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# Copyright (c) 1999-2007 Gary Strangman; All Rights Reserved.
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in
# all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
# THE SOFTWARE.
#
# Comments and/or additions are welcome (send e-mail to:
# strang@nmr.mgh.harvard.edu).
#
"""
stats.py module
(Requires pstat.py module.)
#################################################
####### Written by: Gary Strangman ###########
####### Last modified: Dec 18, 2007 ###########
#################################################
A collection of basic statistical functions for python. The function
names appear below.
IMPORTANT: There are really *3* sets of functions. The first set has an 'l'
prefix, which can be used with list or tuple arguments. The second set has
an 'a' prefix, which can accept NumPy array arguments. These latter
functions are defined only when NumPy is available on the system. The third
type has NO prefix (i.e., has the name that appears below). Functions of
this set are members of a "Dispatch" class, c/o David Ascher. This class
allows different functions to be called depending on the type of the passed
arguments. Thus, stats.mean is a member of the Dispatch class and
stats.mean(range(20)) will call stats.lmean(range(20)) while
stats.mean(Numeric.arange(20)) will call stats.amean(Numeric.arange(20)).
This is a handy way to keep consistent function names when different
argument types require different functions to be called. Having
implementated the Dispatch class, however, means that to get info on
a given function, you must use the REAL function name ... that is
"print stats.lmean.__doc__" or "print stats.amean.__doc__" work fine,
while "print stats.mean.__doc__" will print the doc for the Dispatch
class. NUMPY FUNCTIONS ('a' prefix) generally have more argument options
but should otherwise be consistent with the corresponding list functions.
Disclaimers: The function list is obviously incomplete and, worse, the
functions are not optimized. All functions have been tested (some more
so than others), but they are far from bulletproof. Thus, as with any
free software, no warranty or guarantee is expressed or implied. :-) A
few extra functions that don't appear in the list below can be found by
interested treasure-hunters. These functions don't necessarily have
both list and array versions but were deemed useful
CENTRAL TENDENCY: geometricmean
harmonicmean
mean
median
medianscore
mode
MOMENTS: moment
variation
skew
kurtosis
skewtest (for Numpy arrays only)
kurtosistest (for Numpy arrays only)
normaltest (for Numpy arrays only)
ALTERED VERSIONS: tmean (for Numpy arrays only)
tvar (for Numpy arrays only)
tmin (for Numpy arrays only)
tmax (for Numpy arrays only)
tstdev (for Numpy arrays only)
tsem (for Numpy arrays only)
describe
FREQUENCY STATS: itemfreq
scoreatpercentile
percentileofscore
histogram
cumfreq
relfreq
VARIABILITY: obrientransform
samplevar
samplestdev
signaltonoise (for Numpy arrays only)
var
stdev
sterr
sem
z
zs
zmap (for Numpy arrays only)
TRIMMING FCNS: threshold (for Numpy arrays only)
trimboth
trim1
round (round all vals to 'n' decimals; Numpy only)
CORRELATION FCNS: covariance (for Numpy arrays only)
correlation (for Numpy arrays only)
paired
pearsonr
spearmanr
pointbiserialr
kendalltau
linregress
INFERENTIAL STATS: ttest_1samp
ttest_ind
ttest_rel
chisquare
ks_2samp
mannwhitneyu
ranksums
wilcoxont
kruskalwallish
friedmanchisquare
PROBABILITY CALCS: chisqprob
erfcc
zprob
ksprob
fprob
betacf
gammln
betai
ANOVA FUNCTIONS: F_oneway
F_value
SUPPORT FUNCTIONS: writecc
incr
sign (for Numpy arrays only)
sum
cumsum
ss
summult
sumdiffsquared
square_of_sums
shellsort
rankdata
outputpairedstats
findwithin
"""
## CHANGE LOG:
## ===========
## 07-11.26 ... conversion for numpy started
## 07-05-16 ... added Lin's Concordance Correlation Coefficient (alincc) and acov
## 05-08-21 ... added "Dice's coefficient"
## 04-10-26 ... added ap2t(), an ugly fcn for converting p-vals to T-vals
## 04-04-03 ... added amasslinregress() function to do regression on N-D arrays
## 03-01-03 ... CHANGED VERSION TO 0.6
## fixed atsem() to properly handle limits=None case
## improved histogram and median functions (estbinwidth) and
## fixed atvar() function (wrong answers for neg numbers?!?)
## 02-11-19 ... fixed attest_ind and attest_rel for div-by-zero Overflows
## 02-05-10 ... fixed lchisqprob indentation (failed when df=even)
## 00-12-28 ... removed aanova() to separate module, fixed licensing to
## match Python License, fixed doc string & imports
## 00-04-13 ... pulled all "global" statements, except from aanova()
## added/fixed lots of documentation, removed io.py dependency
## changed to version 0.5
## 99-11-13 ... added asign() function
## 99-11-01 ... changed version to 0.4 ... enough incremental changes now
## 99-10-25 ... added acovariance and acorrelation functions
## 99-10-10 ... fixed askew/akurtosis to avoid divide-by-zero errors
## added aglm function (crude, but will be improved)
## 99-10-04 ... upgraded acumsum, ass, asummult, asamplevar, avar, etc. to
## all handle lists of 'dimension's and keepdims
## REMOVED ar0, ar2, ar3, ar4 and replaced them with around
## reinserted fixes for abetai to avoid math overflows
## 99-09-05 ... rewrote achisqprob/aerfcc/aksprob/afprob/abetacf/abetai to
## handle multi-dimensional arrays (whew!)
## 99-08-30 ... fixed l/amoment, l/askew, l/akurtosis per D'Agostino (1990)
## added anormaltest per same reference
## re-wrote azprob to calc arrays of probs all at once
## 99-08-22 ... edited attest_ind printing section so arrays could be rounded
## 99-08-19 ... fixed amean and aharmonicmean for non-error(!) overflow on
## short/byte arrays (mean of #s btw 100-300 = -150??)
## 99-08-09 ... fixed asum so that the None case works for Byte arrays
## 99-08-08 ... fixed 7/3 'improvement' to handle t-calcs on N-D arrays
## 99-07-03 ... improved attest_ind, attest_rel (zero-division errortrap)
## 99-06-24 ... fixed bug(?) in attest_ind (n1=a.shape[0])
## 04/11/99 ... added asignaltonoise, athreshold functions, changed all
## max/min in array section to N.maximum/N.minimum,
## fixed square_of_sums to prevent integer overflow
## 04/10/99 ... !!! Changed function name ... sumsquared ==> square_of_sums
## 03/18/99 ... Added ar0, ar2, ar3 and ar4 rounding functions
## 02/28/99 ... Fixed aobrientransform to return an array rather than a list
## 01/15/99 ... Essentially ceased updating list-versions of functions (!!!)
## 01/13/99 ... CHANGED TO VERSION 0.3
## fixed bug in a/lmannwhitneyu p-value calculation
## 12/31/98 ... fixed variable-name bug in ldescribe
## 12/19/98 ... fixed bug in findwithin (fcns needed pstat. prefix)
## 12/16/98 ... changed amedianscore to return float (not array) for 1 score
## 12/14/98 ... added atmin and atmax functions
## removed umath from import line (not needed)
## l/ageometricmean modified to reduce chance of overflows (take
## nth root first, then multiply)
## 12/07/98 ... added __version__variable (now 0.2)
## removed all 'stats.' from anova() fcn
## 12/06/98 ... changed those functions (except shellsort) that altered
## arguments in-place ... cumsum, ranksort, ...
## updated (and fixed some) doc-strings
## 12/01/98 ... added anova() function (requires NumPy)
## incorporated Dispatch class
## 11/12/98 ... added functionality to amean, aharmonicmean, ageometricmean
## added 'asum' function (added functionality to N.add.reduce)
## fixed both moment and amoment (two errors)
## changed name of skewness and askewness to skew and askew
## fixed (a)histogram (which sometimes counted points <lowerlimit)
import pstat # required 3rd party module
import math, string, copy # required python modules
from types import *
__version__ = 0.6
############# DISPATCH CODE ##############
class Dispatch:
"""
The Dispatch class, care of David Ascher, allows different functions to
be called depending on the argument types. This way, there can be one
function name regardless of the argument type. To access function doc
in stats.py module, prefix the function with an 'l' or 'a' for list or
array arguments, respectively. That is, print stats.lmean.__doc__ or
print stats.amean.__doc__ or whatever.
"""
def __init__(self, *tuples):
self._dispatch = {}
for func, types in tuples:
for t in types:
if t in self._dispatch.keys():
raise ValueError, "can't have two dispatches on "+str(t)
self._dispatch[t] = func
self._types = self._dispatch.keys()
def __call__(self, arg1, *args, **kw):
if type(arg1) not in self._types:
raise TypeError, "don't know how to dispatch %s arguments" % type(arg1)
return apply(self._dispatch[type(arg1)], (arg1,) + args, kw)
##########################################################################
######################## LIST-BASED FUNCTIONS ########################
##########################################################################
### Define these regardless
####################################
####### CENTRAL TENDENCY #########
####################################
def lgeometricmean (inlist):
"""
Calculates the geometric mean of the values in the passed list.
That is: n-th root of (x1 * x2 * ... * xn). Assumes a '1D' list.
Usage: lgeometricmean(inlist)
"""
mult = 1.0
one_over_n = 1.0/len(inlist)
for item in inlist:
mult = mult * pow(item,one_over_n)
return mult
def lharmonicmean (inlist):
"""
Calculates the harmonic mean of the values in the passed list.
That is: n / (1/x1 + 1/x2 + ... + 1/xn). Assumes a '1D' list.
Usage: lharmonicmean(inlist)
"""
sum = 0
for item in inlist:
sum = sum + 1.0/item
return len(inlist) / sum
def lmean (inlist):
"""
Returns the arithematic mean of the values in the passed list.
Assumes a '1D' list, but will function on the 1st dim of an array(!).
Usage: lmean(inlist)
"""
sum = 0
for item in inlist:
sum = sum + item
return sum/float(len(inlist))
def lmedian (inlist,numbins=1000):
"""
Returns the computed median value of a list of numbers, given the
number of bins to use for the histogram (more bins brings the computed value
closer to the median score, default number of bins = 1000). See G.W.
Heiman's Basic Stats (1st Edition), or CRC Probability & Statistics.
Usage: lmedian (inlist, numbins=1000)
"""
(hist, smallest, binsize, extras) = histogram(inlist,numbins,[min(inlist),max(inlist)]) # make histog
cumhist = cumsum(hist) # make cumulative histogram
for i in range(len(cumhist)): # get 1st(!) index holding 50%ile score
if cumhist[i]>=len(inlist)/2.0:
cfbin = i
break
LRL = smallest + binsize*cfbin # get lower read limit of that bin
cfbelow = cumhist[cfbin-1]
freq = float(hist[cfbin]) # frequency IN the 50%ile bin
median = LRL + ((len(inlist)/2.0 - cfbelow)/float(freq))*binsize # median formula
return median
def lmedianscore (inlist):
"""
Returns the 'middle' score of the passed list. If there is an even
number of scores, the mean of the 2 middle scores is returned.
Usage: lmedianscore(inlist)
"""
newlist = copy.deepcopy(inlist)
newlist.sort()
if len(newlist) % 2 == 0: # if even number of scores, average middle 2
index = len(newlist)/2 # integer division correct
median = float(newlist[index] + newlist[index-1]) /2
else:
index = len(newlist)/2 # int divsion gives mid value when count from 0
median = newlist[index]
return median
def lmode(inlist):
"""
Returns a list of the modal (most common) score(s) in the passed
list. If there is more than one such score, all are returned. The
bin-count for the mode(s) is also returned.
Usage: lmode(inlist)
Returns: bin-count for mode(s), a list of modal value(s)
"""
scores = pstat.unique(inlist)
scores.sort()
freq = []
for item in scores:
freq.append(inlist.count(item))
maxfreq = max(freq)
mode = []
stillmore = 1
while stillmore:
try:
indx = freq.index(maxfreq)
mode.append(scores[indx])
del freq[indx]
del scores[indx]
except ValueError:
stillmore=0
return maxfreq, mode
####################################
############ MOMENTS #############
####################################
def lmoment(inlist,moment=1):
"""
Calculates the nth moment about the mean for a sample (defaults to
the 1st moment). Used to calculate coefficients of skewness and kurtosis.
Usage: lmoment(inlist,moment=1)
Returns: appropriate moment (r) from ... 1/n * SUM((inlist(i)-mean)**r)
"""
if moment == 1:
return 0.0
else:
mn = mean(inlist)
n = len(inlist)
s = 0
for x in inlist:
s = s + (x-mn)**moment
return s/float(n)
def lvariation(inlist):
"""
Returns the coefficient of variation, as defined in CRC Standard
Probability and Statistics, p.6.
Usage: lvariation(inlist)
"""
return 100.0*samplestdev(inlist)/float(mean(inlist))
def lskew(inlist):
"""
Returns the skewness of a distribution, as defined in Numerical
Recipies (alternate defn in CRC Standard Probability and Statistics, p.6.)
Usage: lskew(inlist)
"""
return moment(inlist,3)/pow(moment(inlist,2),1.5)
def lkurtosis(inlist):
"""
Returns the kurtosis of a distribution, as defined in Numerical
Recipies (alternate defn in CRC Standard Probability and Statistics, p.6.)
Usage: lkurtosis(inlist)
"""
return moment(inlist,4)/pow(moment(inlist,2),2.0)
def ldescribe(inlist):
"""
Returns some descriptive statistics of the passed list (assumed to be 1D).
Usage: ldescribe(inlist)
Returns: n, mean, standard deviation, skew, kurtosis
"""
n = len(inlist)
mm = (min(inlist),max(inlist))
m = mean(inlist)
sd = stdev(inlist)
sk = skew(inlist)
kurt = kurtosis(inlist)
return n, mm, m, sd, sk, kurt
####################################
####### FREQUENCY STATS ##########
####################################
def litemfreq(inlist):
"""
Returns a list of pairs. Each pair consists of one of the scores in inlist
and it's frequency count. Assumes a 1D list is passed.
Usage: litemfreq(inlist)
Returns: a 2D frequency table (col [0:n-1]=scores, col n=frequencies)
"""
scores = pstat.unique(inlist)
scores.sort()
freq = []
for item in scores:
freq.append(inlist.count(item))
return pstat.abut(scores, freq)
def lscoreatpercentile (inlist, percent):
"""
Returns the score at a given percentile relative to the distribution
given by inlist.
Usage: lscoreatpercentile(inlist,percent)
"""
if percent > 1:
print "\nDividing percent>1 by 100 in lscoreatpercentile().\n"
percent = percent / 100.0
targetcf = percent*len(inlist)
h, lrl, binsize, extras = histogram(inlist)
cumhist = cumsum(copy.deepcopy(h))
for i in range(len(cumhist)):
if cumhist[i] >= targetcf:
break
score = binsize * ((targetcf - cumhist[i-1]) / float(h[i])) + (lrl+binsize*i)
return score
def lpercentileofscore (inlist, score,histbins=10,defaultlimits=None):
"""
Returns the percentile value of a score relative to the distribution
given by inlist. Formula depends on the values used to histogram the data(!).
Usage: lpercentileofscore(inlist,score,histbins=10,defaultlimits=None)
"""
h, lrl, binsize, extras = histogram(inlist,histbins,defaultlimits)
cumhist = cumsum(copy.deepcopy(h))
i = int((score - lrl)/float(binsize))
pct = (cumhist[i-1]+((score-(lrl+binsize*i))/float(binsize))*h[i])/float(len(inlist)) * 100
return pct
def lhistogram (inlist,numbins=10,defaultreallimits=None,printextras=0):
"""
Returns (i) a list of histogram bin counts, (ii) the smallest value
of the histogram binning, and (iii) the bin width (the last 2 are not
necessarily integers). Default number of bins is 10. If no sequence object
is given for defaultreallimits, the routine picks (usually non-pretty) bins
spanning all the numbers in the inlist.
Usage: lhistogram (inlist, numbins=10, defaultreallimits=None,suppressoutput=0)
Returns: list of bin values, lowerreallimit, binsize, lowpoints, highpoints
"""
if (defaultreallimits <> None):
if type(defaultreallimits) not in [ListType,TupleType] or len(defaultreallimits)==1: # only one limit given, assumed to be lower one & upper is calc'd
lowerreallimit = defaultreallimits
upperreallimit = 1.000001 * max(inlist)
else: # assume both limits given
lowerreallimit = defaultreallimits[0]
upperreallimit = defaultreallimits[1]
binsize = (upperreallimit-lowerreallimit)/float(numbins)
else: # no limits given for histogram, both must be calc'd
estbinwidth=(max(inlist)-min(inlist))/float(numbins) +1e-6 #1=>cover all
binsize = ((max(inlist)-min(inlist)+estbinwidth))/float(numbins)
lowerreallimit = min(inlist) - binsize/2 #lower real limit,1st bin
bins = [0]*(numbins)
lowpoints = 0
highpoints = 0
for num in inlist:
try:
if (num-lowerreallimit) < 0:
lowpoints += 1
else:
bintoincrement = int((num-lowerreallimit)/float(binsize))
bins[bintoincrement] = bins[bintoincrement] + 1
except:
highpoints += 1
if (printextras == 1) and ((lowpoints + highpoints) > 0):
extrapoints = lowpoints + highpoints
print '\nPoints outside given histogram range =',extrapoints
return (bins, lowerreallimit, binsize, lowpoints, highpoints)
def lcumfreq(inlist,numbins=10,defaultreallimits=None):
"""
Returns a cumulative frequency histogram, using the histogram function.
Usage: lcumfreq(inlist,numbins=10,defaultreallimits=None)
Returns: list of cumfreq bin values, lowerreallimit, binsize, extrapoints
"""
h,l,b,e = histogram(inlist,numbins,defaultreallimits)
cumhist = cumsum(copy.deepcopy(h))
return cumhist,l,b,e
def lrelfreq(inlist,numbins=10,defaultreallimits=None):
"""
Returns a relative frequency histogram, using the histogram function.
Usage: lrelfreq(inlist,numbins=10,defaultreallimits=None)
Returns: list of cumfreq bin values, lowerreallimit, binsize, extrapoints
"""
h,l,b,e = histogram(inlist,numbins,defaultreallimits)
for i in range(len(h)):
h[i] = h[i]/float(len(inlist))
return h,l,b,e
####################################
##### VARIABILITY FUNCTIONS ######
####################################
def lobrientransform(*args):
"""
Computes a transform on input data (any number of columns). Used to
test for homogeneity of variance prior to running one-way stats. From
Maxwell and Delaney, p.112.
Usage: lobrientransform(*args)
Returns: transformed data for use in an ANOVA
"""
TINY = 1e-10
k = len(args)
n = [0.0]*k
v = [0.0]*k
m = [0.0]*k
nargs = []
for i in range(k):
nargs.append(copy.deepcopy(args[i]))
n[i] = float(len(nargs[i]))
v[i] = var(nargs[i])
m[i] = mean(nargs[i])
for j in range(k):
for i in range(n[j]):
t1 = (n[j]-1.5)*n[j]*(nargs[j][i]-m[j])**2
t2 = 0.5*v[j]*(n[j]-1.0)
t3 = (n[j]-1.0)*(n[j]-2.0)
nargs[j][i] = (t1-t2) / float(t3)
check = 1
for j in range(k):
if v[j] - mean(nargs[j]) > TINY:
check = 0
if check <> 1:
raise ValueError, 'Problem in obrientransform.'
else:
return nargs
def lsamplevar (inlist):
"""
Returns the variance of the values in the passed list using
N for the denominator (i.e., DESCRIBES the sample variance only).
