Repository URL to install this package:
|
Version:
1.8.0 ▾
|
# Many scipy.stats functions support `axis` and `nan_policy` parameters.
# When the two are combined, it can be tricky to get all the behavior just
# right. This file contains a suite of common tests for scipy.stats functions
# that support `axis` and `nan_policy` and additional tests for some associated
# functions in stats._util.
from itertools import product, combinations_with_replacement
import re
import pickle
import pytest
import numpy as np
from numpy.lib import NumpyVersion
from numpy.testing import assert_allclose, assert_equal
from scipy import stats
axis_nan_policy_cases = [
# function, args, kwds, number of samples, paired, unpacker function
# args, kwds typically aren't needed; just showing that they work
(stats.kruskal, tuple(), dict(), 3, False, None), # 4 samples is slow
(stats.ranksums, ('less',), dict(), 2, False, None),
(stats.mannwhitneyu, tuple(), {'method': 'asymptotic'}, 2, False, None),
(stats.wilcoxon, ('pratt',), {'mode': 'auto'}, 2, True, None),
(stats.wilcoxon, tuple(), dict(), 1, True, None),
]
# If the message is one of those expected, put nans in
# appropriate places of `statistics` and `pvalues`
too_small_messages = {"The input contains nan", # for nan_policy="raise"
"Degrees of freedom <= 0 for slice",
"x and y should have at least 5 elements",
"Data must be at least length 3",
"The sample must contain at least two",
"x and y must contain at least two",
"division by zero",
"Mean of empty slice",
"Data passed to ks_2samp must not be empty",
"Not enough test observations",
"Not enough other observations",
"At least one observation is required",
"zero-size array to reduction operation maximum",
"`x` and `y` must be of nonzero size.",
"The exact distribution of the Wilcoxon test"}
def _mixed_data_generator(n_samples, n_repetitions, axis, rng,
paired=False):
# generate random samples to check the response of hypothesis tests to
# samples with different (but broadcastable) shapes and various
# nan patterns (e.g. all nans, some nans, no nans) along axis-slices
data = []
for i in range(n_samples):
n_patterns = 6 # number of distinct nan patterns
n_obs = 20 if paired else 20 + i # observations per axis-slice
x = np.ones((n_repetitions, n_patterns, n_obs)) * np.nan
for j in range(n_repetitions):
samples = x[j, :, :]
# case 0: axis-slice with all nans (0 reals)
# cases 1-3: axis-slice with 1-3 reals (the rest nans)
# case 4: axis-slice with mostly (all but two) reals
# case 5: axis slice with all reals
for k, n_reals in enumerate([0, 1, 2, 3, n_obs-2, n_obs]):
# for cases 1-3, need paired nansw to be in the same place
indices = rng.permutation(n_obs)[:n_reals]
samples[k, indices] = rng.random(size=n_reals)
# permute the axis-slices just to show that order doesn't matter
samples[:] = rng.permutation(samples, axis=0)
# For multi-sample tests, we want to test broadcasting and check
# that nan policy works correctly for each nan pattern for each input.
# This takes care of both simultaneosly.
new_shape = [n_repetitions] + [1]*n_samples + [n_obs]
new_shape[1 + i] = 6
x = x.reshape(new_shape)
x = np.moveaxis(x, -1, axis)
data.append(x)
return data
def _homogeneous_data_generator(n_samples, n_repetitions, axis, rng,
paired=False, all_nans=True):
# generate random samples to check the response of hypothesis tests to
# samples with different (but broadcastable) shapes and homogeneous
# data (all nans or all finite)
data = []
for i in range(n_samples):
n_obs = 20 if paired else 20 + i # observations per axis-slice
shape = [n_repetitions] + [1]*n_samples + [n_obs]
shape[1 + i] = 2
x = np.ones(shape) * np.nan if all_nans else rng.random(shape)
x = np.moveaxis(x, -1, axis)
data.append(x)
return data
def nan_policy_1d(hypotest, data1d, unpacker, *args,
nan_policy='raise', paired=False, _no_deco=True, **kwds):
# Reference implementation for how `nan_policy` should work for 1d samples
if nan_policy == 'raise':
for sample in data1d:
if np.any(np.isnan(sample)):
raise ValueError("The input contains nan values")
elif nan_policy == 'propagate':
