peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/stats
/__init__.py
""" | |
.. _statsrefmanual: | |
========================================== | |
Statistical functions (:mod:`scipy.stats`) | |
========================================== | |
.. currentmodule:: scipy.stats | |
This module contains a large number of probability distributions, | |
summary and frequency statistics, correlation functions and statistical | |
tests, masked statistics, kernel density estimation, quasi-Monte Carlo | |
functionality, and more. | |
Statistics is a very large area, and there are topics that are out of scope | |
for SciPy and are covered by other packages. Some of the most important ones | |
are: | |
- `statsmodels <https://www.statsmodels.org/stable/index.html>`__: | |
regression, linear models, time series analysis, extensions to topics | |
also covered by ``scipy.stats``. | |
- `Pandas <https://pandas.pydata.org/>`__: tabular data, time series | |
functionality, interfaces to other statistical languages. | |
- `PyMC <https://docs.pymc.io/>`__: Bayesian statistical | |
modeling, probabilistic machine learning. | |
- `scikit-learn <https://scikit-learn.org/>`__: classification, regression, | |
model selection. | |
- `Seaborn <https://seaborn.pydata.org/>`__: statistical data visualization. | |
- `rpy2 <https://rpy2.github.io/>`__: Python to R bridge. | |
Probability distributions | |
========================= | |
Each univariate distribution is an instance of a subclass of `rv_continuous` | |
(`rv_discrete` for discrete distributions): | |
.. autosummary:: | |
:toctree: generated/ | |
rv_continuous | |
rv_discrete | |
rv_histogram | |
Continuous distributions | |
------------------------ | |
.. autosummary:: | |
:toctree: generated/ | |
alpha -- Alpha | |
anglit -- Anglit | |
arcsine -- Arcsine | |
argus -- Argus | |
beta -- Beta | |
betaprime -- Beta Prime | |
bradford -- Bradford | |
burr -- Burr (Type III) | |
burr12 -- Burr (Type XII) | |
cauchy -- Cauchy | |
chi -- Chi | |
chi2 -- Chi-squared | |
cosine -- Cosine | |
crystalball -- Crystalball | |
dgamma -- Double Gamma | |
dweibull -- Double Weibull | |
erlang -- Erlang | |
expon -- Exponential | |
exponnorm -- Exponentially Modified Normal | |
exponweib -- Exponentiated Weibull | |
exponpow -- Exponential Power | |
f -- F (Snecdor F) | |
fatiguelife -- Fatigue Life (Birnbaum-Saunders) | |
fisk -- Fisk | |
foldcauchy -- Folded Cauchy | |
foldnorm -- Folded Normal | |
genlogistic -- Generalized Logistic | |
gennorm -- Generalized normal | |
genpareto -- Generalized Pareto | |
genexpon -- Generalized Exponential | |
genextreme -- Generalized Extreme Value | |
gausshyper -- Gauss Hypergeometric | |
gamma -- Gamma | |
gengamma -- Generalized gamma | |
genhalflogistic -- Generalized Half Logistic | |
genhyperbolic -- Generalized Hyperbolic | |
geninvgauss -- Generalized Inverse Gaussian | |
gibrat -- Gibrat | |
gompertz -- Gompertz (Truncated Gumbel) | |
gumbel_r -- Right Sided Gumbel, Log-Weibull, Fisher-Tippett, Extreme Value Type I | |
gumbel_l -- Left Sided Gumbel, etc. | |
halfcauchy -- Half Cauchy | |
halflogistic -- Half Logistic | |
halfnorm -- Half Normal | |
halfgennorm -- Generalized Half Normal | |
hypsecant -- Hyperbolic Secant | |
invgamma -- Inverse Gamma | |
invgauss -- Inverse Gaussian | |
invweibull -- Inverse Weibull | |
jf_skew_t -- Jones and Faddy Skew-T | |
johnsonsb -- Johnson SB | |
johnsonsu -- Johnson SU | |
kappa4 -- Kappa 4 parameter | |
kappa3 -- Kappa 3 parameter | |
ksone -- Distribution of Kolmogorov-Smirnov one-sided test statistic | |
kstwo -- Distribution of Kolmogorov-Smirnov two-sided test statistic | |
kstwobign -- Limiting Distribution of scaled Kolmogorov-Smirnov two-sided test statistic. | |
laplace -- Laplace | |