Usage: lsamplevar(inlist)
"""
n = len(inlist)
mn = mean(inlist)
deviations = []
for item in inlist:
deviations.append(item-mn)
return ss(deviations)/float(n)
def lsamplestdev (inlist):
"""
Returns the standard deviation of the values in the passed list using
N for the denominator (i.e., DESCRIBES the sample stdev only).
Usage: lsamplestdev(inlist)
"""
return math.sqrt(samplevar(inlist))
def lcov (x,y, keepdims=0):
"""
Returns the estimated covariance of the values in the passed
array (i.e., N-1). Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions). Set keepdims=1 to return an array with the
same number of dimensions as inarray.
Usage: lcov(x,y,keepdims=0)
"""
n = len(x)
xmn = mean(x)
ymn = mean(y)
xdeviations = [0]*len(x)
ydeviations = [0]*len(y)
for i in range(len(x)):
xdeviations[i] = x[i] - xmn
ydeviations[i] = y[i] - ymn
ss = 0.0
for i in range(len(xdeviations)):
ss = ss + xdeviations[i]*ydeviations[i]
return ss/float(n-1)
def lvar (inlist):
"""
Returns the variance of the values in the passed list using N-1
for the denominator (i.e., for estimating population variance).
Usage: lvar(inlist)
"""
n = len(inlist)
mn = mean(inlist)
deviations = [0]*len(inlist)
for i in range(len(inlist)):
deviations[i] = inlist[i] - mn
return ss(deviations)/float(n-1)
def lstdev (inlist):
"""
Returns the standard deviation of the values in the passed list
using N-1 in the denominator (i.e., to estimate population stdev).
Usage: lstdev(inlist)
"""
return math.sqrt(var(inlist))
def lsterr(inlist):
"""
Returns the standard error of the values in the passed list using N-1
in the denominator (i.e., to estimate population standard error).
Usage: lsterr(inlist)
"""
return stdev(inlist) / float(math.sqrt(len(inlist)))
def lsem (inlist):
"""
Returns the estimated standard error of the mean (sx-bar) of the
values in the passed list. sem = stdev / sqrt(n)
Usage: lsem(inlist)
"""
sd = stdev(inlist)
n = len(inlist)
return sd/math.sqrt(n)
def lz (inlist, score):
"""
Returns the z-score for a given input score, given that score and the
list from which that score came. Not appropriate for population calculations.
Usage: lz(inlist, score)
"""
z = (score-mean(inlist))/samplestdev(inlist)
return z
def lzs (inlist):
"""
Returns a list of z-scores, one for each score in the passed list.
Usage: lzs(inlist)
"""
zscores = []
for item in inlist:
zscores.append(z(inlist,item))
return zscores
####################################
####### TRIMMING FUNCTIONS #######
####################################
def ltrimboth (l,proportiontocut):
"""
Slices off the passed proportion of items from BOTH ends of the passed
list (i.e., with proportiontocut=0.1, slices 'leftmost' 10% AND 'rightmost'
10% of scores. Assumes list is sorted by magnitude. Slices off LESS if
proportion results in a non-integer slice index (i.e., conservatively
slices off proportiontocut).
Usage: ltrimboth (l,proportiontocut)
Returns: trimmed version of list l
"""
lowercut = int(proportiontocut*len(l))
uppercut = len(l) - lowercut
return l[lowercut:uppercut]
def ltrim1 (l,proportiontocut,tail='right'):
"""
Slices off the passed proportion of items from ONE end of the passed
list (i.e., if proportiontocut=0.1, slices off 'leftmost' or 'rightmost'
10% of scores). Slices off LESS if proportion results in a non-integer
slice index (i.e., conservatively slices off proportiontocut).
Usage: ltrim1 (l,proportiontocut,tail='right') or set tail='left'
Returns: trimmed version of list l
"""
if tail == 'right':
lowercut = 0
uppercut = len(l) - int(proportiontocut*len(l))
elif tail == 'left':
lowercut = int(proportiontocut*len(l))
uppercut = len(l)
return l[lowercut:uppercut]
####################################
##### CORRELATION FUNCTIONS ######
####################################
def lpaired(x,y):
"""
Interactively determines the type of data and then runs the
appropriated statistic for paired group data.
Usage: lpaired(x,y)
Returns: appropriate statistic name, value, and probability
"""
samples = ''
while samples not in ['i','r','I','R','c','C']:
print '\nIndependent or related samples, or correlation (i,r,c): ',
samples = raw_input()
if samples in ['i','I','r','R']:
print '\nComparing variances ...',
# USE O'BRIEN'S TEST FOR HOMOGENEITY OF VARIANCE, Maxwell & delaney, p.112
r = obrientransform(x,y)
f,p = F_oneway(pstat.colex(r,0),pstat.colex(r,1))
if p<0.05:
vartype='unequal, p='+str(round(p,4))
else:
vartype='equal'
print vartype
if samples in ['i','I']:
if vartype[0]=='e':
t,p = ttest_ind(x,y,0)
print '\nIndependent samples t-test: ', round(t,4),round(p,4)
else:
if len(x)>20 or len(y)>20:
z,p = ranksums(x,y)
print '\nRank Sums test (NONparametric, n>20): ', round(z,4),round(p,4)
else:
u,p = mannwhitneyu(x,y)
print '\nMann-Whitney U-test (NONparametric, ns<20): ', round(u,4),round(p,4)
else: # RELATED SAMPLES
if vartype[0]=='e':
t,p = ttest_rel(x,y,0)
print '\nRelated samples t-test: ', round(t,4),round(p,4)
else:
t,p = ranksums(x,y)
print '\nWilcoxon T-test (NONparametric): ', round(t,4),round(p,4)
else: # CORRELATION ANALYSIS
corrtype = ''
while corrtype not in ['c','C','r','R','d','D']:
print '\nIs the data Continuous, Ranked, or Dichotomous (c,r,d): ',
corrtype = raw_input()
if corrtype in ['c','C']:
m,b,r,p,see = linregress(x,y)
print '\nLinear regression for continuous variables ...'
lol = [['Slope','Intercept','r','Prob','SEestimate'],[round(m,4),round(b,4),round(r,4),round(p,4),round(see,4)]]
pstat.printcc(lol)
elif corrtype in ['r','R']:
r,p = spearmanr(x,y)
print '\nCorrelation for ranked variables ...'
print "Spearman's r: ",round(r,4),round(p,4)
else: # DICHOTOMOUS
r,p = pointbiserialr(x,y)
print '\nAssuming x contains a dichotomous variable ...'
print 'Point Biserial r: ',round(r,4),round(p,4)
print '\n\n'
return None
def lpearsonr(x,y):
"""
Calculates a Pearson correlation coefficient and the associated
probability value. Taken from Heiman's Basic Statistics for the Behav.
Sci (2nd), p.195.
Usage: lpearsonr(x,y) where x and y are equal-length lists
Returns: Pearson's r value, two-tailed p-value
"""
TINY = 1.0e-30
if len(x) <> len(y):
raise ValueError, 'Input values not paired in pearsonr. Aborting.'
n = len(x)
x = map(float,x)
y = map(float,y)
xmean = mean(x)
ymean = mean(y)
r_num = n*(summult(x,y)) - sum(x)*sum(y)
r_den = math.sqrt((n*ss(x) - square_of_sums(x))*(n*ss(y)-square_of_sums(y)))
r = (r_num / r_den) # denominator already a float
df = n-2
t = r*math.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
prob = betai(0.5*df,0.5,df/float(df+t*t))
return r, prob
def llincc(x,y):
"""
Calculates Lin's concordance correlation coefficient.
Usage: alincc(x,y) where x, y are equal-length arrays
Returns: Lin's CC
"""
covar = lcov(x,y)*(len(x)-1)/float(len(x)) # correct denom to n
xvar = lvar(x)*(len(x)-1)/float(len(x)) # correct denom to n
yvar = lvar(y)*(len(y)-1)/float(len(y)) # correct denom to n
lincc = (2 * covar) / ((xvar+yvar) +((amean(x)-amean(y))**2))
return lincc
def lspearmanr(x,y):
"""
Calculates a Spearman rank-order correlation coefficient. Taken
from Heiman's Basic Statistics for the Behav. Sci (1st), p.192.
Usage: lspearmanr(x,y) where x and y are equal-length lists
Returns: Spearman's r, two-tailed p-value
"""
TINY = 1e-30
if len(x) <> len(y):
raise ValueError, 'Input values not paired in spearmanr. Aborting.'
n = len(x)
rankx = rankdata(x)
ranky = rankdata(y)
dsq = sumdiffsquared(rankx,ranky)
rs = 1 - 6*dsq / float(n*(n**2-1))
t = rs * math.sqrt((n-2) / ((rs+1.0)*(1.0-rs)))
df = n-2
probrs = betai(0.5*df,0.5,df/(df+t*t)) # t already a float
# probability values for rs are from part 2 of the spearman function in
# Numerical Recipies, p.510. They are close to tables, but not exact. (?)
return rs, probrs
def lpointbiserialr(x,y):
"""
Calculates a point-biserial correlation coefficient and the associated
probability value. Taken from Heiman's Basic Statistics for the Behav.
Sci (1st), p.194.
Usage: lpointbiserialr(x,y) where x,y are equal-length lists
Returns: Point-biserial r, two-tailed p-value
"""
TINY = 1e-30
if len(x) <> len(y):
raise ValueError, 'INPUT VALUES NOT PAIRED IN pointbiserialr. ABORTING.'
data = pstat.abut(x,y)
categories = pstat.unique(x)
if len(categories) <> 2:
raise ValueError, "Exactly 2 categories required for pointbiserialr()."
else: # there are 2 categories, continue
codemap = pstat.abut(categories,range(2))
recoded = pstat.recode(data,codemap,0)
x = pstat.linexand(data,0,categories[0])
y = pstat.linexand(data,0,categories[1])
xmean = mean(pstat.colex(x,1))
ymean = mean(pstat.colex(y,1))
n = len(data)
adjust = math.sqrt((len(x)/float(n))*(len(y)/float(n)))
rpb = (ymean - xmean)/samplestdev(pstat.colex(data,1))*adjust
df = n-2
t = rpb*math.sqrt(df/((1.0-rpb+TINY)*(1.0+rpb+TINY)))
prob = betai(0.5*df,0.5,df/(df+t*t)) # t already a float
return rpb, prob
def lkendalltau(x,y):
"""
Calculates Kendall's tau ... correlation of ordinal data. Adapted
from function kendl1 in Numerical Recipies. Needs good test-routine.@@@
Usage: lkendalltau(x,y)
Returns: Kendall's tau, two-tailed p-value
"""
n1 = 0
n2 = 0
iss = 0
for j in range(len(x)-1):
for k in range(j,len(y)):
a1 = x[j] - x[k]
a2 = y[j] - y[k]
aa = a1 * a2
if (aa): # neither list has a tie
n1 = n1 + 1
n2 = n2 + 1
if aa > 0:
iss = iss + 1
else:
iss = iss -1
else:
if (a1):
n1 = n1 + 1
else:
n2 = n2 + 1
tau = iss / math.sqrt(n1*n2)
svar = (4.0*len(x)+10.0) / (9.0*len(x)*(len(x)-1))
z = tau / math.sqrt(svar)
prob = erfcc(abs(z)/1.4142136)
return tau, prob
def llinregress(x,y):
"""
Calculates a regression line on x,y pairs.
Usage: llinregress(x,y) x,y are equal-length lists of x-y coordinates
Returns: slope, intercept, r, two-tailed prob, sterr-of-estimate
"""
TINY = 1.0e-20
if len(x) <> len(y):
raise ValueError, 'Input values not paired in linregress. Aborting.'
n = len(x)
x = map(float,x)
y = map(float,y)
xmean = mean(x)
ymean = mean(y)
r_num = float(n*(summult(x,y)) - sum(x)*sum(y))
r_den = math.sqrt((n*ss(x) - square_of_sums(x))*(n*ss(y)-square_of_sums(y)))
r = r_num / r_den
z = 0.5*math.log((1.0+r+TINY)/(1.0-r+TINY))
df = n-2
t = r*math.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
prob = betai(0.5*df,0.5,df/(df+t*t))
slope = r_num / float(n*ss(x) - square_of_sums(x))
intercept = ymean - slope*xmean
sterrest = math.sqrt(1-r*r)*samplestdev(y)
return slope, intercept, r, prob, sterrest
####################################
##### INFERENTIAL STATISTICS #####
####################################
def lttest_1samp(a,popmean,printit=0,name='Sample',writemode='a'):
"""
Calculates the t-obtained for the independent samples T-test on ONE group
of scores a, given a population mean. If printit=1, results are printed
to the screen. If printit='filename', the results are output to 'filename'
using the given writemode (default=append). Returns t-value, and prob.
Usage: lttest_1samp(a,popmean,Name='Sample',printit=0,writemode='a')
Returns: t-value, two-tailed prob
"""
x = mean(a)
v = var(a)
n = len(a)
df = n-1
svar = ((n-1)*v)/float(df)
t = (x-popmean)/math.sqrt(svar*(1.0/n))
prob = betai(0.5*df,0.5,float(df)/(df+t*t))
if printit <> 0:
statname = 'Single-sample T-test.'
outputpairedstats(printit,writemode,
'Population','--',popmean,0,0,0,
name,n,x,v,min(a),max(a),
statname,t,prob)
return t,prob
def lttest_ind (a, b, printit=0, name1='Samp1', name2='Samp2', writemode='a'):
"""
Calculates the t-obtained T-test on TWO INDEPENDENT samples of
scores a, and b. From Numerical Recipies, p.483. If printit=1, results
are printed to the screen. If printit='filename', the results are output
to 'filename' using the given writemode (default=append). Returns t-value,
and prob.
Usage: lttest_ind(a,b,printit=0,name1='Samp1',name2='Samp2',writemode='a')
Returns: t-value, two-tailed prob
"""
x1 = mean(a)
x2 = mean(b)
v1 = stdev(a)**2
v2 = stdev(b)**2
n1 = len(a)
n2 = len(b)
df = n1+n2-2
svar = ((n1-1)*v1+(n2-1)*v2)/float(df)
t = (x1-x2)/math.sqrt(svar*(1.0/n1 + 1.0/n2))
prob = betai(0.5*df,0.5,df/(df+t*t))
if printit <> 0:
statname = 'Independent samples T-test.'
outputpairedstats(printit,writemode,
name1,n1,x1,v1,min(a),max(a),
name2,n2,x2,v2,min(b),max(b),
statname,t,prob)
return t,prob
def lttest_rel (a,b,printit=0,name1='Sample1',name2='Sample2',writemode='a'):
"""
Calculates the t-obtained T-test on TWO RELATED samples of scores,
a and b. From Numerical Recipies, p.483. If printit=1, results are
printed to the screen. If printit='filename', the results are output to
'filename' using the given writemode (default=append). Returns t-value,
and prob.
Usage: lttest_rel(a,b,printit=0,name1='Sample1',name2='Sample2',writemode='a')
Returns: t-value, two-tailed prob
"""
if len(a)<>len(b):
raise ValueError, 'Unequal length lists in ttest_rel.'
x1 = mean(a)
x2 = mean(b)
v1 = var(a)
v2 = var(b)
n = len(a)
cov = 0
for i in range(len(a)):
cov = cov + (a[i]-x1) * (b[i]-x2)
df = n-1
cov = cov / float(df)
sd = math.sqrt((v1+v2 - 2.0*cov)/float(n))
t = (x1-x2)/sd
prob = betai(0.5*df,0.5,df/(df+t*t))
if printit <> 0:
statname = 'Related samples T-test.'
outputpairedstats(printit,writemode,
name1,n,x1,v1,min(a),max(a),
name2,n,x2,v2,min(b),max(b),
statname,t,prob)
return t, prob
def lchisquare(f_obs,f_exp=None):
"""
Calculates a one-way chi square for list of observed frequencies and returns
the result. If no expected frequencies are given, the total N is assumed to
be equally distributed across all groups.
Usage: lchisquare(f_obs, f_exp=None) f_obs = list of observed cell freq.
Returns: chisquare-statistic, associated p-value
"""
k = len(f_obs) # number of groups
if f_exp == None:
f_exp = [sum(f_obs)/float(k)] * len(f_obs) # create k bins with = freq.
chisq = 0
for i in range(len(f_obs)):
chisq = chisq + (f_obs[i]-f_exp[i])**2 / float(f_exp[i])
return chisq, chisqprob(chisq, k-1)
def lks_2samp (data1,data2):
"""
Computes the Kolmogorov-Smirnof statistic on 2 samples. From
Numerical Recipies in C, page 493.
Usage: lks_2samp(data1,data2) data1&2 are lists of values for 2 conditions
Returns: KS D-value, associated p-value
"""
j1 = 0
j2 = 0
fn1 = 0.0
fn2 = 0.0
n1 = len(data1)
n2 = len(data2)
en1 = n1
en2 = n2
d = 0.0
data1.sort()
data2.sort()
while j1 < n1 and j2 < n2:
d1=data1[j1]
d2=data2[j2]
if d1 <= d2:
fn1 = (j1)/float(en1)
j1 = j1 + 1
if d2 <= d1:
fn2 = (j2)/float(en2)
j2 = j2 + 1
dt = (fn2-fn1)
if math.fabs(dt) > math.fabs(d):
d = dt
try:
en = math.sqrt(en1*en2/float(en1+en2))
prob = ksprob((en+0.12+0.11/en)*abs(d))
except:
prob = 1.0
return d, prob
def lmannwhitneyu(x,y):
"""
Calculates a Mann-Whitney U statistic on the provided scores and
returns the result. Use only when the n in each condition is < 20 and
you have 2 independent samples of ranks. NOTE: Mann-Whitney U is
significant if the u-obtained is LESS THAN or equal to the critical
value of U found in the tables. Equivalent to Kruskal-Wallis H with
just 2 groups.
Usage: lmannwhitneyu(data)
Returns: u-statistic, one-tailed p-value (i.e., p(z(U)))
"""
n1 = len(x)
n2 = len(y)
ranked = rankdata(x+y)
rankx = ranked[0:n1] # get the x-ranks
ranky = ranked[n1:] # the rest are y-ranks
u1 = n1*n2 + (n1*(n1+1))/2.0 - sum(rankx) # calc U for x
u2 = n1*n2 - u1 # remainder is U for y
bigu = max(u1,u2)
smallu = min(u1,u2)
T = math.sqrt(tiecorrect(ranked)) # correction factor for tied scores
if T == 0:
raise ValueError, 'All numbers are identical in lmannwhitneyu'
sd = math.sqrt(T*n1*n2*(n1+n2+1)/12.0)
z = abs((bigu-n1*n2/2.0) / sd) # normal approximation for prob calc
return smallu, 1.0 - zprob(z)
def ltiecorrect(rankvals):
"""
Corrects for ties in Mann Whitney U and Kruskal Wallis H tests. See
Siegel, S. (1956) Nonparametric Statistics for the Behavioral Sciences.
New York: McGraw-Hill. Code adapted from |Stat rankind.c code.
Usage: ltiecorrect(rankvals)
Returns: T correction factor for U or H
"""
sorted,posn = shellsort(rankvals)
n = len(sorted)
T = 0.0
i = 0
while (i<n-1):
if sorted[i] == sorted[i+1]:
nties = 1
while (i<n-1) and (sorted[i] == sorted[i+1]):
nties = nties +1
i = i +1
T = T + nties**3 - nties
i = i+1
T = T / float(n**3-n)
return 1.0 - T
def lranksums(x,y):
"""
Calculates the rank sums statistic on the provided scores and
returns the result. Use only when the n in each condition is > 20 and you
have 2 independent samples of ranks.