# For all hypothesis tests tested, returning nans is the right thing.
# But many hypothesis tests don't propagate correctly (e.g. they treat
# np.nan the same as np.inf, which doesn't make sense when ranks are
# involved) so override that behavior here.
for sample in data1d:
if np.any(np.isnan(sample)):
return np.nan, np.nan
elif nan_policy == 'omit':
# manually omit nans (or pairs in which at least one element is nan)
if not paired:
data1d = [sample[~np.isnan(sample)] for sample in data1d]
else:
nan_mask = np.isnan(data1d[0])
for sample in data1d[1:]:
nan_mask = np.logical_or(nan_mask, np.isnan(sample))
data1d = [sample[~nan_mask] for sample in data1d]
return unpacker(hypotest(*data1d, *args, _no_deco=_no_deco, **kwds))
@pytest.mark.parametrize(("hypotest", "args", "kwds", "n_samples", "paired",
"unpacker"), axis_nan_policy_cases)
@pytest.mark.parametrize(("nan_policy"), ("propagate", "omit", "raise"))
@pytest.mark.parametrize(("axis"), (1,))
@pytest.mark.parametrize(("data_generator"), ("mixed",))
def test_axis_nan_policy_fast(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, axis,
data_generator):
_axis_nan_policy_test(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, axis, data_generator)
@pytest.mark.slow
@pytest.mark.parametrize(("hypotest", "args", "kwds", "n_samples", "paired",
"unpacker"), axis_nan_policy_cases)
@pytest.mark.parametrize(("nan_policy"), ("propagate", "omit", "raise"))
@pytest.mark.parametrize(("axis"), range(-3, 3))
@pytest.mark.parametrize(("data_generator"),
("all_nans", "all_finite", "mixed"))
def test_axis_nan_policy_full(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, axis,
data_generator):
_axis_nan_policy_test(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, axis, data_generator)
def _axis_nan_policy_test(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, axis, data_generator):
# Tests the 1D and vectorized behavior of hypothesis tests against a
# reference implementation (nan_policy_1d with np.ndenumerate)
# Some hypothesis tests return a non-iterable that needs an `unpacker` to
# extract the statistic and p-value. For those that don't:
if not unpacker:
def unpacker(res):
return res
if NumpyVersion(np.__version__) < '1.18.0':
pytest.xfail("Generator `permutation` method doesn't support `axis`")
rng = np.random.default_rng(0)
# Generate multi-dimensional test data with all important combinations
# of patterns of nans along `axis`
n_repetitions = 3 # number of repetitions of each pattern
data_gen_kwds = {'n_samples': n_samples, 'n_repetitions': n_repetitions,
'axis': axis, 'rng': rng, 'paired': paired}
if data_generator == 'mixed':
inherent_size = 6 # number of distinct types of patterns
data = _mixed_data_generator(**data_gen_kwds)
elif data_generator == 'all_nans':
inherent_size = 2 # hard-coded in _homogeneous_data_generator
data_gen_kwds['all_nans'] = True
data = _homogeneous_data_generator(**data_gen_kwds)
elif data_generator == 'all_finite':
inherent_size = 2 # hard-coded in _homogeneous_data_generator
data_gen_kwds['all_nans'] = False
data = _homogeneous_data_generator(**data_gen_kwds)
output_shape = [n_repetitions] + [inherent_size]*n_samples
# To generate reference behavior to compare against, loop over the axis-
# slices in data. Make indexing easier by moving `axis` to the end and
# broadcasting all samples to the same shape.
data_b = [np.moveaxis(sample, axis, -1) for sample in data]
data_b = [np.broadcast_to(sample, output_shape + [sample.shape[-1]])
for sample in data_b]
statistics = np.zeros(output_shape)
pvalues = np.zeros(output_shape)
for i, _ in np.ndenumerate(statistics):
data1d = [sample[i] for sample in data_b]
with np.errstate(divide='ignore', invalid='ignore'):
try:
res1d = nan_policy_1d(hypotest, data1d, unpacker, *args,
nan_policy=nan_policy, paired=paired,
_no_deco=True, **kwds)
