Python stats.anderson方法代碼示例

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_normal(self):
        rs = RandomState(1234567890)
        x1 = rs.standard_exponential(size=50)
        x2 = rs.standard_normal(size=50)
        A, crit, sig = stats.anderson(x1)
        assert_array_less(crit[:-1], A)
        A, crit, sig = stats.anderson(x2)
        assert_array_less(A, crit[-2:])

        v = np.ones(10)
        v[0] = 0
        A, crit, sig = stats.anderson(v)
        # The expected statistic 3.208057 was computed independently of scipy.
        # For example, in R:
        #   > library(nortest)
        #   > v <- rep(1, 10)
        #   > v[1] <- 0
        #   > result <- ad.test(v)
        #   > result$statistic
        #          A
        #   3.208057
        assert_allclose(A, 3.208057) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def normal_Anderson_Darling(sample):
    """Compute a Anderson-Darling test on the sample versus a normal distribution with mu = 0, sigma = 1

            :param array_like sample: the sample you want to check the "Gaussianity"
            :returns: the Anderson-Darling statistic, the Anderson-Darling critical values associated to the significance
            level of 15 % and the Anderson-Darling judgement
            :rtype: float, array_like, array_like
    """

    AD_stat, AD_critical_values, AD_significance_levels = ss.anderson(sample)

    # the sample is likely Gaussian-like if AD_stat (~ maximum distance between sample and theoritical distribution) -> 0
    # the null hypothesis can not be rejected ( i.e the distribution of sample come from a Gaussian) if AD_pvalue -> 1


    AD_judgement = 0

    if AD_stat < 2*AD_critical_values[-1]:
        AD_judgement = 1

    if AD_stat < AD_critical_values[-1]:
        AD_judgement = 2
    return  AD_stat, AD_critical_values[-1], AD_judgement 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_normality_increase_lambert(self):
        # Generate random data and check that it is more normal after inference
        for i, y in enumerate([np.random.standard_cauchy(size=ns), experimental_data]):
            print('Distribution %d' % i)
            print('Before')
            print(('anderson: %0.3f\tshapiro: %0.3f' % (anderson(y)[0], shapiro(y)[0])).expandtabs(30))
            stats.probplot(y, dist="norm", plot=plt)
            plt.savefig(os.path.join(self.test_dir, '%d_before.png' % i))
            plt.clf()
    
            tau = g.igmm(y)
            x = g.w_t(y, tau)
            print('After')
            print(('anderson: %0.3f\tshapiro: %0.3f' % (anderson(x)[0], shapiro(x)[0])).expandtabs(30))
            stats.probplot(x, dist="norm", plot=plt)
            plt.savefig(os.path.join(self.test_dir, '%d_after.png' % i))
            plt.clf() 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def fit(self, magnitude):
        ander = stats.anderson(magnitude)[0]
        return {"AndersonDarling": 1 / (1.0 + np.exp(-10 * (ander - 0.3)))} 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_normal(self):
        rs = RandomState(1234567890)
        x1 = rs.standard_exponential(size=50)
        x2 = rs.standard_normal(size=50)
        A,crit,sig = stats.anderson(x1)
        assert_array_less(crit[:-1], A)
        A,crit,sig = stats.anderson(x2)
        assert_array_less(A, crit[-2:]) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_expon(self):
        rs = RandomState(1234567890)
        x1 = rs.standard_exponential(size=50)
        x2 = rs.standard_normal(size=50)
        A,crit,sig = stats.anderson(x1,'expon')
        assert_array_less(A, crit[-2:])
        olderr = np.seterr(all='ignore')
        try:
            A,crit,sig = stats.anderson(x2,'expon')
        finally:
            np.seterr(**olderr)
        assert_(A > crit[-1]) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_bad_arg(self):
        assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp') 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_expon(self):
        rs = RandomState(1234567890)
        x1 = rs.standard_exponential(size=50)
        x2 = rs.standard_normal(size=50)
        A, crit, sig = stats.anderson(x1, 'expon')
        assert_array_less(A, crit[-2:])
        olderr = np.seterr(all='ignore')
        try:
            A, crit, sig = stats.anderson(x2, 'expon')
        finally:
            np.seterr(**olderr)
        assert_(A > crit[-1]) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_gumbel(self):
        # Regression test for gh-6306.  Before that issue was fixed,
        # this case would return a2=inf.
        v = np.ones(100)
        v[0] = 0.0
        a2, crit, sig = stats.anderson(v, 'gumbel')
        # A brief reimplementation of the calculation of the statistic.
        n = len(v)
        xbar, s = stats.gumbel_l.fit(v)
        logcdf = stats.gumbel_l.logcdf(v, xbar, s)
        logsf = stats.gumbel_l.logsf(v, xbar, s)
        i = np.arange(1, n+1)
        expected_a2 = -n - np.mean((2*i - 1) * (logcdf + logsf[::-1]))

