
alternative=alternative)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
# -- Exact Association Tests -- #
|
|
|
|
def test_against_kendalltau(self):
|
|
|
|
x = self.rng.normal(size=6)
|
|
y = x + self.rng.normal(size=6)
|
|
|
|
expected = stats.kendalltau(x, y, method='exact')
|
|
|
|
def statistic1d(x):
|
|
return stats.kendalltau(x, y, method='asymptotic').statistic
|
|
|
|
# kendalltau currently has only one alternative, two-sided
|
|
res = permutation_test((x,), statistic1d, permutation_type='pairings',
|
|
n_resamples=np.inf, random_state=self.rng)
|
|
|
|
assert_allclose(res.statistic, expected.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected.pvalue, rtol=self.rtol)
|
|
|
|
@pytest.mark.parametrize('alternative', ('less', 'greater', 'two-sided'))
|
|
def test_against_fisher_exact(self, alternative):
|
|
|
|
def statistic(x,):
|
|
return np.sum((x == 1) & (y == 1))
|
|
|
|
# x and y are binary random variables with some dependence
|
|
rng = np.random.default_rng(6235696159000529929)
|
|
x = (rng.random(7) > 0.6).astype(float)
|
|
y = (rng.random(7) + 0.25*x > 0.6).astype(float)
|
|
tab = stats.contingency.crosstab(x, y)[1]
|
|
|
|
res = permutation_test((x,), statistic, permutation_type='pairings',
|
|
n_resamples=np.inf, alternative=alternative,
|
|
random_state=rng)
|
|
res2 = stats.fisher_exact(tab, alternative=alternative)
|
|
|
|
assert_allclose(res.pvalue, res2[1])
|
|
|
|
@pytest.mark.xslow()
|
|
@pytest.mark.parametrize('axis', (-2, 1))
|
|
def test_vectorized_nsamp_ptype_samples(self, axis):
|
|
# Test that permutation_test with permutation_type='samples' works
|
|
# properly for a 3-sample statistic with nd array samples of different
|
|
# (but compatible) shapes and ndims. Show that exact permutation test
|
|
# reproduces SciPy's exact pvalue and that random permutation test
|
|
# approximates it.
|
|
|
|
x = self.rng.random(size=(2, 4, 3))
|
|
y = self.rng.random(size=(1, 4, 3))
|
|
z = self.rng.random(size=(2, 4, 1))
|
|
x = stats.rankdata(x, axis=axis)
|
|
y = stats.rankdata(y, axis=axis)
|
|
z = stats.rankdata(z, axis=axis)
|
|
y = y[0] # to check broadcast with different ndim
|
|
data = (x, y, z)
|
|
|
|
def statistic1d(*data):
|
|
return stats.page_trend_test(data, ranked=True,
|
|
method='asymptotic').statistic
|
|
|
|
def pvalue1d(*data):
|
|
return stats.page_trend_test(data, ranked=True,
|
|
method='exact').pvalue
|
|
|
|
statistic = _resampling._vectorize_statistic(statistic1d)
|
|
pvalue = _resampling._vectorize_statistic(pvalue1d)
|
|
|
|
expected_statistic = statistic(*np.broadcast_arrays(*data), axis=axis)
|
|
expected_pvalue = pvalue(*np.broadcast_arrays(*data), axis=axis)
|
|
|
|
# Let's forgive this use of an integer seed, please.
|
|
kwds = {'vectorized': False, 'axis': axis, 'alternative': 'greater',
|
|
'permutation_type': 'pairings', 'random_state': 0}
|
|
res = permutation_test(data, statistic1d, n_resamples=np.inf, **kwds)
|
|
res2 = permutation_test(data, statistic1d, n_resamples=5000, **kwds)
|
|
|
|
assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
|
|
assert_allclose(res.statistic, res2.statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected_pvalue, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, res2.pvalue, atol=3e-2)
|
|
|
|
# -- Test Against External References -- #
|
|
|
|
tie_case_1 = {'x': [1, 2, 3, 4], 'y': [1.5, 2, 2.5],
|
|
'expected_less': 0.2000000000,
|
|
'expected_2sided': 0.4, # 2*expected_less
|
|
'expected_Pr_gte_S_mean': 0.3428571429, # see note below
|
|
'expected_statistic': 7.5,
|
|
'expected_avg': 9.142857, 'expected_std': 1.40698}
|
|
tie_case_2 = {'x': [111, 107, 100, 99, 102, 106, 109, 108],
|
|
'y': [107, 108, 106, 98, 105, 103, 110, 105, 104],
|
|
'expected_less': 0.1555738379,
|
|
'expected_2sided': 0.3111476758,
|
|
'expected_Pr_gte_S_mean': 0.2969971205, # see note below
|
|
'expected_statistic': 32.5,
|
|
'expected_avg': 38.117647, 'expected_std': 5.172124}
|
|
|
|
@pytest.mark.xslow() # only the second case is slow, really
|
|
@pytest.mark.parametrize('case', (tie_case_1, tie_case_2))
|
|
def test_with_ties(self, case):
|
|
"""
|
|
Results above from SAS PROC NPAR1WAY, e.g.