# Eventually we'll check the results of a single, vectorized
# call of `hypotest` against the arrays `statistics` and
# `pvalues` populated using the reference `nan_policy_1d`.
# But while we're at it, check the results of a 1D call to
# `hypotest` against the reference `nan_policy_1d`.
res1db = unpacker(hypotest(*data1d, *args,
nan_policy=nan_policy, **kwds))
assert_equal(res1db[0], res1d[0])
if len(res1db) == 2:
assert_equal(res1db[1], res1d[1])
# When there is not enough data in 1D samples, many existing
# hypothesis tests raise errors instead of returning nans .
# For vectorized calls, we put nans in the corresponding elements
# of the output.
except (RuntimeWarning, ValueError, ZeroDivisionError) as e:
# whatever it is, make sure same error is raised by both
# `nan_policy_1d` and `hypotest`
with pytest.raises(type(e), match=re.escape(str(e))):
nan_policy_1d(hypotest, data1d, unpacker, *args,
nan_policy=nan_policy, paired=paired,
_no_deco=True, **kwds)
with pytest.raises(type(e), match=re.escape(str(e))):
hypotest(*data1d, *args, nan_policy=nan_policy, **kwds)
if any([str(e).startswith(message)
for message in too_small_messages]):
res1d = np.nan, np.nan
else:
raise e
statistics[i] = res1d[0]
if len(res1d) == 2:
pvalues[i] = res1d[1]
# Perform a vectorized call to the hypothesis test.
# If `nan_policy == 'raise'`, check that it raises the appropriate error.
# If not, compare against the output against `statistics` and `pvalues`
if nan_policy == 'raise' and not data_generator == "all_finite":
message = 'The input contains nan values'
with pytest.raises(ValueError, match=message):
hypotest(*data, axis=axis, nan_policy=nan_policy, *args, **kwds)
else:
with np.errstate(divide='ignore', invalid='ignore'):
res = unpacker(hypotest(*data, axis=axis, nan_policy=nan_policy,
*args, **kwds))
assert_equal(res[0], statistics)
assert_equal(res[0].dtype, statistics.dtype)
if len(res) == 2:
assert_equal(res[1], pvalues)
assert_equal(res[1].dtype, pvalues.dtype)
@pytest.mark.parametrize(("hypotest", "args", "kwds", "n_samples", "paired",
"unpacker"), axis_nan_policy_cases)
@pytest.mark.parametrize(("nan_policy"), ("propagate", "omit", "raise"))
@pytest.mark.parametrize(("data_generator"),
("all_nans", "all_finite", "mixed", "empty"))
def test_axis_nan_policy_axis_is_None(hypotest, args, kwds, n_samples, paired,
unpacker, nan_policy, data_generator):
# check for correct behavior when `axis=None`
if not unpacker:
def unpacker(res):
return res
if NumpyVersion(np.__version__) < '1.18.0':
pytest.xfail("Generator `permutation` method doesn't support `axis`")
rng = np.random.default_rng(0)
if data_generator == "empty":
data = [rng.random((2, 0)) for i in range(n_samples)]
else:
data = [rng.random((2, 20)) for i in range(n_samples)]
if data_generator == "mixed":
masks = [rng.random((2, 20)) > 0.9 for i in range(n_samples)]
for sample, mask in zip(data, masks):
sample[mask] = np.nan
elif data_generator == "all_nans":
data = [sample * np.nan for sample in data]
data_raveled = [sample.ravel() for sample in data]
if nan_policy == 'raise' and data_generator not in {"all_finite", "empty"}:
message = 'The input contains nan values'
# check for correct behavior whether or not data is 1d to begin with
with pytest.raises(ValueError, match=message):
hypotest(*data, axis=None, nan_policy=nan_policy,
*args, **kwds)
with pytest.raises(ValueError, match=message):
hypotest(*data_raveled, axis=None, nan_policy=nan_policy,
*args, **kwds)
else:
# behavior of reference implementation with 1d input, hypotest with 1d
# input, and hypotest with Nd input should match, whether that means
# that outputs are equal or they raise the same exception
ea_str, eb_str, ec_str = None, None, None
