# -*- coding: utf-8 -*-
"""
Created on Fri Jul 05 14:05:24 2013
Author: Josef Perktold
"""
from statsmodels.compat.python import lzip
import numpy as np
from numpy.testing import assert_allclose, assert_almost_equal
import pytest
from statsmodels.stats.contingency_tables import mcnemar, cochrans_q, SquareTable
from statsmodels.sandbox.stats.runs import (Runs,
runstest_1samp, runstest_2samp)
from statsmodels.sandbox.stats.runs import mcnemar as sbmcnemar
def _expand_table(table):
'''expand a 2 by 2 contingency table to observations
'''
return np.repeat([[1, 1], [1, 0], [0, 1], [0, 0]], table.ravel(), axis=0)
def test_mcnemar_exact():
f_obs1 = np.array([[101, 121], [59, 33]])
f_obs2 = np.array([[101, 70], [59, 33]])
f_obs3 = np.array([[101, 80], [59, 33]])
f_obs4 = np.array([[101, 30], [60, 33]])
f_obs5 = np.array([[101, 10], [30, 33]])
f_obs6 = np.array([[101, 10], [10, 33]])
#vassar college online computation
res1 = 0.000004
res2 = 0.378688
res3 = 0.089452
res4 = 0.00206
res5 = 0.002221
res6 = 1.
stat = mcnemar(f_obs1, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [59, res1], decimal=6)
stat = mcnemar(f_obs2, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [59, res2], decimal=6)
stat = mcnemar(f_obs3, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [59, res3], decimal=6)
stat = mcnemar(f_obs4, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [30, res4], decimal=6)
stat = mcnemar(f_obs5, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [10, res5], decimal=6)
stat = mcnemar(f_obs6, exact=True)
assert_almost_equal([stat.statistic, stat.pvalue], [10, res6], decimal=6)
def test_mcnemar_chisquare():
f_obs1 = np.array([[101, 121], [59, 33]])
f_obs2 = np.array([[101, 70], [59, 33]])
f_obs3 = np.array([[101, 80], [59, 33]])
#> mcn = mcnemar.test(matrix(c(101, 121, 59, 33),nrow=2))
res1 = [2.067222e01, 5.450095e-06]
res2 = [0.7751938, 0.3786151]
res3 = [2.87769784, 0.08981434]
stat = mcnemar(f_obs1, exact=False)
assert_allclose([stat.statistic, stat.pvalue], res1, rtol=1e-6)
stat = mcnemar(f_obs2, exact=False)
assert_allclose([stat.statistic, stat.pvalue], res2, rtol=1e-6)
stat = mcnemar(f_obs3, exact=False)
assert_allclose([stat.statistic, stat.pvalue], res3, rtol=1e-6)
# test correction = False
res1 = [2.135556e01, 3.815136e-06]
res2 = [0.9379845, 0.3327967]
res3 = [3.17266187, 0.07488031]
res = mcnemar(f_obs1, exact=False, correction=False)
assert_allclose([res.statistic, res.pvalue], res1, rtol=1e-6)
res = mcnemar(f_obs2, exact=False, correction=False)
assert_allclose([res.statistic, res.pvalue], res2, rtol=1e-6)
res = mcnemar(f_obs3, exact=False, correction=False)
assert_allclose([res.statistic, res.pvalue], res3, rtol=1e-6)
def test_mcnemar_vectorized(reset_randomstate):
ttk = np.random.randint(5,15, size=(2,2,3))
with pytest.deprecated_call():
res = sbmcnemar(ttk, exact=False)
with pytest.deprecated_call():
res1 = lzip(*[sbmcnemar(ttk[:, :, i], exact=False) for i in range(3)])
assert_allclose(res, res1, rtol=1e-13)
with pytest.deprecated_call():
res = sbmcnemar(ttk, exact=False, correction=False)
with pytest.deprecated_call():
res1 = lzip(*[sbmcnemar(ttk[:, :, i], exact=False, correction=False)
for i in range(3)])
assert_allclose(res, res1, rtol=1e-13)
with pytest.deprecated_call():
res = sbmcnemar(ttk, exact=True)
with pytest.deprecated_call():
res1 = lzip(*[sbmcnemar(ttk[:, :, i], exact=True) for i in range(3)])
assert_allclose(res, res1, rtol=1e-13)
def test_symmetry_bowker():
table = np.array([0, 3, 4, 4, 2, 4, 1, 2, 4, 3, 5, 3, 0, 0, 2, 2, 3, 0, 0,
1, 5, 5, 5, 5, 5]).reshape(5, 5)
res = SquareTable(table, shift_zeros=False).symmetry()
mcnemar5_1 = dict(statistic=7.001587, pvalue=0.7252951, parameters=(10,),
distr='chi2')
assert_allclose([res.statistic, res.pvalue],
[mcnemar5_1['statistic'], mcnemar5_1['pvalue']],
rtol=1e-7)
res = SquareTable(1 + table, shift_zeros=False).symmetry()
mcnemar5_1b = dict(statistic=5.355988, pvalue=0.8661652, parameters=(10,),
distr='chi2')
assert_allclose([res.statistic, res.pvalue],
[mcnemar5_1b['statistic'], mcnemar5_1b['pvalue']],
rtol=1e-7)