Usage: lranksums(x,y)
Returns: a z-statistic, two-tailed p-value
"""
n1 = len(x)
n2 = len(y)
alldata = x+y
ranked = rankdata(alldata)
x = ranked[:n1]
y = ranked[n1:]
s = sum(x)
expected = n1*(n1+n2+1) / 2.0
z = (s - expected) / math.sqrt(n1*n2*(n1+n2+1)/12.0)
prob = 2*(1.0 -zprob(abs(z)))
return z, prob
def lwilcoxont(x,y):
"""
Calculates the Wilcoxon T-test for related samples and returns the
result. A non-parametric T-test.
Usage: lwilcoxont(x,y)
Returns: a t-statistic, two-tail probability estimate
"""
if len(x) <> len(y):
raise ValueError, 'Unequal N in wilcoxont. Aborting.'
d=[]
for i in range(len(x)):
diff = x[i] - y[i]
if diff <> 0:
d.append(diff)
count = len(d)
absd = map(abs,d)
absranked = rankdata(absd)
r_plus = 0.0
r_minus = 0.0
for i in range(len(absd)):
if d[i] < 0:
r_minus = r_minus + absranked[i]
else:
r_plus = r_plus + absranked[i]
wt = min(r_plus, r_minus)
mn = count * (count+1) * 0.25
se = math.sqrt(count*(count+1)*(2.0*count+1.0)/24.0)
z = math.fabs(wt-mn) / se
prob = 2*(1.0 -zprob(abs(z)))
return wt, prob
def lkruskalwallish(*args):
"""
The Kruskal-Wallis H-test is a non-parametric ANOVA for 3 or more
groups, requiring at least 5 subjects in each group. This function
calculates the Kruskal-Wallis H-test for 3 or more independent samples
and returns the result.
Usage: lkruskalwallish(*args)
Returns: H-statistic (corrected for ties), associated p-value
"""
args = list(args)
n = [0]*len(args)
all = []
n = map(len,args)
for i in range(len(args)):
all = all + args[i]
ranked = rankdata(all)
T = tiecorrect(ranked)
for i in range(len(args)):
args[i] = ranked[0:n[i]]
del ranked[0:n[i]]
rsums = []
for i in range(len(args)):
rsums.append(sum(args[i])**2)
rsums[i] = rsums[i] / float(n[i])
ssbn = sum(rsums)
totaln = sum(n)
h = 12.0 / (totaln*(totaln+1)) * ssbn - 3*(totaln+1)
df = len(args) - 1
if T == 0:
raise ValueError, 'All numbers are identical in lkruskalwallish'
h = h / float(T)
return h, chisqprob(h,df)
def lfriedmanchisquare(*args):
"""
Friedman Chi-Square is a non-parametric, one-way within-subjects
ANOVA. This function calculates the Friedman Chi-square test for repeated
measures and returns the result, along with the associated probability
value. It assumes 3 or more repeated measures. Only 3 levels requires a
minimum of 10 subjects in the study. Four levels requires 5 subjects per
level(??).
Usage: lfriedmanchisquare(*args)
Returns: chi-square statistic, associated p-value
"""
k = len(args)
if k < 3:
raise ValueError, 'Less than 3 levels. Friedman test not appropriate.'
n = len(args[0])
data = apply(pstat.abut,tuple(args))
for i in range(len(data)):
data[i] = rankdata(data[i])
ssbn = 0
for i in range(k):
ssbn = ssbn + sum(args[i])**2
chisq = 12.0 / (k*n*(k+1)) * ssbn - 3*n*(k+1)
return chisq, chisqprob(chisq,k-1)
####################################
#### PROBABILITY CALCULATIONS ####
####################################
def lchisqprob(chisq,df):
"""
Returns the (1-tailed) probability value associated with the provided
chi-square value and df. Adapted from chisq.c in Gary Perlman's |Stat.
Usage: lchisqprob(chisq,df)
"""
BIG = 20.0
def ex(x):
BIG = 20.0
if x < -BIG:
return 0.0
else:
return math.exp(x)
if chisq <=0 or df < 1:
return 1.0
a = 0.5 * chisq
if df%2 == 0:
even = 1
else:
even = 0
if df > 1:
y = ex(-a)
if even:
s = y
else:
s = 2.0 * zprob(-math.sqrt(chisq))
if (df > 2):
chisq = 0.5 * (df - 1.0)
if even:
z = 1.0
else:
z = 0.5
if a > BIG:
if even:
e = 0.0
else:
e = math.log(math.sqrt(math.pi))
c = math.log(a)
while (z <= chisq):
e = math.log(z) + e
s = s + ex(c*z-a-e)
z = z + 1.0
return s
else:
if even:
e = 1.0
else:
e = 1.0 / math.sqrt(math.pi) / math.sqrt(a)
c = 0.0
while (z <= chisq):
e = e * (a/float(z))
c = c + e
z = z + 1.0
return (c*y+s)
else:
return s
def lerfcc(x):
"""
Returns the complementary error function erfc(x) with fractional
error everywhere less than 1.2e-7. Adapted from Numerical Recipies.
Usage: lerfcc(x)
"""
z = abs(x)
t = 1.0 / (1.0+0.5*z)
ans = t * math.exp(-z*z-1.26551223 + t*(1.00002368+t*(0.37409196+t*(0.09678418+t*(-0.18628806+t*(0.27886807+t*(-1.13520398+t*(1.48851587+t*(-0.82215223+t*0.17087277)))))))))
if x >= 0:
return ans
else:
return 2.0 - ans
def lzprob(z):
"""
Returns the area under the normal curve 'to the left of' the given z value.
Thus,
for z<0, zprob(z) = 1-tail probability
for z>0, 1.0-zprob(z) = 1-tail probability
for any z, 2.0*(1.0-zprob(abs(z))) = 2-tail probability
Adapted from z.c in Gary Perlman's |Stat.
Usage: lzprob(z)
"""
Z_MAX = 6.0 # maximum meaningful z-value
if z == 0.0:
x = 0.0
else:
y = 0.5 * math.fabs(z)
if y >= (Z_MAX*0.5):
x = 1.0
elif (y < 1.0):
w = y*y
x = ((((((((0.000124818987 * w
-0.001075204047) * w +0.005198775019) * w
-0.019198292004) * w +0.059054035642) * w
-0.151968751364) * w +0.319152932694) * w
-0.531923007300) * w +0.797884560593) * y * 2.0
else:
y = y - 2.0
x = (((((((((((((-0.000045255659 * y
+0.000152529290) * y -0.000019538132) * y
-0.000676904986) * y +0.001390604284) * y
-0.000794620820) * y -0.002034254874) * y
+0.006549791214) * y -0.010557625006) * y
+0.011630447319) * y -0.009279453341) * y
+0.005353579108) * y -0.002141268741) * y
+0.000535310849) * y +0.999936657524
if z > 0.0:
prob = ((x+1.0)*0.5)
else:
prob = ((1.0-x)*0.5)
return prob
def lksprob(alam):
"""
Computes a Kolmolgorov-Smirnov t-test significance level. Adapted from
Numerical Recipies.
Usage: lksprob(alam)
"""
fac = 2.0
sum = 0.0
termbf = 0.0
a2 = -2.0*alam*alam
for j in range(1,201):
term = fac*math.exp(a2*j*j)
sum = sum + term
if math.fabs(term) <= (0.001*termbf) or math.fabs(term) < (1.0e-8*sum):
return sum
fac = -fac
termbf = math.fabs(term)
return 1.0 # Get here only if fails to converge; was 0.0!!
def lfprob (dfnum, dfden, F):
"""
Returns the (1-tailed) significance level (p-value) of an F
statistic given the degrees of freedom for the numerator (dfR-dfF) and
the degrees of freedom for the denominator (dfF).
Usage: lfprob(dfnum, dfden, F) where usually dfnum=dfbn, dfden=dfwn
"""
p = betai(0.5*dfden, 0.5*dfnum, dfden/float(dfden+dfnum*F))
return p
def lbetacf(a,b,x):
"""
This function evaluates the continued fraction form of the incomplete
Beta function, betai. (Adapted from: Numerical Recipies in C.)
Usage: lbetacf(a,b,x)
"""
ITMAX = 200
EPS = 3.0e-7
bm = az = am = 1.0
qab = a+b
qap = a+1.0
qam = a-1.0
bz = 1.0-qab*x/qap
for i in range(ITMAX+1):
em = float(i+1)
tem = em + em
d = em*(b-em)*x/((qam+tem)*(a+tem))
ap = az + d*am
bp = bz+d*bm
d = -(a+em)*(qab+em)*x/((qap+tem)*(a+tem))
app = ap+d*az
bpp = bp+d*bz
aold = az
am = ap/bpp
bm = bp/bpp
az = app/bpp
bz = 1.0
if (abs(az-aold)<(EPS*abs(az))):
return az
print 'a or b too big, or ITMAX too small in Betacf.'
def lgammln(xx):
"""
Returns the gamma function of xx.
Gamma(z) = Integral(0,infinity) of t^(z-1)exp(-t) dt.
(Adapted from: Numerical Recipies in C.)
Usage: lgammln(xx)
"""
coeff = [76.18009173, -86.50532033, 24.01409822, -1.231739516,
0.120858003e-2, -0.536382e-5]
x = xx - 1.0
tmp = x + 5.5
tmp = tmp - (x+0.5)*math.log(tmp)
ser = 1.0
for j in range(len(coeff)):
x = x + 1
ser = ser + coeff[j]/x
return -tmp + math.log(2.50662827465*ser)
def lbetai(a,b,x):
"""
Returns the incomplete beta function:
I-sub-x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt)
where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma
function of a. The continued fraction formulation is implemented here,
using the betacf function. (Adapted from: Numerical Recipies in C.)
Usage: lbetai(a,b,x)
"""
if (x<0.0 or x>1.0):
raise ValueError, 'Bad x in lbetai'
if (x==0.0 or x==1.0):
bt = 0.0
else:
bt = math.exp(gammln(a+b)-gammln(a)-gammln(b)+a*math.log(x)+b*
math.log(1.0-x))
if (x<(a+1.0)/(a+b+2.0)):
return bt*betacf(a,b,x)/float(a)
else:
return 1.0-bt*betacf(b,a,1.0-x)/float(b)
####################################
####### ANOVA CALCULATIONS #######
####################################
def lF_oneway(*lists):
"""
Performs a 1-way ANOVA, returning an F-value and probability given
any number of groups. From Heiman, pp.394-7.
Usage: F_oneway(*lists) where *lists is any number of lists, one per
treatment group
Returns: F value, one-tailed p-value
"""
a = len(lists) # ANOVA on 'a' groups, each in it's own list
means = [0]*a
vars = [0]*a
ns = [0]*a
alldata = []
tmp = map(N.array,lists)
means = map(amean,tmp)
vars = map(avar,tmp)
ns = map(len,lists)
for i in range(len(lists)):
alldata = alldata + lists[i]
alldata = N.array(alldata)
bign = len(alldata)
sstot = ass(alldata)-(asquare_of_sums(alldata)/float(bign))
ssbn = 0
for list in lists:
ssbn = ssbn + asquare_of_sums(N.array(list))/float(len(list))
ssbn = ssbn - (asquare_of_sums(alldata)/float(bign))
sswn = sstot-ssbn
dfbn = a-1
dfwn = bign - a
msb = ssbn/float(dfbn)
msw = sswn/float(dfwn)
f = msb/msw
prob = fprob(dfbn,dfwn,f)
return f, prob
def lF_value (ER,EF,dfnum,dfden):
"""
Returns an F-statistic given the following:
ER = error associated with the null hypothesis (the Restricted model)
EF = error associated with the alternate hypothesis (the Full model)
dfR-dfF = degrees of freedom of the numerator
dfF = degrees of freedom associated with the denominator/Full model
Usage: lF_value(ER,EF,dfnum,dfden)
"""
return ((ER-EF)/float(dfnum) / (EF/float(dfden)))
####################################
######## SUPPORT FUNCTIONS #######
####################################
def writecc (listoflists,file,writetype='w',extra=2):
"""
Writes a list of lists to a file in columns, customized by the max
size of items within the columns (max size of items in col, +2 characters)
to specified file. File-overwrite is the default.
Usage: writecc (listoflists,file,writetype='w',extra=2)
Returns: None
"""
if type(listoflists[0]) not in [ListType,TupleType]:
listoflists = [listoflists]
outfile = open(file,writetype)
rowstokill = []
list2print = copy.deepcopy(listoflists)
for i in range(len(listoflists)):
if listoflists[i] == ['\n'] or listoflists[i]=='\n' or listoflists[i]=='dashes':
rowstokill = rowstokill + [i]
rowstokill.reverse()
for row in rowstokill:
del list2print[row]
maxsize = [0]*len(list2print[0])
for col in range(len(list2print[0])):
items = pstat.colex(list2print,col)
items = map(pstat.makestr,items)
maxsize[col] = max(map(len,items)) + extra
for row in listoflists:
if row == ['\n'] or row == '\n':
outfile.write('\n')
elif row == ['dashes'] or row == 'dashes':
dashes = [0]*len(maxsize)
for j in range(len(maxsize)):
dashes[j] = '-'*(maxsize[j]-2)
outfile.write(pstat.lineincustcols(dashes,maxsize))
else:
outfile.write(pstat.lineincustcols(row,maxsize))
outfile.write('\n')
outfile.close()
return None
def lincr(l,cap): # to increment a list up to a max-list of 'cap'
"""
Simulate a counting system from an n-dimensional list.
Usage: lincr(l,cap) l=list to increment, cap=max values for each list pos'n
Returns: next set of values for list l, OR -1 (if overflow)
"""
l[0] = l[0] + 1 # e.g., [0,0,0] --> [2,4,3] (=cap)
for i in range(len(l)):
if l[i] > cap[i] and i < len(l)-1: # if carryover AND not done
l[i] = 0
l[i+1] = l[i+1] + 1
elif l[i] > cap[i] and i == len(l)-1: # overflow past last column, must be finished
l = -1
return l
def lsum (inlist):
"""
Returns the sum of the items in the passed list.
Usage: lsum(inlist)
"""
s = 0
for item in inlist:
s = s + item
return s
def lcumsum (inlist):
"""
Returns a list consisting of the cumulative sum of the items in the
passed list.
Usage: lcumsum(inlist)
"""
newlist = copy.deepcopy(inlist)
for i in range(1,len(newlist)):
newlist[i] = newlist[i] + newlist[i-1]
return newlist
def lss(inlist):
"""
Squares each value in the passed list, adds up these squares and
returns the result.
Usage: lss(inlist)
"""
ss = 0
for item in inlist:
ss = ss + item*item
return ss
def lsummult (list1,list2):
"""
Multiplies elements in list1 and list2, element by element, and
returns the sum of all resulting multiplications. Must provide equal
length lists.
Usage: lsummult(list1,list2)
"""
if len(list1) <> len(list2):
raise ValueError, "Lists not equal length in summult."
s = 0
for item1,item2 in pstat.abut(list1,list2):
s = s + item1*item2
return s
def lsumdiffsquared(x,y):
"""
Takes pairwise differences of the values in lists x and y, squares
these differences, and returns the sum of these squares.
Usage: lsumdiffsquared(x,y)
Returns: sum[(x[i]-y[i])**2]
"""
sds = 0
for i in range(len(x)):
sds = sds + (x[i]-y[i])**2
return sds
def lsquare_of_sums(inlist):
"""
Adds the values in the passed list, squares the sum, and returns
the result.
Usage: lsquare_of_sums(inlist)
Returns: sum(inlist[i])**2
"""
s = sum(inlist)
return float(s)*s
def lshellsort(inlist):
"""
Shellsort algorithm. Sorts a 1D-list.
Usage: lshellsort(inlist)
Returns: sorted-inlist, sorting-index-vector (for original list)
"""
n = len(inlist)
svec = copy.deepcopy(inlist)
ivec = range(n)
gap = n/2 # integer division needed
while gap >0:
for i in range(gap,n):
for j in range(i-gap,-1,-gap):
while j>=0 and svec[j]>svec[j+gap]:
temp = svec[j]
svec[j] = svec[j+gap]
svec[j+gap] = temp
itemp = ivec[j]
ivec[j] = ivec[j+gap]
ivec[j+gap] = itemp
gap = gap / 2 # integer division needed
# svec is now sorted inlist, and ivec has the order svec[i] = vec[ivec[i]]
return svec, ivec
def lrankdata(inlist):
"""
Ranks the data in inlist, dealing with ties appropritely. Assumes
a 1D inlist. Adapted from Gary Perlman's |Stat ranksort.
Usage: lrankdata(inlist)
Returns: a list of length equal to inlist, containing rank scores
"""
n = len(inlist)
svec, ivec = shellsort(inlist)
sumranks = 0
dupcount = 0
newlist = [0]*n
for i in range(n):
sumranks = sumranks + i
dupcount = dupcount + 1
if i==n-1 or svec[i] <> svec[i+1]:
averank = sumranks / float(dupcount) + 1
for j in range(i-dupcount+1,i+1):
newlist[ivec[j]] = averank
sumranks = 0
dupcount = 0
return newlist
def outputpairedstats(fname,writemode,name1,n1,m1,se1,min1,max1,name2,n2,m2,se2,min2,max2,statname,stat,prob):
"""
Prints or write to a file stats for two groups, using the name, n,
mean, sterr, min and max for each group, as well as the statistic name,
its value, and the associated p-value.
Usage: outputpairedstats(fname,writemode,
name1,n1,mean1,stderr1,min1,max1,
name2,n2,mean2,stderr2,min2,max2,
statname,stat,prob)
Returns: None
"""
suffix = '' # for *s after the p-value
try:
x = prob.shape
prob = prob[0]
except:
pass
if prob < 0.001: suffix = ' ***'
elif prob < 0.01: suffix = ' **'
elif prob < 0.05: suffix = ' *'
title = [['Name','N','Mean','SD','Min','Max']]
lofl = title+[[name1,n1,round(m1,3),round(math.sqrt(se1),3),min1,max1],
[name2,n2,round(m2,3),round(math.sqrt(se2),3),min2,max2]]
if type(fname)<>StringType or len(fname)==0:
print
print statname
print
pstat.printcc(lofl)
print
try:
if stat.shape == ():
stat = stat[0]
if prob.shape == ():
prob = prob[0]
except:
pass
print 'Test statistic = ',round(stat,3),' p = ',round(prob,3),suffix
print
else:
file = open(fname,writemode)
file.write('\n'+statname+'\n\n')
file.close()
writecc(lofl,fname,'a')
file = open(fname,'a')
try:
if stat.shape == ():
stat = stat[0]
if prob.shape == ():
prob = prob[0]
except:
pass
file.write(pstat.list2string(['\nTest statistic = ',round(stat,4),' p = ',round(prob,4),suffix,'\n\n']))
file.close()
return None
def lfindwithin (data):
"""
Returns an integer representing a binary vector, where 1=within-
subject factor, 0=between. Input equals the entire data 2D list (i.e.,
column 0=random factor, column -1=measured values (those two are skipped).
Note: input data is in |Stat format ... a list of lists ("2D list") with
one row per measured value, first column=subject identifier, last column=
score, one in-between column per factor (these columns contain level
designations on each factor). See also stats.anova.__doc__.