|
|
|
|
DATA myData;
|
|
INPUT X Y;
|
|
CARDS;
|
|
1 1
|
|
1 2
|
|
1 3
|
|
1 4
|
|
2 1.5
|
|
2 2
|
|
2 2.5
|
|
ods graphics on;
|
|
proc npar1way AB data=myData;
|
|
class X;
|
|
EXACT;
|
|
run;
|
|
ods graphics off;
|
|
|
|
Note: SAS provides Pr >= |S-Mean|, which is different from our
|
|
definition of a two-sided p-value.
|
|
|
|
"""
|
|
|
|
x = case['x']
|
|
y = case['y']
|
|
|
|
expected_statistic = case['expected_statistic']
|
|
expected_less = case['expected_less']
|
|
expected_2sided = case['expected_2sided']
|
|
expected_Pr_gte_S_mean = case['expected_Pr_gte_S_mean']
|
|
expected_avg = case['expected_avg']
|
|
expected_std = case['expected_std']
|
|
|
|
def statistic1d(x, y):
|
|
return stats.ansari(x, y).statistic
|
|
|
|
with np.testing.suppress_warnings() as sup:
|
|
sup.filter(UserWarning, "Ties preclude use of exact statistic")
|
|
res = permutation_test((x, y), statistic1d, n_resamples=np.inf,
|
|
alternative='less')
|
|
res2 = permutation_test((x, y), statistic1d, n_resamples=np.inf,
|
|
alternative='two-sided')
|
|
|
|
assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected_less, atol=1e-10)
|
|
assert_allclose(res2.pvalue, expected_2sided, atol=1e-10)
|
|
assert_allclose(res2.null_distribution.mean(), expected_avg, rtol=1e-6)
|
|
assert_allclose(res2.null_distribution.std(), expected_std, rtol=1e-6)
|
|
|
|
# SAS provides Pr >= |S-Mean|; might as well check against that, too
|
|
S = res.statistic
|
|
mean = res.null_distribution.mean()
|
|
n = len(res.null_distribution)
|
|
Pr_gte_S_mean = np.sum(np.abs(res.null_distribution-mean)
|
|
>= np.abs(S-mean))/n
|
|
assert_allclose(expected_Pr_gte_S_mean, Pr_gte_S_mean)
|
|
|
|
@pytest.mark.parametrize('alternative, expected_pvalue',
|
|
(('less', 0.9708333333333),
|
|
('greater', 0.05138888888889),
|
|
('two-sided', 0.1027777777778)))
|
|
def test_against_spearmanr_in_R(self, alternative, expected_pvalue):
|
|
"""
|
|
Results above from R cor.test, e.g.
|
|
|
|
options(digits=16)
|
|
x <- c(1.76405235, 0.40015721, 0.97873798,
|
|
2.2408932, 1.86755799, -0.97727788)
|
|
y <- c(2.71414076, 0.2488, 0.87551913,
|
|
2.6514917, 2.01160156, 0.47699563)
|
|
cor.test(x, y, method = "spearm", alternative = "t")
|
|
"""
|
|
# data comes from
|
|
# np.random.seed(0)
|
|
# x = stats.norm.rvs(size=6)
|
|
# y = x + stats.norm.rvs(size=6)
|
|
x = [1.76405235, 0.40015721, 0.97873798,
|
|
2.2408932, 1.86755799, -0.97727788]
|
|
y = [2.71414076, 0.2488, 0.87551913,
|
|
2.6514917, 2.01160156, 0.47699563]
|
|
expected_statistic = 0.7714285714285715
|
|
|
|
def statistic1d(x):
|
|
return stats.spearmanr(x, y).statistic
|
|
|
|
res = permutation_test((x,), statistic1d, permutation_type='pairings',
|
|
n_resamples=np.inf, alternative=alternative)
|
|
|
|
assert_allclose(res.statistic, expected_statistic, rtol=self.rtol)
|
|
assert_allclose(res.pvalue, expected_pvalue, atol=1e-13)
|
|
|
|
@pytest.mark.parametrize("batch", (-1, 0))
|
|
def test_batch_generator_iv(self, batch):
|
|
with pytest.raises(ValueError, match="`batch` must be positive."):
|
|
list(_resampling._batch_generator([1, 2, 3], batch))
|
|
|
|
batch_generator_cases = [(range(0), 3, []),
|
|
(range(6), 3, [[0, 1, 2], [3, 4, 5]]),
|
|
(range(8), 3, [[0, 1, 2], [3, 4, 5], [6, 7]])]
|
|
|
|
@pytest.mark.parametrize("iterable, batch, expected",
|
|
batch_generator_cases)
|
|
def test_batch_generator(self, iterable, batch, expected):
|
|
got = list(_resampling._batch_generator(iterable, batch))
|
|
assert got == expected
|
|
|
|
def test_finite_precision_statistic(self):
