Python stats.kendalltau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 kendalltau [as 別名]
def get_corr_func(method):
    if method in ['kendall', 'spearman']:
        from scipy.stats import kendalltau, spearmanr

    def _pearson(a, b):
        return np.corrcoef(a, b)[0, 1]

    def _kendall(a, b):
        rs = kendalltau(a, b)
        if isinstance(rs, tuple):
            return rs[0]
        return rs

    def _spearman(a, b):
        return spearmanr(a, b)[0]

    _cor_methods = {
        'pearson': _pearson,
        'kendall': _kendall,
        'spearman': _spearman
    }
    return _cor_methods[method] 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def get_corr_func(method):
    if method in ['kendall', 'spearman']:
        from scipy.stats import kendalltau, spearmanr
    elif callable(method):
        return method

    def _pearson(a, b):
        return np.corrcoef(a, b)[0, 1]

    def _kendall(a, b):
        rs = kendalltau(a, b)
        if isinstance(rs, tuple):
            return rs[0]
        return rs

    def _spearman(a, b):
        return spearmanr(a, b)[0]

    _cor_methods = {
        'pearson': _pearson,
        'kendall': _kendall,
        'spearman': _spearman
    }
    return _cor_methods[method] 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def __call__(self):
        all_results = np.empty((len(self.systems), len(self.measures)))
        # TODO: parallelise?
        for system, sys_results in zip(self.systems, all_results):
            if self.gold is None:
                result_dict = Evaluate.read_tab_format(utf8_open(system))
            else:
                result_dict = Evaluate(system, self.gold, measures=self.measures, fmt='none')()
            sys_results[...] = [result_dict[measure]['fscore'] for measure in self.measures]

        self.all_results = all_results

        correlations = {}
        scores_by_measure = zip(self.measures, all_results.T)
        for (measure_i, scores_i), (measure_j, scores_j) in _pairs(scores_by_measure):
            correlations[measure_i, measure_j] = {'pearson': stats.pearsonr(scores_i, scores_j),
                                                  'spearman': stats.spearmanr(scores_i, scores_j),
                                                  'kendall': stats.kendalltau(scores_i, scores_j)}

        quartiles = {}
        for measure_i, scores_i in scores_by_measure:
            quartiles[measure_i] = np.percentile(scores_i, [0, 25, 50, 75, 100])

        return self.format(self, {'quartiles': quartiles, 'correlations': correlations}) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def correlations(self, X):
		"""
		Compute the correlations of the specified data. Only available when dimension of copula is 2.

		Parameters
		----------
		X : numpy array (of size n * 2)
			Values to compute correlations.

		Returns
		-------
		kendall : float
			The Kendall tau.
		pearson : float
			The Pearson's R
		spearman : float
			The Spearman's R
		"""
		if self.dim != 2:
			raise Exception("Correlations can not be computed when dimension is greater than 2.")
		self.kendall = kendalltau(X[:,0], X[:,1])[0]
		self.pearson = pearsonr(X[:,0], X[:,1])[0]
		self.spearman = spearmanr(X[:,0], X[:,1])[0]
		return self.kendall, self.pearson, self.spearman 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def _gaussian_PKTE(X):
    # the algorithm for this comes from the paper:
    # "Gaussian Copula Precision Estimation with Missing Values" 
    # by Huahua Wang, Faridel Fazayeli, Soumyadeep Chatterjee, Arindam Banerjee
    N = X.shape[1]
    sigma_hat = np.ones((N,N))
    for dim1 in range(0,N-1):
        for dim2 in range(dim1+1,N):
            rho = np.sin(math.pi/2 * kendalltau(X[:,dim1],X[:,dim2]))
            # correlation matrix is symmetric
            sigma_hat[dim1][dim2] = rho
            sigma_hat[dim2][dim1] = rho
            
    # ensure that sigma_hat is positive semidefinite
    sigma_hat = _nearPD(sigma_hat)
            
    return sigma_hat

# TODO: T copula stuff 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def kendalls_tau(X):
    """
    Calculates a generalized Kendall's tau for a data set given by X, as 
    described by "Multivariate Extensions of Spearman's Rho and Related Statistics"
    