Usage: lfindwithin(data) data in |Stat format
"""
numfact = len(data[0])-1
withinvec = 0
for col in range(1,numfact):
examplelevel = pstat.unique(pstat.colex(data,col))[0]
rows = pstat.linexand(data,col,examplelevel) # get 1 level of this factor
factsubjs = pstat.unique(pstat.colex(rows,0))
allsubjs = pstat.unique(pstat.colex(data,0))
if len(factsubjs) == len(allsubjs): # fewer Ss than scores on this factor?
withinvec = withinvec + (1 << col)
return withinvec
#########################################################
#########################################################
####### DISPATCH LISTS AND TUPLES TO ABOVE FCNS #########
#########################################################
#########################################################
## CENTRAL TENDENCY:
geometricmean = Dispatch ( (lgeometricmean, (ListType, TupleType)), )
harmonicmean = Dispatch ( (lharmonicmean, (ListType, TupleType)), )
mean = Dispatch ( (lmean, (ListType, TupleType)), )
median = Dispatch ( (lmedian, (ListType, TupleType)), )
medianscore = Dispatch ( (lmedianscore, (ListType, TupleType)), )
mode = Dispatch ( (lmode, (ListType, TupleType)), )
## MOMENTS:
moment = Dispatch ( (lmoment, (ListType, TupleType)), )
variation = Dispatch ( (lvariation, (ListType, TupleType)), )
skew = Dispatch ( (lskew, (ListType, TupleType)), )
kurtosis = Dispatch ( (lkurtosis, (ListType, TupleType)), )
describe = Dispatch ( (ldescribe, (ListType, TupleType)), )
## FREQUENCY STATISTICS:
itemfreq = Dispatch ( (litemfreq, (ListType, TupleType)), )
scoreatpercentile = Dispatch ( (lscoreatpercentile, (ListType, TupleType)), )
percentileofscore = Dispatch ( (lpercentileofscore, (ListType, TupleType)), )
histogram = Dispatch ( (lhistogram, (ListType, TupleType)), )
cumfreq = Dispatch ( (lcumfreq, (ListType, TupleType)), )
relfreq = Dispatch ( (lrelfreq, (ListType, TupleType)), )
## VARIABILITY:
obrientransform = Dispatch ( (lobrientransform, (ListType, TupleType)), )
samplevar = Dispatch ( (lsamplevar, (ListType, TupleType)), )
samplestdev = Dispatch ( (lsamplestdev, (ListType, TupleType)), )
var = Dispatch ( (lvar, (ListType, TupleType)), )
stdev = Dispatch ( (lstdev, (ListType, TupleType)), )
sterr = Dispatch ( (lsterr, (ListType, TupleType)), )
sem = Dispatch ( (lsem, (ListType, TupleType)), )
z = Dispatch ( (lz, (ListType, TupleType)), )
zs = Dispatch ( (lzs, (ListType, TupleType)), )
## TRIMMING FCNS:
trimboth = Dispatch ( (ltrimboth, (ListType, TupleType)), )
trim1 = Dispatch ( (ltrim1, (ListType, TupleType)), )
## CORRELATION FCNS:
paired = Dispatch ( (lpaired, (ListType, TupleType)), )
pearsonr = Dispatch ( (lpearsonr, (ListType, TupleType)), )
spearmanr = Dispatch ( (lspearmanr, (ListType, TupleType)), )
pointbiserialr = Dispatch ( (lpointbiserialr, (ListType, TupleType)), )
kendalltau = Dispatch ( (lkendalltau, (ListType, TupleType)), )
linregress = Dispatch ( (llinregress, (ListType, TupleType)), )
## INFERENTIAL STATS:
ttest_1samp = Dispatch ( (lttest_1samp, (ListType, TupleType)), )
ttest_ind = Dispatch ( (lttest_ind, (ListType, TupleType)), )
ttest_rel = Dispatch ( (lttest_rel, (ListType, TupleType)), )
chisquare = Dispatch ( (lchisquare, (ListType, TupleType)), )
ks_2samp = Dispatch ( (lks_2samp, (ListType, TupleType)), )
mannwhitneyu = Dispatch ( (lmannwhitneyu, (ListType, TupleType)), )
ranksums = Dispatch ( (lranksums, (ListType, TupleType)), )
tiecorrect = Dispatch ( (ltiecorrect, (ListType, TupleType)), )
wilcoxont = Dispatch ( (lwilcoxont, (ListType, TupleType)), )
kruskalwallish = Dispatch ( (lkruskalwallish, (ListType, TupleType)), )
friedmanchisquare = Dispatch ( (lfriedmanchisquare, (ListType, TupleType)), )
## PROBABILITY CALCS:
chisqprob = Dispatch ( (lchisqprob, (IntType, FloatType)), )
zprob = Dispatch ( (lzprob, (IntType, FloatType)), )
ksprob = Dispatch ( (lksprob, (IntType, FloatType)), )
fprob = Dispatch ( (lfprob, (IntType, FloatType)), )
betacf = Dispatch ( (lbetacf, (IntType, FloatType)), )
betai = Dispatch ( (lbetai, (IntType, FloatType)), )
erfcc = Dispatch ( (lerfcc, (IntType, FloatType)), )
gammln = Dispatch ( (lgammln, (IntType, FloatType)), )
## ANOVA FUNCTIONS:
F_oneway = Dispatch ( (lF_oneway, (ListType, TupleType)), )
F_value = Dispatch ( (lF_value, (ListType, TupleType)), )
## SUPPORT FUNCTIONS:
incr = Dispatch ( (lincr, (ListType, TupleType)), )
sum = Dispatch ( (lsum, (ListType, TupleType)), )
cumsum = Dispatch ( (lcumsum, (ListType, TupleType)), )
ss = Dispatch ( (lss, (ListType, TupleType)), )
summult = Dispatch ( (lsummult, (ListType, TupleType)), )
square_of_sums = Dispatch ( (lsquare_of_sums, (ListType, TupleType)), )
sumdiffsquared = Dispatch ( (lsumdiffsquared, (ListType, TupleType)), )
shellsort = Dispatch ( (lshellsort, (ListType, TupleType)), )
rankdata = Dispatch ( (lrankdata, (ListType, TupleType)), )
findwithin = Dispatch ( (lfindwithin, (ListType, TupleType)), )
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
#============= THE ARRAY-VERSION OF THE STATS FUNCTIONS ===============
try: # DEFINE THESE *ONLY* IF NUMERIC IS AVAILABLE
import numpy as N
import numpy.linalg as LA
#####################################
######## ACENTRAL TENDENCY ########
#####################################
def ageometricmean (inarray,dimension=None,keepdims=0):
"""
Calculates the geometric mean of the values in the passed array.
That is: n-th root of (x1 * x2 * ... * xn). Defaults to ALL values in
the passed array. Use dimension=None to flatten array first. REMEMBER: if
dimension=0, it collapses over dimension 0 ('rows' in a 2D array) only, and
if dimension is a sequence, it collapses over all specified dimensions. If
keepdims is set to 1, the resulting array will have as many dimensions as
inarray, with only 1 'level' per dim that was collapsed over.
Usage: ageometricmean(inarray,dimension=None,keepdims=0)
Returns: geometric mean computed over dim(s) listed in dimension
"""
inarray = N.array(inarray,N.float_)
if dimension == None:
inarray = N.ravel(inarray)
size = len(inarray)
mult = N.power(inarray,1.0/size)
mult = N.multiply.reduce(mult)
elif type(dimension) in [IntType,FloatType]:
size = inarray.shape[dimension]
mult = N.power(inarray,1.0/size)
mult = N.multiply.reduce(mult,dimension)
if keepdims == 1:
shp = list(inarray.shape)
shp[dimension] = 1
sum = N.reshape(sum,shp)
else: # must be a SEQUENCE of dims to average over
dims = list(dimension)
dims.sort()
dims.reverse()
size = N.array(N.multiply.reduce(N.take(inarray.shape,dims)),N.float_)
mult = N.power(inarray,1.0/size)
for dim in dims:
mult = N.multiply.reduce(mult,dim)
if keepdims == 1:
shp = list(inarray.shape)
for dim in dims:
shp[dim] = 1
mult = N.reshape(mult,shp)
return mult
def aharmonicmean (inarray,dimension=None,keepdims=0):
"""
Calculates the harmonic mean of the values in the passed array.
That is: n / (1/x1 + 1/x2 + ... + 1/xn). Defaults to ALL values in
the passed array. Use dimension=None to flatten array first. REMEMBER: if
dimension=0, it collapses over dimension 0 ('rows' in a 2D array) only, and
if dimension is a sequence, it collapses over all specified dimensions. If
keepdims is set to 1, the resulting array will have as many dimensions as
inarray, with only 1 'level' per dim that was collapsed over.
Usage: aharmonicmean(inarray,dimension=None,keepdims=0)
Returns: harmonic mean computed over dim(s) in dimension
"""
inarray = inarray.astype(N.float_)
if dimension == None:
inarray = N.ravel(inarray)
size = len(inarray)
s = N.add.reduce(1.0 / inarray)
elif type(dimension) in [IntType,FloatType]:
size = float(inarray.shape[dimension])
s = N.add.reduce(1.0/inarray, dimension)
if keepdims == 1:
shp = list(inarray.shape)
shp[dimension] = 1
s = N.reshape(s,shp)
else: # must be a SEQUENCE of dims to average over
dims = list(dimension)
dims.sort()
nondims = []
for i in range(len(inarray.shape)):
if i not in dims:
nondims.append(i)
tinarray = N.transpose(inarray,nondims+dims) # put keep-dims first
idx = [0] *len(nondims)
if idx == []:
size = len(N.ravel(inarray))
s = asum(1.0 / inarray)
if keepdims == 1:
s = N.reshape([s],N.ones(len(inarray.shape)))
else:
idx[0] = -1
loopcap = N.array(tinarray.shape[0:len(nondims)]) -1
s = N.zeros(loopcap+1,N.float_)
while incr(idx,loopcap) <> -1:
s[idx] = asum(1.0/tinarray[idx])
size = N.multiply.reduce(N.take(inarray.shape,dims))
if keepdims == 1:
shp = list(inarray.shape)
for dim in dims:
shp[dim] = 1
s = N.reshape(s,shp)
return size / s
def amean (inarray,dimension=None,keepdims=0):
"""
Calculates the arithmatic mean of the values in the passed array.
That is: 1/n * (x1 + x2 + ... + xn). Defaults to ALL values in the
passed array. Use dimension=None to flatten array first. REMEMBER: if
dimension=0, it collapses over dimension 0 ('rows' in a 2D array) only, and
if dimension is a sequence, it collapses over all specified dimensions. If
keepdims is set to 1, the resulting array will have as many dimensions as
inarray, with only 1 'level' per dim that was collapsed over.
Usage: amean(inarray,dimension=None,keepdims=0)
Returns: arithematic mean calculated over dim(s) in dimension
"""
if inarray.dtype in [N.int_, N.short,N.ubyte]:
inarray = inarray.astype(N.float_)
if dimension == None:
inarray = N.ravel(inarray)
sum = N.add.reduce(inarray)
denom = float(len(inarray))
elif type(dimension) in [IntType,FloatType]:
sum = asum(inarray,dimension)
denom = float(inarray.shape[dimension])
if keepdims == 1:
shp = list(inarray.shape)
shp[dimension] = 1
sum = N.reshape(sum,shp)
else: # must be a TUPLE of dims to average over
dims = list(dimension)
dims.sort()
dims.reverse()
sum = inarray *1.0
for dim in dims:
sum = N.add.reduce(sum,dim)
denom = N.array(N.multiply.reduce(N.take(inarray.shape,dims)),N.float_)
if keepdims == 1:
shp = list(inarray.shape)
for dim in dims:
shp[dim] = 1
sum = N.reshape(sum,shp)
return sum/denom
def amedian (inarray,numbins=1000):
"""
Calculates the COMPUTED median value of an array of numbers, given the
number of bins to use for the histogram (more bins approaches finding the
precise median value of the array; default number of bins = 1000). From
G.W. Heiman's Basic Stats, or CRC Probability & Statistics.
NOTE: THIS ROUTINE ALWAYS uses the entire passed array (flattens it first).
Usage: amedian(inarray,numbins=1000)
Returns: median calculated over ALL values in inarray
"""
inarray = N.ravel(inarray)
(hist, smallest, binsize, extras) = ahistogram(inarray,numbins,[min(inarray),max(inarray)])
cumhist = N.cumsum(hist) # make cumulative histogram
otherbins = N.greater_equal(cumhist,len(inarray)/2.0)
otherbins = list(otherbins) # list of 0/1s, 1s start at median bin
cfbin = otherbins.index(1) # get 1st(!) index holding 50%ile score
LRL = smallest + binsize*cfbin # get lower read limit of that bin
cfbelow = N.add.reduce(hist[0:cfbin]) # cum. freq. below bin
freq = hist[cfbin] # frequency IN the 50%ile bin
median = LRL + ((len(inarray)/2.0-cfbelow)/float(freq))*binsize # MEDIAN
return median
def amedianscore (inarray,dimension=None):
"""
Returns the 'middle' score of the passed array. If there is an even
number of scores, the mean of the 2 middle scores is returned. Can function
with 1D arrays, or on the FIRST dimension of 2D arrays (i.e., dimension can
be None, to pre-flatten the array, or else dimension must equal 0).
Usage: amedianscore(inarray,dimension=None)
Returns: 'middle' score of the array, or the mean of the 2 middle scores
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
inarray = N.sort(inarray,dimension)
if inarray.shape[dimension] % 2 == 0: # if even number of elements
indx = inarray.shape[dimension]/2 # integer division correct
median = N.asarray(inarray[indx]+inarray[indx-1]) / 2.0
else:
indx = inarray.shape[dimension] / 2 # integer division correct
median = N.take(inarray,[indx],dimension)
if median.shape == (1,):
median = median[0]
return median
def amode(a, dimension=None):
"""
Returns an array of the modal (most common) score in the passed array.
If there is more than one such score, ONLY THE FIRST is returned.
The bin-count for the modal values is also returned. Operates on whole
array (dimension=None), or on a given dimension.
Usage: amode(a, dimension=None)
Returns: array of bin-counts for mode(s), array of corresponding modal values
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
scores = pstat.aunique(N.ravel(a)) # get ALL unique values
testshape = list(a.shape)
testshape[dimension] = 1
oldmostfreq = N.zeros(testshape)
oldcounts = N.zeros(testshape)
for score in scores:
template = N.equal(a,score)
counts = asum(template,dimension,1)
mostfrequent = N.where(counts>oldcounts,score,oldmostfreq)
oldcounts = N.where(counts>oldcounts,counts,oldcounts)
oldmostfreq = mostfrequent
return oldcounts, mostfrequent
def atmean(a,limits=None,inclusive=(1,1)):
"""
Returns the arithmetic mean of all values in an array, ignoring values
strictly outside the sequence passed to 'limits'. Note: either limit
in the sequence, or the value of limits itself, can be set to None. The
inclusive list/tuple determines whether the lower and upper limiting bounds
(respectively) are open/exclusive (0) or closed/inclusive (1).
Usage: atmean(a,limits=None,inclusive=(1,1))
"""
if a.dtype in [N.int_, N.short,N.ubyte]:
a = a.astype(N.float_)
if limits == None:
return mean(a)
assert type(limits) in [ListType,TupleType,N.ndarray], "Wrong type for limits in atmean"
if inclusive[0]: lowerfcn = N.greater_equal
else: lowerfcn = N.greater
if inclusive[1]: upperfcn = N.less_equal
else: upperfcn = N.less
if limits[0] > N.maximum.reduce(N.ravel(a)) or limits[1] < N.minimum.reduce(N.ravel(a)):
raise ValueError, "No array values within given limits (atmean)."
elif limits[0]==None and limits[1]<>None:
mask = upperfcn(a,limits[1])
elif limits[0]<>None and limits[1]==None:
mask = lowerfcn(a,limits[0])
elif limits[0]<>None and limits[1]<>None:
mask = lowerfcn(a,limits[0])*upperfcn(a,limits[1])
s = float(N.add.reduce(N.ravel(a*mask)))
n = float(N.add.reduce(N.ravel(mask)))
return s/n
def atvar(a,limits=None,inclusive=(1,1)):
"""
Returns the sample variance of values in an array, (i.e., using N-1),
ignoring values strictly outside the sequence passed to 'limits'.
Note: either limit in the sequence, or the value of limits itself,
can be set to None. The inclusive list/tuple determines whether the lower
and upper limiting bounds (respectively) are open/exclusive (0) or
closed/inclusive (1). ASSUMES A FLAT ARRAY (OR ELSE PREFLATTENS).
Usage: atvar(a,limits=None,inclusive=(1,1))
"""
a = a.astype(N.float_)
if limits == None or limits == [None,None]:
return avar(a)
assert type(limits) in [ListType,TupleType,N.ndarray], "Wrong type for limits in atvar"
if inclusive[0]: lowerfcn = N.greater_equal
else: lowerfcn = N.greater
if inclusive[1]: upperfcn = N.less_equal
else: upperfcn = N.less
if limits[0] > N.maximum.reduce(N.ravel(a)) or limits[1] < N.minimum.reduce(N.ravel(a)):
raise ValueError, "No array values within given limits (atvar)."
elif limits[0]==None and limits[1]<>None:
mask = upperfcn(a,limits[1])
elif limits[0]<>None and limits[1]==None:
mask = lowerfcn(a,limits[0])
elif limits[0]<>None and limits[1]<>None:
mask = lowerfcn(a,limits[0])*upperfcn(a,limits[1])
a = N.compress(mask,a) # squish out excluded values
return avar(a)
def atmin(a,lowerlimit=None,dimension=None,inclusive=1):
"""
Returns the minimum value of a, along dimension, including only values less
than (or equal to, if inclusive=1) lowerlimit. If the limit is set to None,
all values in the array are used.
Usage: atmin(a,lowerlimit=None,dimension=None,inclusive=1)
"""
if inclusive: lowerfcn = N.greater
else: lowerfcn = N.greater_equal
if dimension == None:
a = N.ravel(a)
dimension = 0
if lowerlimit == None:
lowerlimit = N.minimum.reduce(N.ravel(a))-11
biggest = N.maximum.reduce(N.ravel(a))
ta = N.where(lowerfcn(a,lowerlimit),a,biggest)
return N.minimum.reduce(ta,dimension)
def atmax(a,upperlimit,dimension=None,inclusive=1):
"""
Returns the maximum value of a, along dimension, including only values greater
than (or equal to, if inclusive=1) upperlimit. If the limit is set to None,
a limit larger than the max value in the array is used.
Usage: atmax(a,upperlimit,dimension=None,inclusive=1)
"""
if inclusive: upperfcn = N.less
else: upperfcn = N.less_equal
if dimension == None:
a = N.ravel(a)
dimension = 0
if upperlimit == None:
upperlimit = N.maximum.reduce(N.ravel(a))+1
smallest = N.minimum.reduce(N.ravel(a))
ta = N.where(upperfcn(a,upperlimit),a,smallest)
return N.maximum.reduce(ta,dimension)
def atstdev(a,limits=None,inclusive=(1,1)):
"""
Returns the standard deviation of all values in an array, ignoring values
strictly outside the sequence passed to 'limits'. Note: either limit
in the sequence, or the value of limits itself, can be set to None. The
inclusive list/tuple determines whether the lower and upper limiting bounds
(respectively) are open/exclusive (0) or closed/inclusive (1).
Usage: atstdev(a,limits=None,inclusive=(1,1))
"""
return N.sqrt(tvar(a,limits,inclusive))
def atsem(a,limits=None,inclusive=(1,1)):
"""
Returns the standard error of the mean for the values in an array,
(i.e., using N for the denominator), ignoring values strictly outside
the sequence passed to 'limits'. Note: either limit in the sequence,
or the value of limits itself, can be set to None. The inclusive list/tuple
determines whether the lower and upper limiting bounds (respectively) are
open/exclusive (0) or closed/inclusive (1).