with np.errstate(divide='ignore', invalid='ignore'):
try:
res1da = nan_policy_1d(hypotest, data_raveled, unpacker, *args,
nan_policy=nan_policy, paired=paired,
_no_deco=True, **kwds)
except (RuntimeWarning, ValueError, ZeroDivisionError) as ea:
ea_str = str(ea)
try:
res1db = unpacker(hypotest(*data_raveled, *args,
nan_policy=nan_policy, **kwds))
except (RuntimeWarning, ValueError, ZeroDivisionError) as eb:
eb_str = str(eb)
try:
res1dc = unpacker(hypotest(*data, *args, axis=None,
nan_policy=nan_policy, **kwds))
except (RuntimeWarning, ValueError, ZeroDivisionError) as ec:
ec_str = str(ec)
if ea_str or eb_str or ec_str:
assert any([str(ea_str).startswith(message)
for message in too_small_messages])
assert ea_str == eb_str == ec_str
else:
assert_equal(res1db, res1da)
assert_equal(res1dc, res1da)
@pytest.mark.parametrize(("axis"), (0, 1, 2))
def test_axis_nan_policy_decorated_positional_axis(axis):
# Test for correct behavior of function decorated with
# _axis_nan_policy_decorator whether `axis` is provided as positional or
# keyword argument
if NumpyVersion(np.__version__) < '1.18.0':
pytest.xfail("Avoid test failures due to old version of NumPy")
shape = (8, 9, 10)
rng = np.random.default_rng(0)
x = rng.random(shape)
y = rng.random(shape)
res1 = stats.mannwhitneyu(x, y, True, 'two-sided', axis)
res2 = stats.mannwhitneyu(x, y, True, 'two-sided', axis=axis)
assert_equal(res1, res2)
message = "mannwhitneyu() got multiple values for argument 'axis'"
with pytest.raises(TypeError, match=re.escape(message)):
stats.mannwhitneyu(x, y, True, 'two-sided', axis, axis=axis)
def test_axis_nan_policy_decorated_positional_args():
# Test for correct behavior of function decorated with
# _axis_nan_policy_decorator when function accepts *args
if NumpyVersion(np.__version__) < '1.18.0':
pytest.xfail("Avoid test failures due to old version of NumPy")
shape = (3, 8, 9, 10)
rng = np.random.default_rng(0)
x = rng.random(shape)
x[0, 0, 0, 0] = np.nan
stats.kruskal(*x)
message = "kruskal() got an unexpected keyword argument 'args'"
with pytest.raises(TypeError, match=re.escape(message)):
stats.kruskal(args=x)
with pytest.raises(TypeError, match=re.escape(message)):
stats.kruskal(*x, args=x)
def test_axis_nan_policy_decorated_keyword_samples():
# Test for correct behavior of function decorated with
# _axis_nan_policy_decorator whether samples are provided as positional or
# keyword arguments
if NumpyVersion(np.__version__) < '1.18.0':
pytest.xfail("Avoid test failures due to old version of NumPy")
shape = (2, 8, 9, 10)
rng = np.random.default_rng(0)
x = rng.random(shape)
x[0, 0, 0, 0] = np.nan
res1 = stats.mannwhitneyu(*x)
res2 = stats.mannwhitneyu(x=x[0], y=x[1])
assert_equal(res1, res2)
message = "mannwhitneyu() got multiple values for argument"
with pytest.raises(TypeError, match=re.escape(message)):
stats.mannwhitneyu(*x, x=x[0], y=x[1])
@pytest.mark.parametrize(("hypotest", "args", "kwds", "n_samples", "paired",
"unpacker"), axis_nan_policy_cases)
def test_axis_nan_policy_decorated_pickled(hypotest, args, kwds, n_samples,
paired, unpacker):
if NumpyVersion(np.__version__) < '1.18.0':
rng = np.random.RandomState(0)
else:
rng = np.random.default_rng(0)
# Some hypothesis tests return a non-iterable that needs an `unpacker` to
# extract the statistic and p-value. For those that don't:
if not unpacker:
def unpacker(res):
return res
data = rng.uniform(size=(n_samples, 2, 30))
pickled_hypotest = pickle.dumps(hypotest)
unpickled_hypotest = pickle.loads(pickled_hypotest)
res1 = unpacker(hypotest(*data, *args, axis=-1, **kwds))
res2 = unpacker(unpickled_hypotest(*data, *args, axis=-1, **kwds))
assert_allclose(res1, res2, rtol=1e-12)
def test_check_empty_inputs():