        assert_allclose(a2, expected_a2) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_result_attributes(self):
        rs = RandomState(1234567890)
        x = rs.standard_exponential(size=50)
        res = stats.anderson(x)
        attributes = ('statistic', 'critical_values', 'significance_level')
        check_named_results(res, attributes) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_gumbel_r(self):
        # gh-2592, gh-6337
        # Adds support to 'gumbel_r' and 'gumbel_l' as valid inputs for dist.
        rs = RandomState(1234567890)
        x1 = rs.gumbel(size=100)
        x2 = np.ones(100)
        A1, crit1, sig1 = stats.anderson(x1, 'gumbel_r')
        A2, crit2, sig2 = stats.anderson(x2, 'gumbel_r')

        assert_array_less(A1, crit1[-2:])
        assert_(A2 > crit2[-1]) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def test_detrending_residuals():
    """Test the detrending residual distributions"""
    # Retrieve the custom, known signal properties
    tpf = KeplerTargetPixelFile(filename_synthetic_flat)

    # Run the SFF algorithm
    lc = tpf.to_lightcurve()
    corrector = SFFCorrector(lc)
    cor_lc = corrector.correct(tpf.pos_corr2, tpf.pos_corr1,
                               niters=10, windows=5, bins=7, restore_trend=True)

    # Verify that we get a significant reduction in RMS
    cdpp_improvement = lc.estimate_cdpp() / cor_lc.estimate_cdpp()
    assert cdpp_improvement > 10.0

    # The residuals should be Gaussian-"ish"
    # Table 4.1 of Ivezic, Connolly, Vanerplas, Gray 2014
    anderson_threshold = 1.57

    resid_n_sigmas = (cor_lc.flux - np.mean(cor_lc.flux))/cor_lc.flux_err
    A_value, _, _ = stats.anderson(resid_n_sigmas)
    assert A_value**2 < anderson_threshold

    n_sigma = np.std(resid_n_sigmas)
    assert n_sigma < 2.0

    corrector = PLDCorrector(tpf)
    cor_lc = corrector.correct(use_gp=False)

    cdpp_improvement = lc.estimate_cdpp()/cor_lc.estimate_cdpp()
    assert cdpp_improvement > 10.0

    resid_n_sigmas = (cor_lc.flux - np.mean(cor_lc.flux))/cor_lc.flux_err
    A_value, crit, sig = stats.anderson(resid_n_sigmas)
    assert A_value**2 < anderson_threshold

    n_sigma = np.std(resid_n_sigmas)
    assert n_sigma < 2.0 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def fit(self, data):

        magnitude = data[0]
        ander = stats.anderson(magnitude)[0]
        return 1 / (1.0 + np.exp(-10 * (ander - 0.3))) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def anderson_statistic(x, dist='norm', fit=True, params=(), axis=0):
    '''calculate anderson-darling A2 statistic