Usage: atsem(a,limits=None,inclusive=(1,1))
"""
sd = tstdev(a,limits,inclusive)
if limits == None or limits == [None,None]:
n = float(len(N.ravel(a)))
limits = [min(a)-1, max(a)+1]
assert type(limits) in [ListType,TupleType,N.ndarray], "Wrong type for limits in atsem"
if inclusive[0]: lowerfcn = N.greater_equal
else: lowerfcn = N.greater
if inclusive[1]: upperfcn = N.less_equal
else: upperfcn = N.less
if limits[0] > N.maximum.reduce(N.ravel(a)) or limits[1] < N.minimum.reduce(N.ravel(a)):
raise ValueError, "No array values within given limits (atsem)."
elif limits[0]==None and limits[1]<>None:
mask = upperfcn(a,limits[1])
elif limits[0]<>None and limits[1]==None:
mask = lowerfcn(a,limits[0])
elif limits[0]<>None and limits[1]<>None:
mask = lowerfcn(a,limits[0])*upperfcn(a,limits[1])
term1 = N.add.reduce(N.ravel(a*a*mask))
n = float(N.add.reduce(N.ravel(mask)))
return sd/math.sqrt(n)
#####################################
############ AMOMENTS #############
#####################################
def amoment(a,moment=1,dimension=None):
"""
Calculates the nth moment about the mean for a sample (defaults to the
1st moment). Generally used to calculate coefficients of skewness and
kurtosis. Dimension can equal None (ravel array first), an integer
(the dimension over which to operate), or a sequence (operate over
multiple dimensions).
Usage: amoment(a,moment=1,dimension=None)
Returns: appropriate moment along given dimension
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
if moment == 1:
return 0.0
else:
mn = amean(a,dimension,1) # 1=keepdims
s = N.power((a-mn),moment)
return amean(s,dimension)
def avariation(a,dimension=None):
"""
Returns the coefficient of variation, as defined in CRC Standard
Probability and Statistics, p.6. Dimension can equal None (ravel array
first), an integer (the dimension over which to operate), or a
sequence (operate over multiple dimensions).
Usage: avariation(a,dimension=None)
"""
return 100.0*asamplestdev(a,dimension)/amean(a,dimension)
def askew(a,dimension=None):
"""
Returns the skewness of a distribution (normal ==> 0.0; >0 means extra
weight in left tail). Use askewtest() to see if it's close enough.
Dimension can equal None (ravel array first), an integer (the
dimension over which to operate), or a sequence (operate over multiple
dimensions).
Usage: askew(a, dimension=None)
Returns: skew of vals in a along dimension, returning ZERO where all vals equal
"""
denom = N.power(amoment(a,2,dimension),1.5)
zero = N.equal(denom,0)
if type(denom) == N.ndarray and asum(zero) <> 0:
print "Number of zeros in askew: ",asum(zero)
denom = denom + zero # prevent divide-by-zero
return N.where(zero, 0, amoment(a,3,dimension)/denom)
def akurtosis(a,dimension=None):
"""
Returns the kurtosis of a distribution (normal ==> 3.0; >3 means
heavier in the tails, and usually more peaked). Use akurtosistest()
to see if it's close enough. Dimension can equal None (ravel array
first), an integer (the dimension over which to operate), or a
sequence (operate over multiple dimensions).
Usage: akurtosis(a,dimension=None)
Returns: kurtosis of values in a along dimension, and ZERO where all vals equal
"""
denom = N.power(amoment(a,2,dimension),2)
zero = N.equal(denom,0)
if type(denom) == N.ndarray and asum(zero) <> 0:
print "Number of zeros in akurtosis: ",asum(zero)
denom = denom + zero # prevent divide-by-zero
return N.where(zero,0,amoment(a,4,dimension)/denom)
def adescribe(inarray,dimension=None):
"""
Returns several descriptive statistics of the passed array. Dimension
can equal None (ravel array first), an integer (the dimension over
which to operate), or a sequence (operate over multiple dimensions).
Usage: adescribe(inarray,dimension=None)
Returns: n, (min,max), mean, standard deviation, skew, kurtosis
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
n = inarray.shape[dimension]
mm = (N.minimum.reduce(inarray),N.maximum.reduce(inarray))
m = amean(inarray,dimension)
sd = astdev(inarray,dimension)
skew = askew(inarray,dimension)
kurt = akurtosis(inarray,dimension)
return n, mm, m, sd, skew, kurt
#####################################
######## NORMALITY TESTS ##########
#####################################
def askewtest(a,dimension=None):
"""
Tests whether the skew is significantly different from a normal
distribution. Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions).
Usage: askewtest(a,dimension=None)
Returns: z-score and 2-tail z-probability
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
b2 = askew(a,dimension)
n = float(a.shape[dimension])
y = b2 * N.sqrt(((n+1)*(n+3)) / (6.0*(n-2)) )
beta2 = ( 3.0*(n*n+27*n-70)*(n+1)*(n+3) ) / ( (n-2.0)*(n+5)*(n+7)*(n+9) )
W2 = -1 + N.sqrt(2*(beta2-1))
delta = 1/N.sqrt(N.log(N.sqrt(W2)))
alpha = N.sqrt(2/(W2-1))
y = N.where(y==0,1,y)
Z = delta*N.log(y/alpha + N.sqrt((y/alpha)**2+1))
return Z, (1.0-zprob(Z))*2
def akurtosistest(a,dimension=None):
"""
Tests whether a dataset has normal kurtosis (i.e.,
kurtosis=3(n-1)/(n+1)) Valid only for n>20. Dimension can equal None
(ravel array first), an integer (the dimension over which to operate),
or a sequence (operate over multiple dimensions).
Usage: akurtosistest(a,dimension=None)
Returns: z-score and 2-tail z-probability, returns 0 for bad pixels
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
n = float(a.shape[dimension])
if n<20:
print "akurtosistest only valid for n>=20 ... continuing anyway, n=",n
b2 = akurtosis(a,dimension)
E = 3.0*(n-1) /(n+1)
varb2 = 24.0*n*(n-2)*(n-3) / ((n+1)*(n+1)*(n+3)*(n+5))
x = (b2-E)/N.sqrt(varb2)
sqrtbeta1 = 6.0*(n*n-5*n+2)/((n+7)*(n+9)) * N.sqrt((6.0*(n+3)*(n+5))/
(n*(n-2)*(n-3)))
A = 6.0 + 8.0/sqrtbeta1 *(2.0/sqrtbeta1 + N.sqrt(1+4.0/(sqrtbeta1**2)))
term1 = 1 -2/(9.0*A)
denom = 1 +x*N.sqrt(2/(A-4.0))
denom = N.where(N.less(denom,0), 99, denom)
term2 = N.where(N.equal(denom,0), term1, N.power((1-2.0/A)/denom,1/3.0))
Z = ( term1 - term2 ) / N.sqrt(2/(9.0*A))
Z = N.where(N.equal(denom,99), 0, Z)
return Z, (1.0-zprob(Z))*2
def anormaltest(a,dimension=None):
"""
Tests whether skew and/OR kurtosis of dataset differs from normal
curve. Can operate over multiple dimensions. Dimension can equal
None (ravel array first), an integer (the dimension over which to
operate), or a sequence (operate over multiple dimensions).
Usage: anormaltest(a,dimension=None)
Returns: z-score and 2-tail probability
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
s,p = askewtest(a,dimension)
k,p = akurtosistest(a,dimension)
k2 = N.power(s,2) + N.power(k,2)
return k2, achisqprob(k2,2)
#####################################
###### AFREQUENCY FUNCTIONS #######
#####################################
def aitemfreq(a):
"""
Returns a 2D array of item frequencies. Column 1 contains item values,
column 2 contains their respective counts. Assumes a 1D array is passed.
@@@sorting OK?
Usage: aitemfreq(a)
Returns: a 2D frequency table (col [0:n-1]=scores, col n=frequencies)
"""
scores = pstat.aunique(a)
scores = N.sort(scores)
freq = N.zeros(len(scores))
for i in range(len(scores)):
freq[i] = N.add.reduce(N.equal(a,scores[i]))
return N.array(pstat.aabut(scores, freq))
def ascoreatpercentile (inarray, percent):
"""
Usage: ascoreatpercentile(inarray,percent) 0<percent<100
Returns: score at given percentile, relative to inarray distribution
"""
percent = percent / 100.0
targetcf = percent*len(inarray)
h, lrl, binsize, extras = histogram(inarray)
cumhist = cumsum(h*1)
for i in range(len(cumhist)):
if cumhist[i] >= targetcf:
break
score = binsize * ((targetcf - cumhist[i-1]) / float(h[i])) + (lrl+binsize*i)
return score
def apercentileofscore (inarray,score,histbins=10,defaultlimits=None):
"""
Note: result of this function depends on the values used to histogram
the data(!).
Usage: apercentileofscore(inarray,score,histbins=10,defaultlimits=None)
Returns: percentile-position of score (0-100) relative to inarray
"""
h, lrl, binsize, extras = histogram(inarray,histbins,defaultlimits)
cumhist = cumsum(h*1)
i = int((score - lrl)/float(binsize))
pct = (cumhist[i-1]+((score-(lrl+binsize*i))/float(binsize))*h[i])/float(len(inarray)) * 100
return pct
def ahistogram (inarray,numbins=10,defaultlimits=None,printextras=1):
"""
Returns (i) an array of histogram bin counts, (ii) the smallest value
of the histogram binning, and (iii) the bin width (the last 2 are not
necessarily integers). Default number of bins is 10. Defaultlimits
can be None (the routine picks bins spanning all the numbers in the
inarray) or a 2-sequence (lowerlimit, upperlimit). Returns all of the
following: array of bin values, lowerreallimit, binsize, extrapoints.
Usage: ahistogram(inarray,numbins=10,defaultlimits=None,printextras=1)
Returns: (array of bin counts, bin-minimum, min-width, #-points-outside-range)
"""
inarray = N.ravel(inarray) # flatten any >1D arrays
if (defaultlimits <> None):
lowerreallimit = defaultlimits[0]
upperreallimit = defaultlimits[1]
binsize = (upperreallimit-lowerreallimit) / float(numbins)
else:
Min = N.minimum.reduce(inarray)
Max = N.maximum.reduce(inarray)
estbinwidth = float(Max - Min)/float(numbins) + 1e-6
binsize = (Max-Min+estbinwidth)/float(numbins)
lowerreallimit = Min - binsize/2.0 #lower real limit,1st bin
bins = N.zeros(numbins)
extrapoints = 0
for num in inarray:
try:
if (num-lowerreallimit) < 0:
extrapoints = extrapoints + 1
else:
bintoincrement = int((num-lowerreallimit) / float(binsize))
bins[bintoincrement] = bins[bintoincrement] + 1
except: # point outside lower/upper limits
extrapoints = extrapoints + 1
if (extrapoints > 0 and printextras == 1):
print '\nPoints outside given histogram range =',extrapoints
return (bins, lowerreallimit, binsize, extrapoints)
def acumfreq(a,numbins=10,defaultreallimits=None):
"""
Returns a cumulative frequency histogram, using the histogram function.
Defaultreallimits can be None (use all data), or a 2-sequence containing
lower and upper limits on values to include.
Usage: acumfreq(a,numbins=10,defaultreallimits=None)
Returns: array of cumfreq bin values, lowerreallimit, binsize, extrapoints
"""
h,l,b,e = histogram(a,numbins,defaultreallimits)
cumhist = cumsum(h*1)
return cumhist,l,b,e
def arelfreq(a,numbins=10,defaultreallimits=None):
"""
Returns a relative frequency histogram, using the histogram function.
Defaultreallimits can be None (use all data), or a 2-sequence containing
lower and upper limits on values to include.
Usage: arelfreq(a,numbins=10,defaultreallimits=None)
Returns: array of cumfreq bin values, lowerreallimit, binsize, extrapoints
"""
h,l,b,e = histogram(a,numbins,defaultreallimits)
h = N.array(h/float(a.shape[0]))
return h,l,b,e
#####################################
###### AVARIABILITY FUNCTIONS #####
#####################################
def aobrientransform(*args):
"""
Computes a transform on input data (any number of columns). Used to
test for homogeneity of variance prior to running one-way stats. Each
array in *args is one level of a factor. If an F_oneway() run on the
transformed data and found significant, variances are unequal. From
Maxwell and Delaney, p.112.
Usage: aobrientransform(*args) *args = 1D arrays, one per level of factor
Returns: transformed data for use in an ANOVA
"""
TINY = 1e-10
k = len(args)
n = N.zeros(k,N.float_)
v = N.zeros(k,N.float_)
m = N.zeros(k,N.float_)
nargs = []
for i in range(k):
nargs.append(args[i].astype(N.float_))
n[i] = float(len(nargs[i]))
v[i] = var(nargs[i])
m[i] = mean(nargs[i])
for j in range(k):
for i in range(n[j]):
t1 = (n[j]-1.5)*n[j]*(nargs[j][i]-m[j])**2
t2 = 0.5*v[j]*(n[j]-1.0)
t3 = (n[j]-1.0)*(n[j]-2.0)
nargs[j][i] = (t1-t2) / float(t3)
check = 1
for j in range(k):
if v[j] - mean(nargs[j]) > TINY:
check = 0
if check <> 1:
raise ValueError, 'Lack of convergence in obrientransform.'
else:
return N.array(nargs)
def asamplevar (inarray,dimension=None,keepdims=0):
"""
Returns the sample standard deviation of the values in the passed
array (i.e., using N). Dimension can equal None (ravel array first),
an integer (the dimension over which to operate), or a sequence
(operate over multiple dimensions). Set keepdims=1 to return an array
with the same number of dimensions as inarray.
Usage: asamplevar(inarray,dimension=None,keepdims=0)
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
if dimension == 1:
mn = amean(inarray,dimension)[:,N.NewAxis]
else:
mn = amean(inarray,dimension,keepdims=1)
deviations = inarray - mn
if type(dimension) == ListType:
n = 1
for d in dimension:
n = n*inarray.shape[d]
else:
n = inarray.shape[dimension]
svar = ass(deviations,dimension,keepdims) / float(n)
return svar
def asamplestdev (inarray, dimension=None, keepdims=0):
"""
Returns the sample standard deviation of the values in the passed
array (i.e., using N). Dimension can equal None (ravel array first),
an integer (the dimension over which to operate), or a sequence
(operate over multiple dimensions). Set keepdims=1 to return an array
with the same number of dimensions as inarray.
Usage: asamplestdev(inarray,dimension=None,keepdims=0)
"""
return N.sqrt(asamplevar(inarray,dimension,keepdims))
def asignaltonoise(instack,dimension=0):
"""
Calculates signal-to-noise. Dimension can equal None (ravel array
first), an integer (the dimension over which to operate), or a
sequence (operate over multiple dimensions).
Usage: asignaltonoise(instack,dimension=0):
Returns: array containing the value of (mean/stdev) along dimension,
or 0 when stdev=0
"""
m = mean(instack,dimension)
sd = stdev(instack,dimension)
return N.where(sd==0,0,m/sd)
def acov (x,y, dimension=None,keepdims=0):
"""
Returns the estimated covariance of the values in the passed
array (i.e., N-1). Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions). Set keepdims=1 to return an array with the
same number of dimensions as inarray.
Usage: acov(x,y,dimension=None,keepdims=0)
"""
if dimension == None:
x = N.ravel(x)
y = N.ravel(y)
dimension = 0
xmn = amean(x,dimension,1) # keepdims
xdeviations = x - xmn
ymn = amean(y,dimension,1) # keepdims
ydeviations = y - ymn
if type(dimension) == ListType:
n = 1
for d in dimension:
n = n*x.shape[d]
else:
n = x.shape[dimension]
covar = N.sum(xdeviations*ydeviations)/float(n-1)
return covar
def avar (inarray, dimension=None,keepdims=0):
"""
Returns the estimated population variance of the values in the passed
array (i.e., N-1). Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions). Set keepdims=1 to return an array with the
same number of dimensions as inarray.
Usage: avar(inarray,dimension=None,keepdims=0)
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
mn = amean(inarray,dimension,1)
deviations = inarray - mn
if type(dimension) == ListType:
n = 1
for d in dimension:
n = n*inarray.shape[d]
else:
n = inarray.shape[dimension]
var = ass(deviations,dimension,keepdims)/float(n-1)
return var
def astdev (inarray, dimension=None, keepdims=0):
"""
Returns the estimated population standard deviation of the values in
the passed array (i.e., N-1). Dimension can equal None (ravel array
first), an integer (the dimension over which to operate), or a
sequence (operate over multiple dimensions). Set keepdims=1 to return
an array with the same number of dimensions as inarray.
Usage: astdev(inarray,dimension=None,keepdims=0)
"""
return N.sqrt(avar(inarray,dimension,keepdims))
def asterr (inarray, dimension=None, keepdims=0):
"""
Returns the estimated population standard error of the values in the
passed array (i.e., N-1). Dimension can equal None (ravel array
first), an integer (the dimension over which to operate), or a
sequence (operate over multiple dimensions). Set keepdims=1 to return
an array with the same number of dimensions as inarray.
Usage: asterr(inarray,dimension=None,keepdims=0)
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
return astdev(inarray,dimension,keepdims) / float(N.sqrt(inarray.shape[dimension]))
def asem (inarray, dimension=None, keepdims=0):
"""
Returns the standard error of the mean (i.e., using N) of the values
in the passed array. Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions). Set keepdims=1 to return an array with the
same number of dimensions as inarray.
Usage: asem(inarray,dimension=None, keepdims=0)
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
if type(dimension) == ListType:
n = 1
for d in dimension:
n = n*inarray.shape[d]
else:
n = inarray.shape[dimension]
s = asamplestdev(inarray,dimension,keepdims) / N.sqrt(n-1)
return s
def az (a, score):
"""
Returns the z-score of a given input score, given thearray from which
that score came. Not appropriate for population calculations, nor for
arrays > 1D.
Usage: az(a, score)
"""
z = (score-amean(a)) / asamplestdev(a)
return z
def azs (a):
"""
Returns a 1D array of z-scores, one for each score in the passed array,
computed relative to the passed array.
Usage: azs(a)
"""
zscores = []
for item in a:
zscores.append(z(a,item))
return N.array(zscores)
def azmap (scores, compare, dimension=0):
"""
Returns an array of z-scores the shape of scores (e.g., [x,y]), compared to
array passed to compare (e.g., [time,x,y]). Assumes collapsing over dim 0
of the compare array.
Usage: azs(scores, compare, dimension=0)
"""
mns = amean(compare,dimension)
sstd = asamplestdev(compare,0)
return (scores - mns) / sstd
#####################################
####### ATRIMMING FUNCTIONS #######
#####################################
## deleted around() as it's in numpy now
def athreshold(a,threshmin=None,threshmax=None,newval=0):
"""
Like Numeric.clip() except that values <threshmid or >threshmax are replaced
by newval instead of by threshmin/threshmax (respectively).
Usage: athreshold(a,threshmin=None,threshmax=None,newval=0)
Returns: a, with values <threshmin or >threshmax replaced with newval
"""
mask = N.zeros(a.shape)
if threshmin <> None:
mask = mask + N.where(a<threshmin,1,0)
if threshmax <> None:
mask = mask + N.where(a>threshmax,1,0)
mask = N.clip(mask,0,1)
return N.where(mask,newval,a)
def atrimboth (a,proportiontocut):
"""
Slices off the passed proportion of items from BOTH ends of the passed
array (i.e., with proportiontocut=0.1, slices 'leftmost' 10% AND
'rightmost' 10% of scores. You must pre-sort the array if you want
"proper" trimming. Slices off LESS if proportion results in a
non-integer slice index (i.e., conservatively slices off
proportiontocut).