# Test that _check_empty_inputs is doing its job, at least for single-
# sample inputs. (Multi-sample functionality is tested below.)
# If the input sample is not empty, it should return None.
# If the input sample is empty, it should return an array of NaNs or an
# empty array of appropriate shape. np.mean is used as a reference for the
# output because, like the statistics calculated by these functions,
# it works along and "consumes" `axis` but preserves the other axes.
for i in range(5):
for combo in combinations_with_replacement([0, 1, 2], i):
for axis in range(len(combo)):
samples = (np.zeros(combo),)
output = stats._axis_nan_policy._check_empty_inputs(samples,
axis)
if output is not None:
with np.testing.suppress_warnings() as sup:
sup.filter(RuntimeWarning, "Mean of empty slice.")
sup.filter(RuntimeWarning, "invalid value encountered")
reference = samples[0].mean(axis=axis)
np.testing.assert_equal(output, reference)
def _check_arrays_broadcastable(arrays, axis):
# https://numpy.org/doc/stable/user/basics.broadcasting.html
# "When operating on two arrays, NumPy compares their shapes element-wise.
# It starts with the trailing (i.e. rightmost) dimensions and works its
# way left.
# Two dimensions are compatible when
# 1. they are equal, or
# 2. one of them is 1
# ...
# Arrays do not need to have the same number of dimensions."
# (Clarification: if the arrays are compatible according to the criteria
# above and an array runs out of dimensions, it is still compatible.)
# Below, we follow the rules above except ignoring `axis`
n_dims = max([arr.ndim for arr in arrays])
if axis is not None:
# convert to negative axis
axis = (-n_dims + axis) if axis >= 0 else axis
for dim in range(1, n_dims+1): # we'll index from -1 to -n_dims, inclusive
if -dim == axis:
continue # ignore lengths along `axis`
dim_lengths = set()
for arr in arrays:
if dim <= arr.ndim and arr.shape[-dim] != 1:
dim_lengths.add(arr.shape[-dim])
if len(dim_lengths) > 1:
return False
return True
@pytest.mark.slow
@pytest.mark.parametrize(("hypotest", "args", "kwds", "n_samples", "paired",
"unpacker"), axis_nan_policy_cases)
def test_empty(hypotest, args, kwds, n_samples, paired, unpacker):
# test for correct output shape when at least one input is empty
def small_data_generator(n_samples, n_dims):
def small_sample_generator(n_dims):
# return all possible "small" arrays in up to n_dim dimensions
for i in n_dims:
# "small" means with size along dimension either 0 or 1
for combo in combinations_with_replacement([0, 1, 2], i):
yield np.zeros(combo)
# yield all possible combinations of small samples
gens = [small_sample_generator(n_dims) for i in range(n_samples)]
for i in product(*gens):
yield i
n_dims = [2, 3]
for samples in small_data_generator(n_samples, n_dims):
# this test is only for arrays of zero size
if not any((sample.size == 0 for sample in samples)):
continue
max_axis = max((sample.ndim for sample in samples))
# need to test for all valid values of `axis` parameter, too
for axis in range(-max_axis, max_axis):
try:
# After broadcasting, all arrays are the same shape, so
# the shape of the output should be the same as a single-
# sample statistic. Use np.mean as a reference.
concat = stats._stats_py._broadcast_concatenate(samples, axis)
with np.testing.suppress_warnings() as sup:
sup.filter(RuntimeWarning, "Mean of empty slice.")
sup.filter(RuntimeWarning, "invalid value encountered")
expected = np.mean(concat, axis=axis) * np.nan
res = hypotest(*samples, *args, axis=axis, **kwds)
if hasattr(res, 'statistic'):
assert_equal(res.statistic, expected)
assert_equal(res.pvalue, expected)
else:
assert_equal(res, expected)
except ValueError:
# confirm that the arrays truly are not broadcastable
assert not _check_arrays_broadcastable(samples, axis)
# confirm that _both_ `_broadcast_concatenate` and `hypotest`
# produce this information.
message = "Array shapes are incompatible for broadcasting."
with pytest.raises(ValueError, match=message):
stats._stats_py._broadcast_concatenate(samples, axis)
with pytest.raises(ValueError, match=message):
hypotest(*samples, *args, axis=axis, **kwds)