laplace_asymmetric -- Asymmetric Laplace | |
levy -- Levy | |
levy_l | |
levy_stable | |
logistic -- Logistic | |
loggamma -- Log-Gamma | |
loglaplace -- Log-Laplace (Log Double Exponential) | |
lognorm -- Log-Normal | |
loguniform -- Log-Uniform | |
lomax -- Lomax (Pareto of the second kind) | |
maxwell -- Maxwell | |
mielke -- Mielke's Beta-Kappa | |
moyal -- Moyal | |
nakagami -- Nakagami | |
ncx2 -- Non-central chi-squared | |
ncf -- Non-central F | |
nct -- Non-central Student's T | |
norm -- Normal (Gaussian) | |
norminvgauss -- Normal Inverse Gaussian | |
pareto -- Pareto | |
pearson3 -- Pearson type III | |
powerlaw -- Power-function | |
powerlognorm -- Power log normal | |
powernorm -- Power normal | |
rdist -- R-distribution | |
rayleigh -- Rayleigh | |
rel_breitwigner -- Relativistic Breit-Wigner | |
rice -- Rice | |
recipinvgauss -- Reciprocal Inverse Gaussian | |
semicircular -- Semicircular | |
skewcauchy -- Skew Cauchy | |
skewnorm -- Skew normal | |
studentized_range -- Studentized Range | |
t -- Student's T | |
trapezoid -- Trapezoidal | |
triang -- Triangular | |
truncexpon -- Truncated Exponential | |
truncnorm -- Truncated Normal | |
truncpareto -- Truncated Pareto | |
truncweibull_min -- Truncated minimum Weibull distribution | |
tukeylambda -- Tukey-Lambda | |
uniform -- Uniform | |
vonmises -- Von-Mises (Circular) | |
vonmises_line -- Von-Mises (Line) | |
wald -- Wald | |
weibull_min -- Minimum Weibull (see Frechet) | |
weibull_max -- Maximum Weibull (see Frechet) | |
wrapcauchy -- Wrapped Cauchy | |
The ``fit`` method of the univariate continuous distributions uses | |
maximum likelihood estimation to fit the distribution to a data set. | |
The ``fit`` method can accept regular data or *censored data*. | |
Censored data is represented with instances of the `CensoredData` | |
class. | |
.. autosummary:: | |
:toctree: generated/ | |
CensoredData | |
Multivariate distributions | |
-------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
multivariate_normal -- Multivariate normal distribution | |
matrix_normal -- Matrix normal distribution | |
dirichlet -- Dirichlet | |
dirichlet_multinomial -- Dirichlet multinomial distribution | |
wishart -- Wishart | |
invwishart -- Inverse Wishart | |
multinomial -- Multinomial distribution | |
special_ortho_group -- SO(N) group | |
ortho_group -- O(N) group | |
unitary_group -- U(N) group | |
random_correlation -- random correlation matrices | |
multivariate_t -- Multivariate t-distribution | |
multivariate_hypergeom -- Multivariate hypergeometric distribution | |
random_table -- Distribution of random tables with given marginals | |
uniform_direction -- Uniform distribution on S(N-1) | |
vonmises_fisher -- Von Mises-Fisher distribution | |
`scipy.stats.multivariate_normal` methods accept instances | |
of the following class to represent the covariance. | |
.. autosummary:: | |
:toctree: generated/ | |
Covariance -- Representation of a covariance matrix | |
Discrete distributions | |
---------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
bernoulli -- Bernoulli | |
betabinom -- Beta-Binomial | |
betanbinom -- Beta-Negative Binomial | |
binom -- Binomial | |
boltzmann -- Boltzmann (Truncated Discrete Exponential) | |
dlaplace -- Discrete Laplacian | |
geom -- Geometric | |
hypergeom -- Hypergeometric | |
logser -- Logarithmic (Log-Series, Series) | |
nbinom -- Negative Binomial | |
nchypergeom_fisher -- Fisher's Noncentral Hypergeometric | |
nchypergeom_wallenius -- Wallenius's Noncentral Hypergeometric | |
nhypergeom -- Negative Hypergeometric | |
planck -- Planck (Discrete Exponential) | |
poisson -- Poisson | |
randint -- Discrete Uniform | |
skellam -- Skellam | |
yulesimon -- Yule-Simon | |
zipf -- Zipf (Zeta) | |