Usage: atrimboth (a,proportiontocut)
Returns: trimmed version of array a
"""
lowercut = int(proportiontocut*len(a))
uppercut = len(a) - lowercut
return a[lowercut:uppercut]
def atrim1 (a,proportiontocut,tail='right'):
"""
Slices off the passed proportion of items from ONE end of the passed
array (i.e., if proportiontocut=0.1, slices off 'leftmost' or 'rightmost'
10% of scores). Slices off LESS if proportion results in a non-integer
slice index (i.e., conservatively slices off proportiontocut).
Usage: atrim1(a,proportiontocut,tail='right') or set tail='left'
Returns: trimmed version of array a
"""
if string.lower(tail) == 'right':
lowercut = 0
uppercut = len(a) - int(proportiontocut*len(a))
elif string.lower(tail) == 'left':
lowercut = int(proportiontocut*len(a))
uppercut = len(a)
return a[lowercut:uppercut]
#####################################
##### ACORRELATION FUNCTIONS ######
#####################################
def acovariance(X):
"""
Computes the covariance matrix of a matrix X. Requires a 2D matrix input.
Usage: acovariance(X)
Returns: covariance matrix of X
"""
if len(X.shape) <> 2:
raise TypeError, "acovariance requires 2D matrices"
n = X.shape[0]
mX = amean(X,0)
return N.dot(N.transpose(X),X) / float(n) - N.multiply.outer(mX,mX)
def acorrelation(X):
"""
Computes the correlation matrix of a matrix X. Requires a 2D matrix input.
Usage: acorrelation(X)
Returns: correlation matrix of X
"""
C = acovariance(X)
V = N.diagonal(C)
return C / N.sqrt(N.multiply.outer(V,V))
def apaired(x,y):
"""
Interactively determines the type of data in x and y, and then runs the
appropriated statistic for paired group data.
Usage: apaired(x,y) x,y = the two arrays of values to be compared
Returns: appropriate statistic name, value, and probability
"""
samples = ''
while samples not in ['i','r','I','R','c','C']:
print '\nIndependent or related samples, or correlation (i,r,c): ',
samples = raw_input()
if samples in ['i','I','r','R']:
print '\nComparing variances ...',
# USE O'BRIEN'S TEST FOR HOMOGENEITY OF VARIANCE, Maxwell & delaney, p.112
r = obrientransform(x,y)
f,p = F_oneway(pstat.colex(r,0),pstat.colex(r,1))
if p<0.05:
vartype='unequal, p='+str(round(p,4))
else:
vartype='equal'
print vartype
if samples in ['i','I']:
if vartype[0]=='e':
t,p = ttest_ind(x,y,None,0)
print '\nIndependent samples t-test: ', round(t,4),round(p,4)
else:
if len(x)>20 or len(y)>20:
z,p = ranksums(x,y)
print '\nRank Sums test (NONparametric, n>20): ', round(z,4),round(p,4)
else:
u,p = mannwhitneyu(x,y)
print '\nMann-Whitney U-test (NONparametric, ns<20): ', round(u,4),round(p,4)
else: # RELATED SAMPLES
if vartype[0]=='e':
t,p = ttest_rel(x,y,0)
print '\nRelated samples t-test: ', round(t,4),round(p,4)
else:
t,p = ranksums(x,y)
print '\nWilcoxon T-test (NONparametric): ', round(t,4),round(p,4)
else: # CORRELATION ANALYSIS
corrtype = ''
while corrtype not in ['c','C','r','R','d','D']:
print '\nIs the data Continuous, Ranked, or Dichotomous (c,r,d): ',
corrtype = raw_input()
if corrtype in ['c','C']:
m,b,r,p,see = linregress(x,y)
print '\nLinear regression for continuous variables ...'
lol = [['Slope','Intercept','r','Prob','SEestimate'],[round(m,4),round(b,4),round(r,4),round(p,4),round(see,4)]]
pstat.printcc(lol)
elif corrtype in ['r','R']:
r,p = spearmanr(x,y)
print '\nCorrelation for ranked variables ...'
print "Spearman's r: ",round(r,4),round(p,4)
else: # DICHOTOMOUS
r,p = pointbiserialr(x,y)
print '\nAssuming x contains a dichotomous variable ...'
print 'Point Biserial r: ',round(r,4),round(p,4)
print '\n\n'
return None
def dices(x,y):
"""
Calculates Dice's coefficient ... (2*number of common terms)/(number of terms in x +
number of terms in y). Returns a value between 0 (orthogonal) and 1.
Usage: dices(x,y)
"""
import sets
x = sets.Set(x)
y = sets.Set(y)
common = len(x.intersection(y))
total = float(len(x) + len(y))
return 2*common/total
def icc(x,y=None,verbose=0):
"""
Calculates intraclass correlation coefficients using simple, Type I sums of squares.
If only one variable is passed, assumed it's an Nx2 matrix
Usage: icc(x,y=None,verbose=0)
Returns: icc rho, prob ####PROB IS A GUESS BASED ON PEARSON
"""
TINY = 1.0e-20
if y:
all = N.concatenate([x,y],0)
else:
all = x+0
x = all[:,0]
y = all[:,1]
totalss = ass(all-mean(all))
pairmeans = (x+y)/2.
withinss = ass(x-pairmeans) + ass(y-pairmeans)
withindf = float(len(x))
betwdf = float(len(x)-1)
withinms = withinss / withindf
betweenms = (totalss-withinss) / betwdf
rho = (betweenms-withinms)/(withinms+betweenms)
t = rho*math.sqrt(betwdf/((1.0-rho+TINY)*(1.0+rho+TINY)))
prob = abetai(0.5*betwdf,0.5,betwdf/(betwdf+t*t),verbose)
return rho, prob
def alincc(x,y):
"""
Calculates Lin's concordance correlation coefficient.
Usage: alincc(x,y) where x, y are equal-length arrays
Returns: Lin's CC
"""
x = N.ravel(x)
y = N.ravel(y)
covar = acov(x,y)*(len(x)-1)/float(len(x)) # correct denom to n
xvar = avar(x)*(len(x)-1)/float(len(x)) # correct denom to n
yvar = avar(y)*(len(y)-1)/float(len(y)) # correct denom to n
lincc = (2 * covar) / ((xvar+yvar) +((amean(x)-amean(y))**2))
return lincc
def apearsonr(x,y,verbose=1):
"""
Calculates a Pearson correlation coefficient and returns p. Taken
from Heiman's Basic Statistics for the Behav. Sci (2nd), p.195.
Usage: apearsonr(x,y,verbose=1) where x,y are equal length arrays
Returns: Pearson's r, two-tailed p-value
"""
TINY = 1.0e-20
n = len(x)
xmean = amean(x)
ymean = amean(y)
r_num = n*(N.add.reduce(x*y)) - N.add.reduce(x)*N.add.reduce(y)
r_den = math.sqrt((n*ass(x) - asquare_of_sums(x))*(n*ass(y)-asquare_of_sums(y)))
r = (r_num / r_den)
df = n-2
t = r*math.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
prob = abetai(0.5*df,0.5,df/(df+t*t),verbose)
return r,prob
def aspearmanr(x,y):
"""
Calculates a Spearman rank-order correlation coefficient. Taken
from Heiman's Basic Statistics for the Behav. Sci (1st), p.192.
Usage: aspearmanr(x,y) where x,y are equal-length arrays
Returns: Spearman's r, two-tailed p-value
"""
TINY = 1e-30
n = len(x)
rankx = rankdata(x)
ranky = rankdata(y)
dsq = N.add.reduce((rankx-ranky)**2)
rs = 1 - 6*dsq / float(n*(n**2-1))
t = rs * math.sqrt((n-2) / ((rs+1.0)*(1.0-rs)))
df = n-2
probrs = abetai(0.5*df,0.5,df/(df+t*t))
# probability values for rs are from part 2 of the spearman function in
# Numerical Recipies, p.510. They close to tables, but not exact.(?)
return rs, probrs
def apointbiserialr(x,y):
"""
Calculates a point-biserial correlation coefficient and the associated
probability value. Taken from Heiman's Basic Statistics for the Behav.
Sci (1st), p.194.
Usage: apointbiserialr(x,y) where x,y are equal length arrays
Returns: Point-biserial r, two-tailed p-value
"""
TINY = 1e-30
categories = pstat.aunique(x)
data = pstat.aabut(x,y)
if len(categories) <> 2:
raise ValueError, "Exactly 2 categories required (in x) for pointbiserialr()."
else: # there are 2 categories, continue
codemap = pstat.aabut(categories,N.arange(2))
recoded = pstat.arecode(data,codemap,0)
x = pstat.alinexand(data,0,categories[0])
y = pstat.alinexand(data,0,categories[1])
xmean = amean(pstat.acolex(x,1))
ymean = amean(pstat.acolex(y,1))
n = len(data)
adjust = math.sqrt((len(x)/float(n))*(len(y)/float(n)))
rpb = (ymean - xmean)/asamplestdev(pstat.acolex(data,1))*adjust
df = n-2
t = rpb*math.sqrt(df/((1.0-rpb+TINY)*(1.0+rpb+TINY)))
prob = abetai(0.5*df,0.5,df/(df+t*t))
return rpb, prob
def akendalltau(x,y):
"""
Calculates Kendall's tau ... correlation of ordinal data. Adapted
from function kendl1 in Numerical Recipies. Needs good test-cases.@@@
Usage: akendalltau(x,y)
Returns: Kendall's tau, two-tailed p-value
"""
n1 = 0
n2 = 0
iss = 0
for j in range(len(x)-1):
for k in range(j,len(y)):
a1 = x[j] - x[k]
a2 = y[j] - y[k]
aa = a1 * a2
if (aa): # neither array has a tie
n1 = n1 + 1
n2 = n2 + 1
if aa > 0:
iss = iss + 1
else:
iss = iss -1
else:
if (a1):
n1 = n1 + 1
else:
n2 = n2 + 1
tau = iss / math.sqrt(n1*n2)
svar = (4.0*len(x)+10.0) / (9.0*len(x)*(len(x)-1))
z = tau / math.sqrt(svar)
prob = erfcc(abs(z)/1.4142136)
return tau, prob
def alinregress(*args):
"""
Calculates a regression line on two arrays, x and y, corresponding to x,y
pairs. If a single 2D array is passed, alinregress finds dim with 2 levels
and splits data into x,y pairs along that dim.
Usage: alinregress(*args) args=2 equal-length arrays, or one 2D array
Returns: slope, intercept, r, two-tailed prob, sterr-of-the-estimate, n
"""
TINY = 1.0e-20
if len(args) == 1: # more than 1D array?
args = args[0]
if len(args) == 2:
x = args[0]
y = args[1]
else:
x = args[:,0]
y = args[:,1]
else:
x = args[0]
y = args[1]
n = len(x)
xmean = amean(x)
ymean = amean(y)
r_num = n*(N.add.reduce(x*y)) - N.add.reduce(x)*N.add.reduce(y)
r_den = math.sqrt((n*ass(x) - asquare_of_sums(x))*(n*ass(y)-asquare_of_sums(y)))
r = r_num / r_den
z = 0.5*math.log((1.0+r+TINY)/(1.0-r+TINY))
df = n-2
t = r*math.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
prob = abetai(0.5*df,0.5,df/(df+t*t))
slope = r_num / (float(n)*ass(x) - asquare_of_sums(x))
intercept = ymean - slope*xmean
sterrest = math.sqrt(1-r*r)*asamplestdev(y)
return slope, intercept, r, prob, sterrest, n
def amasslinregress(*args):
"""
Calculates a regression line on one 1D array (x) and one N-D array (y).
Returns: slope, intercept, r, two-tailed prob, sterr-of-the-estimate, n
"""
TINY = 1.0e-20
if len(args) == 1: # more than 1D array?
args = args[0]
if len(args) == 2:
x = N.ravel(args[0])
y = args[1]
else:
x = N.ravel(args[:,0])
y = args[:,1]
else:
x = args[0]
y = args[1]
x = x.astype(N.float_)
y = y.astype(N.float_)
n = len(x)
xmean = amean(x)
ymean = amean(y,0)
shp = N.ones(len(y.shape))
shp[0] = len(x)
x.shape = shp
print x.shape, y.shape
r_num = n*(N.add.reduce(x*y,0)) - N.add.reduce(x)*N.add.reduce(y,0)
r_den = N.sqrt((n*ass(x) - asquare_of_sums(x))*(n*ass(y,0)-asquare_of_sums(y,0)))
zerodivproblem = N.equal(r_den,0)
r_den = N.where(zerodivproblem,1,r_den) # avoid zero-division in 1st place
r = r_num / r_den # need to do this nicely for matrix division
r = N.where(zerodivproblem,0.0,r)
z = 0.5*N.log((1.0+r+TINY)/(1.0-r+TINY))
df = n-2
t = r*N.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
prob = abetai(0.5*df,0.5,df/(df+t*t))
ss = float(n)*ass(x)-asquare_of_sums(x)
s_den = N.where(ss==0,1,ss) # avoid zero-division in 1st place
slope = r_num / s_den
intercept = ymean - slope*xmean
sterrest = N.sqrt(1-r*r)*asamplestdev(y,0)
return slope, intercept, r, prob, sterrest, n
#####################################
##### AINFERENTIAL STATISTICS #####
#####################################
def attest_1samp(a,popmean,printit=0,name='Sample',writemode='a'):
"""
Calculates the t-obtained for the independent samples T-test on ONE group
of scores a, given a population mean. If printit=1, results are printed
to the screen. If printit='filename', the results are output to 'filename'
using the given writemode (default=append). Returns t-value, and prob.
Usage: attest_1samp(a,popmean,Name='Sample',printit=0,writemode='a')
Returns: t-value, two-tailed prob
"""
if type(a) != N.ndarray:
a = N.array(a)
x = amean(a)
v = avar(a)
n = len(a)
df = n-1
svar = ((n-1)*v) / float(df)
t = (x-popmean)/math.sqrt(svar*(1.0/n))
prob = abetai(0.5*df,0.5,df/(df+t*t))
if printit <> 0:
statname = 'Single-sample T-test.'
outputpairedstats(printit,writemode,
'Population','--',popmean,0,0,0,
name,n,x,v,N.minimum.reduce(N.ravel(a)),
N.maximum.reduce(N.ravel(a)),
statname,t,prob)
return t,prob
def attest_ind (a, b, dimension=None, printit=0, name1='Samp1', name2='Samp2',writemode='a'):
"""
Calculates the t-obtained T-test on TWO INDEPENDENT samples of scores
a, and b. From Numerical Recipies, p.483. If printit=1, results are
printed to the screen. If printit='filename', the results are output
to 'filename' using the given writemode (default=append). Dimension
can equal None (ravel array first), or an integer (the dimension over
which to operate on a and b).
Usage: attest_ind (a,b,dimension=None,printit=0,
Name1='Samp1',Name2='Samp2',writemode='a')
Returns: t-value, two-tailed p-value
"""
if dimension == None:
a = N.ravel(a)
b = N.ravel(b)
dimension = 0
x1 = amean(a,dimension)
x2 = amean(b,dimension)
v1 = avar(a,dimension)
v2 = avar(b,dimension)
n1 = a.shape[dimension]
n2 = b.shape[dimension]
df = n1+n2-2
svar = ((n1-1)*v1+(n2-1)*v2) / float(df)
zerodivproblem = N.equal(svar,0)
svar = N.where(zerodivproblem,1,svar) # avoid zero-division in 1st place
t = (x1-x2)/N.sqrt(svar*(1.0/n1 + 1.0/n2)) # N-D COMPUTATION HERE!!!!!!
t = N.where(zerodivproblem,1.0,t) # replace NaN/wrong t-values with 1.0
probs = abetai(0.5*df,0.5,float(df)/(df+t*t))
if type(t) == N.ndarray:
probs = N.reshape(probs,t.shape)
if probs.shape == (1,):
probs = probs[0]
if printit <> 0:
if type(t) == N.ndarray:
t = t[0]
if type(probs) == N.ndarray:
probs = probs[0]
statname = 'Independent samples T-test.'
outputpairedstats(printit,writemode,
name1,n1,x1,v1,N.minimum.reduce(N.ravel(a)),
N.maximum.reduce(N.ravel(a)),
name2,n2,x2,v2,N.minimum.reduce(N.ravel(b)),
N.maximum.reduce(N.ravel(b)),
statname,t,probs)
return
return t, probs
def ap2t(pval,df):
"""
Tries to compute a t-value from a p-value (or pval array) and associated df.
SLOW for large numbers of elements(!) as it re-computes p-values 20 times
(smaller step-sizes) at which point it decides it's done. Keeps the signs
of the input array. Returns 1000 (or -1000) if t>100.
Usage: ap2t(pval,df)
Returns: an array of t-values with the shape of pval
"""
pval = N.array(pval)
signs = N.sign(pval)
pval = abs(pval)
t = N.ones(pval.shape,N.float_)*50
step = N.ones(pval.shape,N.float_)*25
print "Initial ap2t() prob calc"
prob = abetai(0.5*df,0.5,float(df)/(df+t*t))
print 'ap2t() iter: ',
for i in range(10):
print i,' ',
t = N.where(pval<prob,t+step,t-step)
prob = abetai(0.5*df,0.5,float(df)/(df+t*t))
step = step/2
print
# since this is an ugly hack, we get ugly boundaries
t = N.where(t>99.9,1000,t) # hit upper-boundary
t = t+signs
return t #, prob, pval
def attest_rel (a,b,dimension=None,printit=0,name1='Samp1',name2='Samp2',writemode='a'):
"""
Calculates the t-obtained T-test on TWO RELATED samples of scores, a
and b. From Numerical Recipies, p.483. If printit=1, results are
printed to the screen. If printit='filename', the results are output
to 'filename' using the given writemode (default=append). Dimension
can equal None (ravel array first), or an integer (the dimension over
which to operate on a and b).
Usage: attest_rel(a,b,dimension=None,printit=0,
name1='Samp1',name2='Samp2',writemode='a')
Returns: t-value, two-tailed p-value
"""
if dimension == None:
a = N.ravel(a)
b = N.ravel(b)
dimension = 0
if len(a)<>len(b):
raise ValueError, 'Unequal length arrays.'
x1 = amean(a,dimension)
x2 = amean(b,dimension)
v1 = avar(a,dimension)
v2 = avar(b,dimension)
n = a.shape[dimension]
df = float(n-1)
d = (a-b).astype('d')
denom = N.sqrt((n*N.add.reduce(d*d,dimension) - N.add.reduce(d,dimension)**2) /df)
zerodivproblem = N.equal(denom,0)
denom = N.where(zerodivproblem,1,denom) # avoid zero-division in 1st place
t = N.add.reduce(d,dimension) / denom # N-D COMPUTATION HERE!!!!!!
t = N.where(zerodivproblem,1.0,t) # replace NaN/wrong t-values with 1.0
probs = abetai(0.5*df,0.5,float(df)/(df+t*t))
if type(t) == N.ndarray:
probs = N.reshape(probs,t.shape)
if probs.shape == (1,):
probs = probs[0]
if printit <> 0:
statname = 'Related samples T-test.'
outputpairedstats(printit,writemode,
name1,n,x1,v1,N.minimum.reduce(N.ravel(a)),
N.maximum.reduce(N.ravel(a)),
name2,n,x2,v2,N.minimum.reduce(N.ravel(b)),
N.maximum.reduce(N.ravel(b)),
statname,t,probs)
return
return t, probs
def achisquare(f_obs,f_exp=None):
"""
Calculates a one-way chi square for array of observed frequencies and returns
the result. If no expected frequencies are given, the total N is assumed to
be equally distributed across all groups.
@@@NOT RIGHT??
Usage: achisquare(f_obs, f_exp=None) f_obs = array of observed cell freq.