    Parameters
    ----------
    x : array_like
        data
    dist : 'norm' or callable
        null distribution for the test statistic
    fit : bool
        If True, then the distribution parameters are estimated.
        Currently only for 1d data x, except in case dist='norm'
    params : tuple
        optional distribution parameters if fit is False
    axis : integer
        If dist is 'norm' or fit is False, then data can be an n-dimensional
        and axis specifies the axis of a variable

    Returns
    -------
    ad2 : float or ndarray
        Anderson-Darling statistic


    '''
    x = np.asarray(x)
    y = np.sort(x, axis=axis)
    N = y.shape[axis]
    if fit:
        if dist == 'norm':
            xbar = np.expand_dims(np.mean(x, axis=axis), axis)
            s = np.expand_dims(np.std(x, ddof=1, axis=axis), axis)
            w = (y-xbar)/s
            z = stats.norm.cdf(w)
            #print z
        elif hasattr(dist, '__call__'):
            params = dist.fit(x)
            #print params
            z = dist.cdf(y, *params)
            print(z)
    else:
        if hasattr(dist, '__call__'):
            z = dist.cdf(y, *params)
        else:
            raise ValueError('if fit is false, then dist needs to be callable')

    i = np.arange(1,N+1)
    sl1 = [None]*x.ndim
    sl1[axis] = slice(None)
    sl2 = [slice(None)]*x.ndim
    sl2[axis] = slice(None,None,-1)
    S = np.sum((2*i[sl1]-1.0)/N*(np.log(z)+np.log(1-z[sl2])), axis=axis)
    A2 = -N-S
    return A2 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import anderson [as 別名]
def normal_ad(x, axis=0):
    '''Anderson-Darling test for normal distribution unknown mean and variance

    Parameters
    ----------
    x : array_like
        data array, currently only 1d

    Returns
    -------
    ad2 : float
        Anderson Darling test statistic
    pval : float
        pvalue for hypothesis that the data comes from a normal distribution
        with unknown mean and variance

    '''
    #ad2 = stats.anderson(x)[0]
    ad2 = anderson_statistic(x, dist='norm', fit=True, axis=axis)
    n = x.shape[axis]

    ad2a = ad2 * (1 + 0.75/n + 2.25/n**2)

    if np.size(ad2a) == 1:
        if (ad2a >= 0.00 and ad2a < 0.200):
            pval = 1 - np.exp(-13.436 + 101.14 * ad2a - 223.73 * ad2a**2)
        elif ad2a < 0.340:
            pval = 1 - np.exp(-8.318 + 42.796 * ad2a - 59.938 * ad2a**2)
        elif ad2a < 0.600:
            pval = np.exp(0.9177 - 4.279 * ad2a - 1.38 * ad2a**2)
        elif ad2a <= 13:
            pval = np.exp(1.2937 - 5.709 * ad2a + 0.0186 * ad2a**2)
        else:
            pval = 0.0  # is < 4.9542108058458799e-31

    else:
        bounds = np.array([0.0, 0.200, 0.340, 0.600])

        pval0 = lambda ad2a: np.nan*np.ones_like(ad2a)
        pval1 = lambda ad2a: 1 - np.exp(-13.436 + 101.14 * ad2a - 223.73 * ad2a**2)
        pval2 = lambda ad2a: 1 - np.exp(-8.318 + 42.796 * ad2a - 59.938 * ad2a**2)
        pval3 = lambda ad2a: np.exp(0.9177 - 4.279 * ad2a - 1.38 * ad2a**2)
        pval4 = lambda ad2a: np.exp(1.2937 - 5.709 * ad2a + 0.0186 * ad2a**2)

        pvalli = [pval0, pval1, pval2, pval3, pval4]

        idx = np.searchsorted(bounds, ad2a, side='right')
        pval = np.nan*np.ones_like(ad2a)
        for i in range(5):
            mask = (idx == i)
            pval[mask] = pvalli[i](ad2a[mask])

    return ad2, pval