zipfian -- Zipfian | |
An overview of statistical functions is given below. Many of these functions | |
have a similar version in `scipy.stats.mstats` which work for masked arrays. | |
Summary statistics | |
================== | |
.. autosummary:: | |
:toctree: generated/ | |
describe -- Descriptive statistics | |
gmean -- Geometric mean | |
hmean -- Harmonic mean | |
pmean -- Power mean | |
kurtosis -- Fisher or Pearson kurtosis | |
mode -- Modal value | |
moment -- Central moment | |
expectile -- Expectile | |
skew -- Skewness | |
kstat -- | |
kstatvar -- | |
tmean -- Truncated arithmetic mean | |
tvar -- Truncated variance | |
tmin -- | |
tmax -- | |
tstd -- | |
tsem -- | |
variation -- Coefficient of variation | |
find_repeats | |
rankdata | |
tiecorrect | |
trim_mean | |
gstd -- Geometric Standard Deviation | |
iqr | |
sem | |
bayes_mvs | |
mvsdist | |
entropy | |
differential_entropy | |
median_abs_deviation | |
Frequency statistics | |
==================== | |
.. autosummary:: | |
:toctree: generated/ | |
cumfreq | |
percentileofscore | |
scoreatpercentile | |
relfreq | |
.. autosummary:: | |
:toctree: generated/ | |
binned_statistic -- Compute a binned statistic for a set of data. | |
binned_statistic_2d -- Compute a 2-D binned statistic for a set of data. | |
binned_statistic_dd -- Compute a d-D binned statistic for a set of data. | |
Hypothesis Tests and related functions | |
====================================== | |
SciPy has many functions for performing hypothesis tests that return a | |
test statistic and a p-value, and several of them return confidence intervals | |
and/or other related information. | |
The headings below are based on common uses of the functions within, but due to | |
the wide variety of statistical procedures, any attempt at coarse-grained | |
categorization will be imperfect. Also, note that tests within the same heading | |
are not interchangeable in general (e.g. many have different distributional | |
assumptions). | |
One Sample Tests / Paired Sample Tests | |
-------------------------------------- | |
One sample tests are typically used to assess whether a single sample was | |
drawn from a specified distribution or a distribution with specified properties | |
(e.g. zero mean). | |
.. autosummary:: | |
:toctree: generated/ | |
ttest_1samp | |
binomtest | |
quantile_test | |
skewtest | |
kurtosistest | |
normaltest | |
jarque_bera | |
shapiro | |
anderson | |
cramervonmises | |
ks_1samp | |
goodness_of_fit | |
chisquare | |
power_divergence | |
Paired sample tests are often used to assess whether two samples were drawn | |
from the same distribution; they differ from the independent sample tests below | |
in that each observation in one sample is treated as paired with a | |
closely-related observation in the other sample (e.g. when environmental | |
factors are controlled between observations within a pair but not among pairs). | |
They can also be interpreted or used as one-sample tests (e.g. tests on the | |
mean or median of *differences* between paired observations). | |
.. autosummary:: | |
:toctree: generated/ | |
ttest_rel | |
wilcoxon | |
Association/Correlation Tests | |
----------------------------- | |
These tests are often used to assess whether there is a relationship (e.g. | |
linear) between paired observations in multiple samples or among the | |
coordinates of multivariate observations. | |
.. autosummary:: | |
:toctree: generated/ | |
linregress | |
pearsonr | |
spearmanr | |
pointbiserialr | |
kendalltau | |
weightedtau | |
somersd | |
siegelslopes | |
theilslopes | |
page_trend_test | |
multiscale_graphcorr | |
These association tests and are to work with samples in the form of contingency | |
tables. Supporting functions are available in `scipy.stats.contingency`. | |