    Inputs:
      X - the input data, should be a numpy array of shape = M x N, where
          M is the number of samples, and N is the dimensionality of the data
    """
    M = X.shape[0]
    N = X.shape[1]
    if N<2:
        raise ValueError('To calculate Kendall\'s Tau, need data of dimensionality >= 2')
    
    ktau = 0.0
    for dim1 in range(0,N-1):
        for dim2 in range(dim1+1,N):
            (t,p) = kendalltau(X[:,dim1],X[:,dim2])
            ktau = ktau + t
    # normalize
    ktau = ktau / comb(N,2)
    return ktau 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def compute_sparse_kendalltau(model_ids, model_perfs, gt_perfs, threshold=1e-4,
                              fn_map_perf_to_new_rank=sparse_rank_by_simple_bin):
    """
    Compute the sparse kendall tau, by compression
    :param model_ids:
    :param model_perfs:
    :param gt_perfs:
    :param threshold:
    :param fn_map_perf_to_new_rank:
    :return:
    """
    avg_perfs_multiplier = 1e-2 if 1 < np.average(model_perfs) < 100 else 1.
    model_perfs = [p * avg_perfs_multiplier for p in model_perfs]
    gt_perfs, _ = sort_hash_perfs(gt_perfs, model_perfs)
    sgt_model_ids, sgt_perfs = sort_hash_perfs(model_ids, gt_perfs, verbose=False)
    sgt_sparse_ranks = fn_map_perf_to_new_rank(sgt_model_ids, sgt_perfs, threshold=threshold)
    pred_sparse_ranks = [sgt_sparse_ranks[sgt_model_ids.index(i)] for i in model_ids]
    print("Reduced ranks from {} to {}".format(len(set(model_ids)), len(set(sgt_sparse_ranks))))
    return kendalltau(sgt_sparse_ranks, pred_sparse_ranks) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def kendalltau(rankA, rankB):

    if len(rankA) != len(rankB):
        raise TypeError("The two rank lists must be of the same length.")

    N = len(rankA)

    if isinstance(rankA[0], tuple):
        rankA = [rankA[i][0] for i in range(N)]

    if isinstance(rankB[0], tuple):
        rankB = [rankB[i][0] for i in range(N)]

    listA = [i for i in range(N)]
    listB = [rankB.index(rankA[i]) for i in range(N)]

    return kendalltau(listA, listB)[0] 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def reward_ddpg_D(solution, use_cuda):
    """
    Kendall-Tau correlation coefficient
    """
    (batch_size, n, m) = solution.size()
    if use_cuda:
        solution = solution.data.cpu().numpy()
    else:
        solution = solution.data.numpy()

    target = np.array(list(range(m)))
    R = []
    for i in range(batch_size):
        R.append(torch.FloatTensor([stats.kendalltau(solution[i], target).correlation]))
    R = torch.stack(R)
    if use_cuda:
        R = R.cuda()
    return Variable(R, requires_grad=False) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def score_function(self, allele):
        full_ensemble_predictions = self.predictor.predict(
            allele=allele,
            peptides=self.peptides)

        def score(predictor, additional_metadata_out=None):
            predictions = predictor.predict(
                allele=allele,
                peptides=self.peptides,
            )
            tau = kendalltau(predictions, full_ensemble_predictions).correlation
            if additional_metadata_out is not None:
                additional_metadata_out["score_consensus_tau"] = tau
            return tau * self.multiply_score_by_value

        return ScoreFunction(
            score, summary=self.plan_summary(allele)) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def test_nancorr_kendall(self):
        from scipy.stats import kendalltau
        targ0 = kendalltau(self.arr_float_2d, self.arr_float1_2d)[0]
        targ1 = kendalltau(self.arr_float_2d.flat, self.arr_float1_2d.flat)[0]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1,
                                     method='kendall')
        targ0 = kendalltau(self.arr_float_1d, self.arr_float1_1d)[0]
        targ1 = kendalltau(self.arr_float_1d.flat, self.arr_float1_1d.flat)[0]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='kendall') 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def test_corr_rank(self):
        import scipy
        import scipy.stats as stats

        # kendall and spearman
        A = tm.makeTimeSeries()
        B = tm.makeTimeSeries()
        A[-5:] = A[:5]
        result = A.corr(B, method='kendall')
        expected = stats.kendalltau(A, B)[0]
        tm.assert_almost_equal(result, expected)

        result = A.corr(B, method='spearman')
        expected = stats.spearmanr(A, B)[0]
        tm.assert_almost_equal(result, expected)

        # these methods got rewritten in 0.8
        if LooseVersion(scipy.__version__) < LooseVersion('0.9'):
            pytest.skip("skipping corr rank because of scipy version "
                        "{0}".format(scipy.__version__))