Returns: chisquare-statistic, associated p-value
"""
k = len(f_obs)
if f_exp == None:
f_exp = N.array([sum(f_obs)/float(k)] * len(f_obs),N.float_)
f_exp = f_exp.astype(N.float_)
chisq = N.add.reduce((f_obs-f_exp)**2 / f_exp)
return chisq, achisqprob(chisq, k-1)
def aks_2samp (data1,data2):
"""
Computes the Kolmogorov-Smirnof statistic on 2 samples. Modified from
Numerical Recipies in C, page 493. Returns KS D-value, prob. Not ufunc-
like.
Usage: aks_2samp(data1,data2) where data1 and data2 are 1D arrays
Returns: KS D-value, p-value
"""
j1 = 0 # N.zeros(data1.shape[1:]) TRIED TO MAKE THIS UFUNC-LIKE
j2 = 0 # N.zeros(data2.shape[1:])
fn1 = 0.0 # N.zeros(data1.shape[1:],N.float_)
fn2 = 0.0 # N.zeros(data2.shape[1:],N.float_)
n1 = data1.shape[0]
n2 = data2.shape[0]
en1 = n1*1
en2 = n2*1
d = N.zeros(data1.shape[1:],N.float_)
data1 = N.sort(data1,0)
data2 = N.sort(data2,0)
while j1 < n1 and j2 < n2:
d1=data1[j1]
d2=data2[j2]
if d1 <= d2:
fn1 = (j1)/float(en1)
j1 = j1 + 1
if d2 <= d1:
fn2 = (j2)/float(en2)
j2 = j2 + 1
dt = (fn2-fn1)
if abs(dt) > abs(d):
d = dt
# try:
en = math.sqrt(en1*en2/float(en1+en2))
prob = aksprob((en+0.12+0.11/en)*N.fabs(d))
# except:
# prob = 1.0
return d, prob
def amannwhitneyu(x,y):
"""
Calculates a Mann-Whitney U statistic on the provided scores and
returns the result. Use only when the n in each condition is < 20 and
you have 2 independent samples of ranks. REMEMBER: Mann-Whitney U is
significant if the u-obtained is LESS THAN or equal to the critical
value of U.
Usage: amannwhitneyu(x,y) where x,y are arrays of values for 2 conditions
Returns: u-statistic, one-tailed p-value (i.e., p(z(U)))
"""
n1 = len(x)
n2 = len(y)
ranked = rankdata(N.concatenate((x,y)))
rankx = ranked[0:n1] # get the x-ranks
ranky = ranked[n1:] # the rest are y-ranks
u1 = n1*n2 + (n1*(n1+1))/2.0 - sum(rankx) # calc U for x
u2 = n1*n2 - u1 # remainder is U for y
bigu = max(u1,u2)
smallu = min(u1,u2)
T = math.sqrt(tiecorrect(ranked)) # correction factor for tied scores
if T == 0:
raise ValueError, 'All numbers are identical in amannwhitneyu'
sd = math.sqrt(T*n1*n2*(n1+n2+1)/12.0)
z = abs((bigu-n1*n2/2.0) / sd) # normal approximation for prob calc
return smallu, 1.0 - azprob(z)
def atiecorrect(rankvals):
"""
Tie-corrector for ties in Mann Whitney U and Kruskal Wallis H tests.
See Siegel, S. (1956) Nonparametric Statistics for the Behavioral
Sciences. New York: McGraw-Hill. Code adapted from |Stat rankind.c
code.
Usage: atiecorrect(rankvals)
Returns: T correction factor for U or H
"""
sorted,posn = ashellsort(N.array(rankvals))
n = len(sorted)
T = 0.0
i = 0
while (i<n-1):
if sorted[i] == sorted[i+1]:
nties = 1
while (i<n-1) and (sorted[i] == sorted[i+1]):
nties = nties +1
i = i +1
T = T + nties**3 - nties
i = i+1
T = T / float(n**3-n)
return 1.0 - T
def aranksums(x,y):
"""
Calculates the rank sums statistic on the provided scores and returns
the result.
Usage: aranksums(x,y) where x,y are arrays of values for 2 conditions
Returns: z-statistic, two-tailed p-value
"""
n1 = len(x)
n2 = len(y)
alldata = N.concatenate((x,y))
ranked = arankdata(alldata)
x = ranked[:n1]
y = ranked[n1:]
s = sum(x)
expected = n1*(n1+n2+1) / 2.0
z = (s - expected) / math.sqrt(n1*n2*(n1+n2+1)/12.0)
prob = 2*(1.0 - azprob(abs(z)))
return z, prob
def awilcoxont(x,y):
"""
Calculates the Wilcoxon T-test for related samples and returns the
result. A non-parametric T-test.
Usage: awilcoxont(x,y) where x,y are equal-length arrays for 2 conditions
Returns: t-statistic, two-tailed p-value
"""
if len(x) <> len(y):
raise ValueError, 'Unequal N in awilcoxont. Aborting.'
d = x-y
d = N.compress(N.not_equal(d,0),d) # Keep all non-zero differences
count = len(d)
absd = abs(d)
absranked = arankdata(absd)
r_plus = 0.0
r_minus = 0.0
for i in range(len(absd)):
if d[i] < 0:
r_minus = r_minus + absranked[i]
else:
r_plus = r_plus + absranked[i]
wt = min(r_plus, r_minus)
mn = count * (count+1) * 0.25
se = math.sqrt(count*(count+1)*(2.0*count+1.0)/24.0)
z = math.fabs(wt-mn) / se
z = math.fabs(wt-mn) / se
prob = 2*(1.0 -zprob(abs(z)))
return wt, prob
def akruskalwallish(*args):
"""
The Kruskal-Wallis H-test is a non-parametric ANOVA for 3 or more
groups, requiring at least 5 subjects in each group. This function
calculates the Kruskal-Wallis H and associated p-value for 3 or more
independent samples.
Usage: akruskalwallish(*args) args are separate arrays for 3+ conditions
Returns: H-statistic (corrected for ties), associated p-value
"""
assert len(args) == 3, "Need at least 3 groups in stats.akruskalwallish()"
args = list(args)
n = [0]*len(args)
n = map(len,args)
all = []
for i in range(len(args)):
all = all + args[i].tolist()
ranked = rankdata(all)
T = tiecorrect(ranked)
for i in range(len(args)):
args[i] = ranked[0:n[i]]
del ranked[0:n[i]]
rsums = []
for i in range(len(args)):
rsums.append(sum(args[i])**2)
rsums[i] = rsums[i] / float(n[i])
ssbn = sum(rsums)
totaln = sum(n)
h = 12.0 / (totaln*(totaln+1)) * ssbn - 3*(totaln+1)
df = len(args) - 1
if T == 0:
raise ValueError, 'All numbers are identical in akruskalwallish'
h = h / float(T)
return h, chisqprob(h,df)
def afriedmanchisquare(*args):
"""
Friedman Chi-Square is a non-parametric, one-way within-subjects
ANOVA. This function calculates the Friedman Chi-square test for
repeated measures and returns the result, along with the associated
probability value. It assumes 3 or more repeated measures. Only 3
levels requires a minimum of 10 subjects in the study. Four levels
requires 5 subjects per level(??).
Usage: afriedmanchisquare(*args) args are separate arrays for 2+ conditions
Returns: chi-square statistic, associated p-value
"""
k = len(args)
if k < 3:
raise ValueError, '\nLess than 3 levels. Friedman test not appropriate.\n'
n = len(args[0])
data = apply(pstat.aabut,args)
data = data.astype(N.float_)
for i in range(len(data)):
data[i] = arankdata(data[i])
ssbn = asum(asum(args,1)**2)
chisq = 12.0 / (k*n*(k+1)) * ssbn - 3*n*(k+1)
return chisq, achisqprob(chisq,k-1)
#####################################
#### APROBABILITY CALCULATIONS ####
#####################################
def achisqprob(chisq,df):
"""
Returns the (1-tail) probability value associated with the provided chi-square
value and df. Heavily modified from chisq.c in Gary Perlman's |Stat. Can
handle multiple dimensions.
Usage: achisqprob(chisq,df) chisq=chisquare stat., df=degrees of freedom
"""
BIG = 200.0
def ex(x):
BIG = 200.0
exponents = N.where(N.less(x,-BIG),-BIG,x)
return N.exp(exponents)
if type(chisq) == N.ndarray:
arrayflag = 1
else:
arrayflag = 0
chisq = N.array([chisq])
if df < 1:
return N.ones(chisq.shape,N.float)
probs = N.zeros(chisq.shape,N.float_)
probs = N.where(N.less_equal(chisq,0),1.0,probs) # set prob=1 for chisq<0
a = 0.5 * chisq
if df > 1:
y = ex(-a)
if df%2 == 0:
even = 1
s = y*1
s2 = s*1
else:
even = 0
s = 2.0 * azprob(-N.sqrt(chisq))
s2 = s*1
if (df > 2):
chisq = 0.5 * (df - 1.0)
if even:
z = N.ones(probs.shape,N.float_)
else:
z = 0.5 *N.ones(probs.shape,N.float_)
if even:
e = N.zeros(probs.shape,N.float_)
else:
e = N.log(N.sqrt(N.pi)) *N.ones(probs.shape,N.float_)
c = N.log(a)
mask = N.zeros(probs.shape)
a_big = N.greater(a,BIG)
a_big_frozen = -1 *N.ones(probs.shape,N.float_)
totalelements = N.multiply.reduce(N.array(probs.shape))
while asum(mask)<>totalelements:
e = N.log(z) + e
s = s + ex(c*z-a-e)
z = z + 1.0
# print z, e, s
newmask = N.greater(z,chisq)
a_big_frozen = N.where(newmask*N.equal(mask,0)*a_big, s, a_big_frozen)
mask = N.clip(newmask+mask,0,1)
if even:
z = N.ones(probs.shape,N.float_)
e = N.ones(probs.shape,N.float_)
else:
z = 0.5 *N.ones(probs.shape,N.float_)
e = 1.0 / N.sqrt(N.pi) / N.sqrt(a) * N.ones(probs.shape,N.float_)
c = 0.0
mask = N.zeros(probs.shape)
a_notbig_frozen = -1 *N.ones(probs.shape,N.float_)
while asum(mask)<>totalelements:
e = e * (a/z.astype(N.float_))
c = c + e
z = z + 1.0
# print '#2', z, e, c, s, c*y+s2
newmask = N.greater(z,chisq)
a_notbig_frozen = N.where(newmask*N.equal(mask,0)*(1-a_big),
c*y+s2, a_notbig_frozen)
mask = N.clip(newmask+mask,0,1)
probs = N.where(N.equal(probs,1),1,
N.where(N.greater(a,BIG),a_big_frozen,a_notbig_frozen))
return probs
else:
return s
def aerfcc(x):
"""
Returns the complementary error function erfc(x) with fractional error
everywhere less than 1.2e-7. Adapted from Numerical Recipies. Can
handle multiple dimensions.
Usage: aerfcc(x)
"""
z = abs(x)
t = 1.0 / (1.0+0.5*z)
ans = t * N.exp(-z*z-1.26551223 + t*(1.00002368+t*(0.37409196+t*(0.09678418+t*(-0.18628806+t*(0.27886807+t*(-1.13520398+t*(1.48851587+t*(-0.82215223+t*0.17087277)))))))))
return N.where(N.greater_equal(x,0), ans, 2.0-ans)
def azprob(z):
"""
Returns the area under the normal curve 'to the left of' the given z value.
Thus,
for z<0, zprob(z) = 1-tail probability
for z>0, 1.0-zprob(z) = 1-tail probability
for any z, 2.0*(1.0-zprob(abs(z))) = 2-tail probability
Adapted from z.c in Gary Perlman's |Stat. Can handle multiple dimensions.
Usage: azprob(z) where z is a z-value
"""
def yfunc(y):
x = (((((((((((((-0.000045255659 * y
+0.000152529290) * y -0.000019538132) * y
-0.000676904986) * y +0.001390604284) * y
-0.000794620820) * y -0.002034254874) * y
+0.006549791214) * y -0.010557625006) * y
+0.011630447319) * y -0.009279453341) * y
+0.005353579108) * y -0.002141268741) * y
+0.000535310849) * y +0.999936657524
return x
def wfunc(w):
x = ((((((((0.000124818987 * w
-0.001075204047) * w +0.005198775019) * w
-0.019198292004) * w +0.059054035642) * w
-0.151968751364) * w +0.319152932694) * w
-0.531923007300) * w +0.797884560593) * N.sqrt(w) * 2.0
return x
Z_MAX = 6.0 # maximum meaningful z-value
x = N.zeros(z.shape,N.float_) # initialize
y = 0.5 * N.fabs(z)
x = N.where(N.less(y,1.0),wfunc(y*y),yfunc(y-2.0)) # get x's
x = N.where(N.greater(y,Z_MAX*0.5),1.0,x) # kill those with big Z
prob = N.where(N.greater(z,0),(x+1)*0.5,(1-x)*0.5)
return prob
def aksprob(alam):
"""
Returns the probability value for a K-S statistic computed via ks_2samp.
Adapted from Numerical Recipies. Can handle multiple dimensions.
Usage: aksprob(alam)
"""
if type(alam) == N.ndarray:
frozen = -1 *N.ones(alam.shape,N.float64)
alam = alam.astype(N.float64)
arrayflag = 1
else:
frozen = N.array(-1.)
alam = N.array(alam,N.float64)
arrayflag = 1
mask = N.zeros(alam.shape)
fac = 2.0 *N.ones(alam.shape,N.float_)
sum = N.zeros(alam.shape,N.float_)
termbf = N.zeros(alam.shape,N.float_)
a2 = N.array(-2.0*alam*alam,N.float64)
totalelements = N.multiply.reduce(N.array(mask.shape))
for j in range(1,201):
if asum(mask) == totalelements:
break
exponents = (a2*j*j)
overflowmask = N.less(exponents,-746)
frozen = N.where(overflowmask,0,frozen)
mask = mask+overflowmask
term = fac*N.exp(exponents)
sum = sum + term
newmask = N.where(N.less_equal(abs(term),(0.001*termbf)) +
N.less(abs(term),1.0e-8*sum), 1, 0)
frozen = N.where(newmask*N.equal(mask,0), sum, frozen)
mask = N.clip(mask+newmask,0,1)
fac = -fac
termbf = abs(term)
if arrayflag:
return N.where(N.equal(frozen,-1), 1.0, frozen) # 1.0 if doesn't converge
else:
return N.where(N.equal(frozen,-1), 1.0, frozen)[0] # 1.0 if doesn't converge
def afprob (dfnum, dfden, F):
"""
Returns the 1-tailed significance level (p-value) of an F statistic
given the degrees of freedom for the numerator (dfR-dfF) and the degrees
of freedom for the denominator (dfF). Can handle multiple dims for F.
Usage: afprob(dfnum, dfden, F) where usually dfnum=dfbn, dfden=dfwn
"""
if type(F) == N.ndarray:
return abetai(0.5*dfden, 0.5*dfnum, dfden/(1.0*dfden+dfnum*F))
else:
return abetai(0.5*dfden, 0.5*dfnum, dfden/float(dfden+dfnum*F))
def abetacf(a,b,x,verbose=1):
"""
Evaluates the continued fraction form of the incomplete Beta function,
betai. (Adapted from: Numerical Recipies in C.) Can handle multiple
dimensions for x.
Usage: abetacf(a,b,x,verbose=1)
"""
ITMAX = 200
EPS = 3.0e-7
arrayflag = 1
if type(x) == N.ndarray:
frozen = N.ones(x.shape,N.float_) *-1 #start out w/ -1s, should replace all
else:
arrayflag = 0
frozen = N.array([-1])
x = N.array([x])
mask = N.zeros(x.shape)
bm = az = am = 1.0
qab = a+b
qap = a+1.0
qam = a-1.0
bz = 1.0-qab*x/qap
for i in range(ITMAX+1):
if N.sum(N.ravel(N.equal(frozen,-1)))==0:
break
em = float(i+1)
tem = em + em
d = em*(b-em)*x/((qam+tem)*(a+tem))
ap = az + d*am
bp = bz+d*bm
d = -(a+em)*(qab+em)*x/((qap+tem)*(a+tem))
app = ap+d*az
bpp = bp+d*bz
aold = az*1
am = ap/bpp
bm = bp/bpp
az = app/bpp
bz = 1.0
newmask = N.less(abs(az-aold),EPS*abs(az))
frozen = N.where(newmask*N.equal(mask,0), az, frozen)
mask = N.clip(mask+newmask,0,1)
noconverge = asum(N.equal(frozen,-1))
if noconverge <> 0 and verbose:
print 'a or b too big, or ITMAX too small in Betacf for ',noconverge,' elements'
if arrayflag:
return frozen
else:
return frozen[0]
def agammln(xx):
"""
Returns the gamma function of xx.
Gamma(z) = Integral(0,infinity) of t^(z-1)exp(-t) dt.
Adapted from: Numerical Recipies in C. Can handle multiple dims ... but
probably doesn't normally have to.
Usage: agammln(xx)
"""
coeff = [76.18009173, -86.50532033, 24.01409822, -1.231739516,
0.120858003e-2, -0.536382e-5]
x = xx - 1.0
tmp = x + 5.5
tmp = tmp - (x+0.5)*N.log(tmp)
ser = 1.0
for j in range(len(coeff)):
x = x + 1
ser = ser + coeff[j]/x
return -tmp + N.log(2.50662827465*ser)
def abetai(a,b,x,verbose=1):
"""
Returns the incomplete beta function:
I-sub-x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt)
where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma
function of a. The continued fraction formulation is implemented
here, using the betacf function. (Adapted from: Numerical Recipies in
C.) Can handle multiple dimensions.
Usage: abetai(a,b,x,verbose=1)
"""
TINY = 1e-15
if type(a) == N.ndarray:
if asum(N.less(x,0)+N.greater(x,1)) <> 0:
raise ValueError, 'Bad x in abetai'
x = N.where(N.equal(x,0),TINY,x)
x = N.where(N.equal(x,1.0),1-TINY,x)
bt = N.where(N.equal(x,0)+N.equal(x,1), 0, -1)
exponents = ( gammln(a+b)-gammln(a)-gammln(b)+a*N.log(x)+b*
N.log(1.0-x) )
# 746 (below) is the MAX POSSIBLE BEFORE OVERFLOW
exponents = N.where(N.less(exponents,-740),-740,exponents)
bt = N.exp(exponents)
if type(x) == N.ndarray:
ans = N.where(N.less(x,(a+1)/(a+b+2.0)),
bt*abetacf(a,b,x,verbose)/float(a),
1.0-bt*abetacf(b,a,1.0-x,verbose)/float(b))
else:
if x<(a+1)/(a+b+2.0):
ans = bt*abetacf(a,b,x,verbose)/float(a)
else:
ans = 1.0-bt*abetacf(b,a,1.0-x,verbose)/float(b)
return ans
#####################################
####### AANOVA CALCULATIONS #######
#####################################
import LinearAlgebra, operator
LA = LinearAlgebra
def aglm(data,para):
"""
Calculates a linear model fit ... anova/ancova/lin-regress/t-test/etc. Taken
from:
Peterson et al. Statistical limitations in functional neuroimaging
I. Non-inferential methods and statistical models. Phil Trans Royal Soc
Lond B 354: 1239-1260.
Usage: aglm(data,para)
Returns: statistic, p-value ???