|
|
# Some statistics return numerically distinct values when the values
|
|
# should be equal in theory. Test that `permutation_test` accounts
|
|
# for this in some way.
|
|
x = [1, 2, 4, 3]
|
|
y = [2, 4, 6, 8]
|
|
|
|
def statistic(x, y):
|
|
return stats.pearsonr(x, y)[0]
|
|
|
|
res = stats.permutation_test((x, y), statistic, vectorized=False,
|
|
permutation_type='pairings')
|
|
r, pvalue, null = res.statistic, res.pvalue, res.null_distribution
|
|
|
|
correct_p = 2 * np.sum(null >= r - 1e-14) / len(null)
|
|
assert pvalue == correct_p == 1/3
|
|
# Compare against other exact correlation tests using R corr.test
|
|
# options(digits=16)
|
|
# x = c(1, 2, 4, 3)
|
|
# y = c(2, 4, 6, 8)
|
|
# cor.test(x, y, alternative = "t", method = "spearman") # 0.333333333
|
|
# cor.test(x, y, alternative = "t", method = "kendall") # 0.333333333
|
|
|
|
|
|
def test_all_partitions_concatenated():
|
|
# make sure that _all_paritions_concatenated produces the correct number
|
|
# of partitions of the data into samples of the given sizes and that
|
|
# all are unique
|
|
n = np.array([3, 2, 4], dtype=int)
|
|
nc = np.cumsum(n)
|
|
|
|
all_partitions = set()
|
|
counter = 0
|
|
for partition_concatenated in _resampling._all_partitions_concatenated(n):
|
|
counter += 1
|
|
partitioning = np.split(partition_concatenated, nc[:-1])
|
|
all_partitions.add(tuple([frozenset(i) for i in partitioning]))
|
|
|
|
expected = np.prod([special.binom(sum(n[i:]), sum(n[i+1:]))
|
|
for i in range(len(n)-1)])
|
|
|
|
assert_equal(counter, expected)
|
|
assert_equal(len(all_partitions), expected)
|
|
|
|
|
|
@pytest.mark.parametrize('fun_name',
|
|
['bootstrap', 'permutation_test', 'monte_carlo_test'])
|
|
def test_parameter_vectorized(fun_name):
|
|
# Check that parameter `vectorized` is working as desired for all
|
|
# resampling functions. Results don't matter; just don't fail asserts.
|
|
rng = np.random.default_rng(75245098234592)
|
|
sample = rng.random(size=10)
|
|
|
|
def rvs(size): # needed by `monte_carlo_test`
|
|
return stats.norm.rvs(size=size, random_state=rng)
|
|
|
|
fun_options = {'bootstrap': {'data': (sample,), 'random_state': rng,
|
|
'method': 'percentile'},
|
|
'permutation_test': {'data': (sample,), 'random_state': rng,
|
|
'permutation_type': 'samples'},
|
|
'monte_carlo_test': {'sample': sample, 'rvs': rvs}}
|
|
common_options = {'n_resamples': 100}
|
|
|
|
fun = getattr(stats, fun_name)
|
|
options = fun_options[fun_name]
|
|
options.update(common_options)
|
|
|
|
def statistic(x, axis):
|
|
assert x.ndim > 1 or np.array_equal(x, sample)
|
|
return np.mean(x, axis=axis)
|
|
fun(statistic=statistic, vectorized=None, **options)
|
|
fun(statistic=statistic, vectorized=True, **options)
|
|
|
|
def statistic(x):
|
|
assert x.ndim == 1
|
|
return np.mean(x)
|
|
fun(statistic=statistic, vectorized=None, **options)
|
|
fun(statistic=statistic, vectorized=False, **options)
|