        # results from R
        A = Series(
            [-0.89926396, 0.94209606, -1.03289164, -0.95445587, 0.76910310, -
             0.06430576, -2.09704447, 0.40660407, -0.89926396, 0.94209606])
        B = Series(
            [-1.01270225, -0.62210117, -1.56895827, 0.59592943, -0.01680292,
             1.17258718, -1.06009347, -0.10222060, -0.89076239, 0.89372375])
        kexp = 0.4319297
        sexp = 0.5853767
        tm.assert_almost_equal(A.corr(B, method='kendall'), kexp)
        tm.assert_almost_equal(A.corr(B, method='spearman'), sexp) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def eval_per_query(self, y, y_pred):
        """
        This methods computes Kendall tau at per query level (on the instances
        belonging to a specific query). The Kendall tau per query is
        calculated as:

            tau = (P - Q) / sqrt((P + Q + T) * (P + Q + U))

        where P is the number of concordant pairs, Q the number of discordant
        pairs, T the number of ties only in x, and U the number of ties only
        in y. If a tie occurs for the same pair in both x and y, it is not
        added to either T or U.
        s
        Whether to use lexsort or quicksort as the sorting method for the
        initial sort of the inputs.  Default is lexsort (True), for which
        kendalltau is of complexity O(n log(n)). If False, the complexity
        is O(n^2), but with a smaller pre-factor (so quicksort may be faster
        for small arrays).

        Parameters
        ----------
        y: numpy array
            Represents the labels of instances corresponding to one query in
            the dataset (ground truth).
        y_pred: numpy array.
            Represents the predicted document scores obtained during the model
            scoring phase for that query.

        Returns
        -------
        kendalltau: float
            The Kendall tau per query.
        """
        kendall_tau = stats.kendalltau(y, y_pred, initial_lexsort=True)
        return kendall_tau.correlation 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def test_kendalltau():
    # with some ties
    x1 = [12, 2, 1, 12, 2]
    x2 = [1, 4, 7, 1, 0]
    expected = (-0.47140452079103173, 0.24821309157521476)
    res = stats.kendalltau(x1, x2)
    assert_approx_equal(res[0], expected[0])
    assert_approx_equal(res[1], expected[1])

    # with only ties in one or both inputs
    assert_(np.all(np.isnan(stats.kendalltau([2,2,2], [2,2,2]))))
    assert_(np.all(np.isnan(stats.kendalltau([2,0,2], [2,2,2]))))
    assert_(np.all(np.isnan(stats.kendalltau([2,2,2], [2,0,2]))))

    # check two different sort methods
    assert_approx_equal(stats.kendalltau(x1, x2, initial_lexsort=False)[1],
                        stats.kendalltau(x1, x2, initial_lexsort=True)[1])

    # and with larger arrays
    np.random.seed(7546)
    x = np.array([np.random.normal(loc=1, scale=1, size=500),
                np.random.normal(loc=1, scale=1, size=500)])
    corr = [[1.0, 0.3],
            [0.3, 1.0]]
    x = np.dot(np.linalg.cholesky(corr), x)
    expected = (0.19291382765531062, 1.1337108207276285e-10)
    res = stats.kendalltau(x[0], x[1])
    assert_approx_equal(res[0], expected[0])
    assert_approx_equal(res[1], expected[1])

    # and do we get a tau of 1 for identical inputs?
    assert_approx_equal(stats.kendalltau([1,1,2], [1,1,2])[0], 1.0) 

# 需要導入模塊: from scipy import stats [as 別名]
# 或者: from scipy.stats import kendalltau [as 別名]
def test_kendalltau(self):
        # Tests some computations of Kendall's tau
        x = ma.fix_invalid([5.05, 6.75, 3.21, 2.66,np.nan])
        y = ma.fix_invalid([1.65, 26.5, -5.93, 7.96, np.nan])
        z = ma.fix_invalid([1.65, 2.64, 2.64, 6.95, np.nan])
        assert_almost_equal(np.asarray(mstats.kendalltau(x,y)),
                            [+0.3333333,0.4969059])
        assert_almost_equal(np.asarray(mstats.kendalltau(x,z)),
                            [-0.5477226,0.2785987])
        #
        x = ma.fix_invalid([0, 0, 0, 0,20,20, 0,60, 0,20,
                            10,10, 0,40, 0,20, 0, 0, 0, 0, 0, np.nan])
        y = ma.fix_invalid([0,80,80,80,10,33,60, 0,67,27,
                            25,80,80,80,80,80,80, 0,10,45, np.nan, 0])
        result = mstats.kendalltau(x,y)
        assert_almost_equal(np.asarray(result), [-0.1585188, 0.4128009])
        # make sure internal variable use correct precision with
        # larger arrays
        x = np.arange(2000, dtype=float)
        x = ma.masked_greater(x, 1995)
        y = np.arange(2000, dtype=float)
        y = np.concatenate((y[1000:], y[:1000]))
        assert_(np.isfinite(mstats.kendalltau(x,y)[1]))

        # test for namedtuple attributes
        res = mstats.kendalltau(x, y)
        attributes = ('correlation', 'pvalue')
        check_named_results(res, attributes, ma=True)