table = np.array([2, 2, 3, 6, 2, 3, 4, 3, 6, 6, 6, 7, 1, 9, 6, 7, 1, 1, 9,
8, 0, 1, 8, 9, 4]).reshape(5, 5)
res = SquareTable(table, shift_zeros=False).symmetry()
mcnemar5_2 = dict(statistic=18.76432, pvalue=0.04336035, parameters=(10,),
distr='chi2')
assert_allclose([res.statistic, res.pvalue],
[mcnemar5_2['statistic'], mcnemar5_2['pvalue']],
rtol=1.5e-7)
res = SquareTable(1 + table, shift_zeros=False).symmetry()
mcnemar5_2b = dict(statistic=14.55256, pvalue=0.1492461, parameters=(10,),
distr='chi2')
assert_allclose([res.statistic, res.pvalue],
[mcnemar5_2b['statistic'], mcnemar5_2b['pvalue']],
rtol=1e-7)
def test_cochransq():
#example from dataplot docs, Conovover p. 253
#http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/cochran.htm
x = np.array([[1, 1, 1],
[1, 1, 1],
[0, 1, 0],
[1, 1, 0],
[0, 0, 0],
[1, 1, 1],
[1, 1, 1],
[1, 1, 0],
[0, 0, 1],
[0, 1, 0],
[1, 1, 1],
[1, 1, 1]])
res_qstat = 2.8
res_pvalue = 0.246597
res = cochrans_q(x)
assert_almost_equal([res.statistic, res.pvalue], [res_qstat, res_pvalue])
#equivalence of mcnemar and cochranq for 2 samples
a,b = x[:,:2].T
res = cochrans_q(x[:, :2])
with pytest.deprecated_call():
assert_almost_equal(sbmcnemar(a, b, exact=False, correction=False),
[res.statistic, res.pvalue])
def test_cochransq2():
# from an example found on web, verifies 13.286
data = np.array('''
0 0 0 1
0 0 0 1
0 0 0 1
1 1 1 1
1 0 0 1
0 1 0 1
1 0 0 1
0 0 0 1
0 1 0 0
0 0 0 0
1 0 0 1
0 0 1 1'''.split(), int).reshape(-1, 4)
res = cochrans_q(data)
assert_allclose([res.statistic, res.pvalue], [13.2857143, 0.00405776], rtol=1e-6)
def test_cochransq3():
# another example compared to SAS
# in frequency weight format
dt = [('A', 'S1'), ('B', 'S1'), ('C', 'S1'), ('count', int)]
dta = np.array([('F', 'F', 'F', 6),
('U', 'F', 'F', 2),
('F', 'F', 'U', 16),
('U', 'F', 'U', 4),
('F', 'U', 'F', 2),
('U', 'U', 'F', 6),
('F', 'U', 'U', 4),
('U', 'U', 'U', 6)], dt)
cases = np.array([[0, 0, 0],
[1, 0, 0],
[0, 0, 1],
[1, 0, 1],
[0, 1, 0],
[1, 1, 0],
[0, 1, 1],
[1, 1, 1]])
count = np.array([ 6, 2, 16, 4, 2, 6, 4, 6])
data = np.repeat(cases, count, 0)
res = cochrans_q(data)
assert_allclose([res.statistic, res.pvalue], [8.4706, 0.0145], atol=5e-5)
def test_runstest(reset_randomstate):
#comparison numbers from R, tseries, runs.test
#currently only 2-sided used
x = np.array([1, 1, 1, 0, 0, 1, 0, 1, 0, 1, 1, 1, 0, 1, 0, 1])
z_twosided = 1.386750
pvalue_twosided = 0.1655179
z_greater = 1.386750
pvalue_greater = 0.08275893
z_less = 1.386750
pvalue_less = 0.917241
#print Runs(x).runs_test(correction=False)
assert_almost_equal(np.array(Runs(x).runs_test(correction=False)),
[z_twosided, pvalue_twosided], decimal=6)
# compare with runstest_1samp which should have same indicator
assert_almost_equal(runstest_1samp(x, correction=False),
[z_twosided, pvalue_twosided], decimal=6)
x2 = x - 0.5 + np.random.uniform(-0.1, 0.1, size=len(x))
assert_almost_equal(runstest_1samp(x2, cutoff=0, correction=False),
[z_twosided, pvalue_twosided], decimal=6)
assert_almost_equal(runstest_1samp(x2, cutoff='mean', correction=False),
[z_twosided, pvalue_twosided], decimal=6)
assert_almost_equal(runstest_1samp(x2, cutoff=x2.mean(), correction=False),
[z_twosided, pvalue_twosided], decimal=6)
# check median
assert_almost_equal(runstest_1samp(x2, cutoff='median', correction=False),
runstest_1samp(x2, cutoff=np.median(x2), correction=False),
decimal=6)
def test_runstest_2sample():
# regression test, checked with MonteCarlo and looks reasonable
x = [31.8, 32.8, 39.2, 36, 30, 34.5, 37.4]
y = [35.5, 27.6, 21.3, 24.8, 36.7, 30]
y[-1] += 1e-6 #avoid tie that creates warning
groups = np.concatenate((np.zeros(len(x)), np.ones(len(y))))
res = runstest_2samp(x, y)
res1 = (0.022428065200812752, 0.98210649318649212)
assert_allclose(res, res1, rtol=1e-6)
# check as stacked array
res2 = runstest_2samp(x, y)
assert_allclose(res2, res, rtol=1e-6)
xy = np.concatenate((x, y))
res_1s = runstest_1samp(xy)
assert_allclose(res_1s, res1, rtol=1e-6)
# check cutoff
res2_1s = runstest_1samp(xy, xy.mean())
assert_allclose(res2_1s, res_1s, rtol=1e-6)