"""
if len(para) <> len(data):
print "data and para must be same length in aglm"
return
n = len(para)
p = pstat.aunique(para)
x = N.zeros((n,len(p))) # design matrix
for l in range(len(p)):
x[:,l] = N.equal(para,p[l])
b = N.dot(N.dot(LA.inv(N.dot(N.transpose(x),x)), # i.e., b=inv(X'X)X'Y
N.transpose(x)),
data)
diffs = (data - N.dot(x,b))
s_sq = 1./(n-len(p)) * N.dot(N.transpose(diffs), diffs)
if len(p) == 2: # ttest_ind
c = N.array([1,-1])
df = n-2
fact = asum(1.0/asum(x,0)) # i.e., 1/n1 + 1/n2 + 1/n3 ...
t = N.dot(c,b) / N.sqrt(s_sq*fact)
probs = abetai(0.5*df,0.5,float(df)/(df+t*t))
return t, probs
def aF_oneway(*args):
"""
Performs a 1-way ANOVA, returning an F-value and probability given
any number of groups. From Heiman, pp.394-7.
Usage: aF_oneway (*args) where *args is 2 or more arrays, one per
treatment group
Returns: f-value, probability
"""
na = len(args) # ANOVA on 'na' groups, each in it's own array
means = [0]*na
vars = [0]*na
ns = [0]*na
alldata = []
tmp = map(N.array,args)
means = map(amean,tmp)
vars = map(avar,tmp)
ns = map(len,args)
alldata = N.concatenate(args)
bign = len(alldata)
sstot = ass(alldata)-(asquare_of_sums(alldata)/float(bign))
ssbn = 0
for a in args:
ssbn = ssbn + asquare_of_sums(N.array(a))/float(len(a))
ssbn = ssbn - (asquare_of_sums(alldata)/float(bign))
sswn = sstot-ssbn
dfbn = na-1
dfwn = bign - na
msb = ssbn/float(dfbn)
msw = sswn/float(dfwn)
f = msb/msw
prob = fprob(dfbn,dfwn,f)
return f, prob
def aF_value (ER,EF,dfR,dfF):
"""
Returns an F-statistic given the following:
ER = error associated with the null hypothesis (the Restricted model)
EF = error associated with the alternate hypothesis (the Full model)
dfR = degrees of freedom the Restricted model
dfF = degrees of freedom associated with the Restricted model
"""
return ((ER-EF)/float(dfR-dfF) / (EF/float(dfF)))
def outputfstats(Enum, Eden, dfnum, dfden, f, prob):
Enum = round(Enum,3)
Eden = round(Eden,3)
dfnum = round(Enum,3)
dfden = round(dfden,3)
f = round(f,3)
prob = round(prob,3)
suffix = '' # for *s after the p-value
if prob < 0.001: suffix = ' ***'
elif prob < 0.01: suffix = ' **'
elif prob < 0.05: suffix = ' *'
title = [['EF/ER','DF','Mean Square','F-value','prob','']]
lofl = title+[[Enum, dfnum, round(Enum/float(dfnum),3), f, prob, suffix],
[Eden, dfden, round(Eden/float(dfden),3),'','','']]
pstat.printcc(lofl)
return
def F_value_multivariate(ER, EF, dfnum, dfden):
"""
Returns an F-statistic given the following:
ER = error associated with the null hypothesis (the Restricted model)
EF = error associated with the alternate hypothesis (the Full model)
dfR = degrees of freedom the Restricted model
dfF = degrees of freedom associated with the Restricted model
where ER and EF are matrices from a multivariate F calculation.
"""
if type(ER) in [IntType, FloatType]:
ER = N.array([[ER]])
if type(EF) in [IntType, FloatType]:
EF = N.array([[EF]])
n_um = (LA.det(ER) - LA.det(EF)) / float(dfnum)
d_en = LA.det(EF) / float(dfden)
return n_um / d_en
#####################################
####### ASUPPORT FUNCTIONS ########
#####################################
def asign(a):
"""
Usage: asign(a)
Returns: array shape of a, with -1 where a<0 and +1 where a>=0
"""
a = N.asarray(a)
if ((type(a) == type(1.4)) or (type(a) == type(1))):
return a-a-N.less(a,0)+N.greater(a,0)
else:
return N.zeros(N.shape(a))-N.less(a,0)+N.greater(a,0)
def asum (a, dimension=None,keepdims=0):
"""
An alternative to the Numeric.add.reduce function, which allows one to
(1) collapse over multiple dimensions at once, and/or (2) to retain
all dimensions in the original array (squashing one down to size.
Dimension can equal None (ravel array first), an integer (the
dimension over which to operate), or a sequence (operate over multiple
dimensions). If keepdims=1, the resulting array will have as many
dimensions as the input array.
Usage: asum(a, dimension=None, keepdims=0)
Returns: array summed along 'dimension'(s), same _number_ of dims if keepdims=1
"""
if type(a) == N.ndarray and a.dtype in [N.int_, N.short, N.ubyte]:
a = a.astype(N.float_)
if dimension == None:
s = N.sum(N.ravel(a))
elif type(dimension) in [IntType,FloatType]:
s = N.add.reduce(a, dimension)
if keepdims == 1:
shp = list(a.shape)
shp[dimension] = 1
s = N.reshape(s,shp)
else: # must be a SEQUENCE of dims to sum over
dims = list(dimension)
dims.sort()
dims.reverse()
s = a *1.0
for dim in dims:
s = N.add.reduce(s,dim)
if keepdims == 1:
shp = list(a.shape)
for dim in dims:
shp[dim] = 1
s = N.reshape(s,shp)
return s
def acumsum (a,dimension=None):
"""
Returns an array consisting of the cumulative sum of the items in the
passed array. Dimension can equal None (ravel array first), an
integer (the dimension over which to operate), or a sequence (operate
over multiple dimensions, but this last one just barely makes sense).
Usage: acumsum(a,dimension=None)
"""
if dimension == None:
a = N.ravel(a)
dimension = 0
if type(dimension) in [ListType, TupleType, N.ndarray]:
dimension = list(dimension)
dimension.sort()
dimension.reverse()
for d in dimension:
a = N.add.accumulate(a,d)
return a
else:
return N.add.accumulate(a,dimension)
def ass(inarray, dimension=None, keepdims=0):
"""
Squares each value in the passed array, adds these squares & returns
the result. Unfortunate function name. :-) Defaults to ALL values in
the array. Dimension can equal None (ravel array first), an integer
(the dimension over which to operate), or a sequence (operate over
multiple dimensions). Set keepdims=1 to maintain the original number
of dimensions.
Usage: ass(inarray, dimension=None, keepdims=0)
Returns: sum-along-'dimension' for (inarray*inarray)
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
return asum(inarray*inarray,dimension,keepdims)
def asummult (array1,array2,dimension=None,keepdims=0):
"""
Multiplies elements in array1 and array2, element by element, and
returns the sum (along 'dimension') of all resulting multiplications.
Dimension can equal None (ravel array first), an integer (the
dimension over which to operate), or a sequence (operate over multiple
dimensions). A trivial function, but included for completeness.
Usage: asummult(array1,array2,dimension=None,keepdims=0)
"""
if dimension == None:
array1 = N.ravel(array1)
array2 = N.ravel(array2)
dimension = 0
return asum(array1*array2,dimension,keepdims)
def asquare_of_sums(inarray, dimension=None, keepdims=0):
"""
Adds the values in the passed array, squares that sum, and returns the
result. Dimension can equal None (ravel array first), an integer (the
dimension over which to operate), or a sequence (operate over multiple
dimensions). If keepdims=1, the returned array will have the same
NUMBER of dimensions as the original.
Usage: asquare_of_sums(inarray, dimension=None, keepdims=0)
Returns: the square of the sum over dim(s) in dimension
"""
if dimension == None:
inarray = N.ravel(inarray)
dimension = 0
s = asum(inarray,dimension,keepdims)
if type(s) == N.ndarray:
return s.astype(N.float_)*s
else:
return float(s)*s
def asumdiffsquared(a,b, dimension=None, keepdims=0):
"""
Takes pairwise differences of the values in arrays a and b, squares
these differences, and returns the sum of these squares. Dimension
can equal None (ravel array first), an integer (the dimension over
which to operate), or a sequence (operate over multiple dimensions).
keepdims=1 means the return shape = len(a.shape) = len(b.shape)
Usage: asumdiffsquared(a,b)
Returns: sum[ravel(a-b)**2]
"""
if dimension == None:
inarray = N.ravel(a)
dimension = 0
return asum((a-b)**2,dimension,keepdims)
def ashellsort(inarray):
"""
Shellsort algorithm. Sorts a 1D-array.
Usage: ashellsort(inarray)
Returns: sorted-inarray, sorting-index-vector (for original array)
"""
n = len(inarray)
svec = inarray *1.0
ivec = range(n)
gap = n/2 # integer division needed
while gap >0:
for i in range(gap,n):
for j in range(i-gap,-1,-gap):
while j>=0 and svec[j]>svec[j+gap]:
temp = svec[j]
svec[j] = svec[j+gap]
svec[j+gap] = temp
itemp = ivec[j]
ivec[j] = ivec[j+gap]
ivec[j+gap] = itemp
gap = gap / 2 # integer division needed
# svec is now sorted input vector, ivec has the order svec[i] = vec[ivec[i]]
return svec, ivec
def arankdata(inarray):
"""
Ranks the data in inarray, dealing with ties appropritely. Assumes
a 1D inarray. Adapted from Gary Perlman's |Stat ranksort.
Usage: arankdata(inarray)
Returns: array of length equal to inarray, containing rank scores
"""
n = len(inarray)
svec, ivec = ashellsort(inarray)
sumranks = 0
dupcount = 0
newarray = N.zeros(n,N.float_)
for i in range(n):
sumranks = sumranks + i
dupcount = dupcount + 1
if i==n-1 or svec[i] <> svec[i+1]:
averank = sumranks / float(dupcount) + 1
for j in range(i-dupcount+1,i+1):
newarray[ivec[j]] = averank
sumranks = 0
dupcount = 0
return newarray
def afindwithin(data):
"""
Returns a binary vector, 1=within-subject factor, 0=between. Input
equals the entire data array (i.e., column 1=random factor, last
column = measured values.
Usage: afindwithin(data) data in |Stat format
"""
numfact = len(data[0])-2
withinvec = [0]*numfact
for col in range(1,numfact+1):
rows = pstat.linexand(data,col,pstat.unique(pstat.colex(data,1))[0]) # get 1 level of this factor
if len(pstat.unique(pstat.colex(rows,0))) < len(rows): # if fewer subjects than scores on this factor
withinvec[col-1] = 1
return withinvec
#########################################################
#########################################################
###### RE-DEFINE DISPATCHES TO INCLUDE ARRAYS #########
#########################################################
#########################################################
## CENTRAL TENDENCY:
geometricmean = Dispatch ( (lgeometricmean, (ListType, TupleType)),
(ageometricmean, (N.ndarray,)) )
harmonicmean = Dispatch ( (lharmonicmean, (ListType, TupleType)),
(aharmonicmean, (N.ndarray,)) )
mean = Dispatch ( (lmean, (ListType, TupleType)),
(amean, (N.ndarray,)) )
median = Dispatch ( (lmedian, (ListType, TupleType)),
(amedian, (N.ndarray,)) )
medianscore = Dispatch ( (lmedianscore, (ListType, TupleType)),
(amedianscore, (N.ndarray,)) )
mode = Dispatch ( (lmode, (ListType, TupleType)),
(amode, (N.ndarray,)) )
tmean = Dispatch ( (atmean, (N.ndarray,)) )
tvar = Dispatch ( (atvar, (N.ndarray,)) )
tstdev = Dispatch ( (atstdev, (N.ndarray,)) )
tsem = Dispatch ( (atsem, (N.ndarray,)) )
## VARIATION:
moment = Dispatch ( (lmoment, (ListType, TupleType)),
(amoment, (N.ndarray,)) )
variation = Dispatch ( (lvariation, (ListType, TupleType)),
(avariation, (N.ndarray,)) )
skew = Dispatch ( (lskew, (ListType, TupleType)),
(askew, (N.ndarray,)) )
kurtosis = Dispatch ( (lkurtosis, (ListType, TupleType)),
(akurtosis, (N.ndarray,)) )
describe = Dispatch ( (ldescribe, (ListType, TupleType)),
(adescribe, (N.ndarray,)) )
## DISTRIBUTION TESTS
skewtest = Dispatch ( (askewtest, (ListType, TupleType)),
(askewtest, (N.ndarray,)) )
kurtosistest = Dispatch ( (akurtosistest, (ListType, TupleType)),
(akurtosistest, (N.ndarray,)) )
normaltest = Dispatch ( (anormaltest, (ListType, TupleType)),
(anormaltest, (N.ndarray,)) )
## FREQUENCY STATS:
itemfreq = Dispatch ( (litemfreq, (ListType, TupleType)),
(aitemfreq, (N.ndarray,)) )
scoreatpercentile = Dispatch ( (lscoreatpercentile, (ListType, TupleType)),
(ascoreatpercentile, (N.ndarray,)) )
percentileofscore = Dispatch ( (lpercentileofscore, (ListType, TupleType)),
(apercentileofscore, (N.ndarray,)) )
histogram = Dispatch ( (lhistogram, (ListType, TupleType)),
(ahistogram, (N.ndarray,)) )
cumfreq = Dispatch ( (lcumfreq, (ListType, TupleType)),
(acumfreq, (N.ndarray,)) )
relfreq = Dispatch ( (lrelfreq, (ListType, TupleType)),
(arelfreq, (N.ndarray,)) )
## VARIABILITY:
obrientransform = Dispatch ( (lobrientransform, (ListType, TupleType)),
(aobrientransform, (N.ndarray,)) )
samplevar = Dispatch ( (lsamplevar, (ListType, TupleType)),
(asamplevar, (N.ndarray,)) )
samplestdev = Dispatch ( (lsamplestdev, (ListType, TupleType)),
(asamplestdev, (N.ndarray,)) )
signaltonoise = Dispatch( (asignaltonoise, (N.ndarray,)),)
var = Dispatch ( (lvar, (ListType, TupleType)),
(avar, (N.ndarray,)) )
stdev = Dispatch ( (lstdev, (ListType, TupleType)),
(astdev, (N.ndarray,)) )
sterr = Dispatch ( (lsterr, (ListType, TupleType)),
(asterr, (N.ndarray,)) )
sem = Dispatch ( (lsem, (ListType, TupleType)),
(asem, (N.ndarray,)) )
z = Dispatch ( (lz, (ListType, TupleType)),
(az, (N.ndarray,)) )
zs = Dispatch ( (lzs, (ListType, TupleType)),
(azs, (N.ndarray,)) )
## TRIMMING FCNS:
threshold = Dispatch( (athreshold, (N.ndarray,)),)
trimboth = Dispatch ( (ltrimboth, (ListType, TupleType)),
(atrimboth, (N.ndarray,)) )
trim1 = Dispatch ( (ltrim1, (ListType, TupleType)),
(atrim1, (N.ndarray,)) )
## CORRELATION FCNS:
paired = Dispatch ( (lpaired, (ListType, TupleType)),
(apaired, (N.ndarray,)) )
lincc = Dispatch ( (llincc, (ListType, TupleType)),
(alincc, (N.ndarray,)) )
pearsonr = Dispatch ( (lpearsonr, (ListType, TupleType)),
(apearsonr, (N.ndarray,)) )
spearmanr = Dispatch ( (lspearmanr, (ListType, TupleType)),
(aspearmanr, (N.ndarray,)) )
pointbiserialr = Dispatch ( (lpointbiserialr, (ListType, TupleType)),
(apointbiserialr, (N.ndarray,)) )
kendalltau = Dispatch ( (lkendalltau, (ListType, TupleType)),
(akendalltau, (N.ndarray,)) )
linregress = Dispatch ( (llinregress, (ListType, TupleType)),
(alinregress, (N.ndarray,)) )
## INFERENTIAL STATS:
ttest_1samp = Dispatch ( (lttest_1samp, (ListType, TupleType)),
(attest_1samp, (N.ndarray,)) )
ttest_ind = Dispatch ( (lttest_ind, (ListType, TupleType)),
(attest_ind, (N.ndarray,)) )
ttest_rel = Dispatch ( (lttest_rel, (ListType, TupleType)),
(attest_rel, (N.ndarray,)) )
chisquare = Dispatch ( (lchisquare, (ListType, TupleType)),
(achisquare, (N.ndarray,)) )
ks_2samp = Dispatch ( (lks_2samp, (ListType, TupleType)),
(aks_2samp, (N.ndarray,)) )
mannwhitneyu = Dispatch ( (lmannwhitneyu, (ListType, TupleType)),
(amannwhitneyu, (N.ndarray,)) )
tiecorrect = Dispatch ( (ltiecorrect, (ListType, TupleType)),
(atiecorrect, (N.ndarray,)) )
ranksums = Dispatch ( (lranksums, (ListType, TupleType)),
(aranksums, (N.ndarray,)) )
wilcoxont = Dispatch ( (lwilcoxont, (ListType, TupleType)),
(awilcoxont, (N.ndarray,)) )
kruskalwallish = Dispatch ( (lkruskalwallish, (ListType, TupleType)),
(akruskalwallish, (N.ndarray,)) )
friedmanchisquare = Dispatch ( (lfriedmanchisquare, (ListType, TupleType)),
(afriedmanchisquare, (N.ndarray,)) )
## PROBABILITY CALCS:
chisqprob = Dispatch ( (lchisqprob, (IntType, FloatType)),
(achisqprob, (N.ndarray,)) )
zprob = Dispatch ( (lzprob, (IntType, FloatType)),
(azprob, (N.ndarray,)) )
ksprob = Dispatch ( (lksprob, (IntType, FloatType)),
(aksprob, (N.ndarray,)) )
fprob = Dispatch ( (lfprob, (IntType, FloatType)),
(afprob, (N.ndarray,)) )
betacf = Dispatch ( (lbetacf, (IntType, FloatType)),
(abetacf, (N.ndarray,)) )
betai = Dispatch ( (lbetai, (IntType, FloatType)),
(abetai, (N.ndarray,)) )
erfcc = Dispatch ( (lerfcc, (IntType, FloatType)),
(aerfcc, (N.ndarray,)) )
gammln = Dispatch ( (lgammln, (IntType, FloatType)),
(agammln, (N.ndarray,)) )
## ANOVA FUNCTIONS:
F_oneway = Dispatch ( (lF_oneway, (ListType, TupleType)),
(aF_oneway, (N.ndarray,)) )
F_value = Dispatch ( (lF_value, (ListType, TupleType)),
(aF_value, (N.ndarray,)) )
## SUPPORT FUNCTIONS:
incr = Dispatch ( (lincr, (ListType, TupleType, N.ndarray)), )
sum = Dispatch ( (lsum, (ListType, TupleType)),
(asum, (N.ndarray,)) )
cumsum = Dispatch ( (lcumsum, (ListType, TupleType)),
(acumsum, (N.ndarray,)) )
ss = Dispatch ( (lss, (ListType, TupleType)),
(ass, (N.ndarray,)) )
summult = Dispatch ( (lsummult, (ListType, TupleType)),
(asummult, (N.ndarray,)) )
square_of_sums = Dispatch ( (lsquare_of_sums, (ListType, TupleType)),
(asquare_of_sums, (N.ndarray,)) )
sumdiffsquared = Dispatch ( (lsumdiffsquared, (ListType, TupleType)),
(asumdiffsquared, (N.ndarray,)) )
shellsort = Dispatch ( (lshellsort, (ListType, TupleType)),
(ashellsort, (N.ndarray,)) )
rankdata = Dispatch ( (lrankdata, (ListType, TupleType)),
(arankdata, (N.ndarray,)) )
findwithin = Dispatch ( (lfindwithin, (ListType, TupleType)),
(afindwithin, (N.ndarray,)) )
###################### END OF NUMERIC FUNCTION BLOCK #####################
###################### END OF STATISTICAL FUNCTIONS ######################
except ImportError:
pass