.. autosummary:: | |
:toctree: generated/ | |
chi2_contingency | |
fisher_exact | |
barnard_exact | |
boschloo_exact | |
Independent Sample Tests | |
------------------------ | |
Independent sample tests are typically used to assess whether multiple samples | |
were independently drawn from the same distribution or different distributions | |
with a shared property (e.g. equal means). | |
Some tests are specifically for comparing two samples. | |
.. autosummary:: | |
:toctree: generated/ | |
ttest_ind_from_stats | |
poisson_means_test | |
ttest_ind | |
mannwhitneyu | |
bws_test | |
ranksums | |
brunnermunzel | |
mood | |
ansari | |
cramervonmises_2samp | |
epps_singleton_2samp | |
ks_2samp | |
kstest | |
Others are generalized to multiple samples. | |
.. autosummary:: | |
:toctree: generated/ | |
f_oneway | |
tukey_hsd | |
dunnett | |
kruskal | |
alexandergovern | |
fligner | |
levene | |
bartlett | |
median_test | |
friedmanchisquare | |
anderson_ksamp | |
Resampling and Monte Carlo Methods | |
---------------------------------- | |
The following functions can reproduce the p-value and confidence interval | |
results of most of the functions above, and often produce accurate results in a | |
wider variety of conditions. They can also be used to perform hypothesis tests | |
and generate confidence intervals for custom statistics. This flexibility comes | |
at the cost of greater computational requirements and stochastic results. | |
.. autosummary:: | |
:toctree: generated/ | |
monte_carlo_test | |
permutation_test | |
bootstrap | |
Instances of the following object can be passed into some hypothesis test | |
functions to perform a resampling or Monte Carlo version of the hypothesis | |
test. | |
.. autosummary:: | |
:toctree: generated/ | |
MonteCarloMethod | |
PermutationMethod | |
BootstrapMethod | |
Multiple Hypothesis Testing and Meta-Analysis | |
--------------------------------------------- | |
These functions are for assessing the results of individual tests as a whole. | |
Functions for performing specific multiple hypothesis tests (e.g. post hoc | |
tests) are listed above. | |
.. autosummary:: | |
:toctree: generated/ | |
combine_pvalues | |
false_discovery_control | |
The following functions are related to the tests above but do not belong in the | |
above categories. | |
Quasi-Monte Carlo | |
================= | |
.. toctree:: | |
:maxdepth: 4 | |
stats.qmc | |
Contingency Tables | |
================== | |
.. toctree:: | |
:maxdepth: 4 | |
stats.contingency | |
Masked statistics functions | |
=========================== | |
.. toctree:: | |
stats.mstats | |
Other statistical functionality | |
=============================== | |
Transformations | |
--------------- | |
.. autosummary:: | |
:toctree: generated/ | |
boxcox | |
boxcox_normmax | |
boxcox_llf | |
yeojohnson | |
yeojohnson_normmax | |
yeojohnson_llf | |
obrientransform | |
sigmaclip | |
trimboth | |
trim1 | |
zmap | |
zscore | |
gzscore | |
Statistical distances | |
--------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
wasserstein_distance | |
wasserstein_distance_nd | |
energy_distance | |
Sampling | |
-------- | |
.. toctree:: | |
:maxdepth: 4 | |
stats.sampling | |
Random variate generation / CDF Inversion | |
----------------------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
rvs_ratio_uniforms | |
Fitting / Survival Analysis | |
--------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
fit | |
ecdf | |
logrank | |
Directional statistical functions | |
--------------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
directional_stats | |
circmean | |
circvar | |
circstd | |
Sensitivity Analysis | |
-------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
sobol_indices | |
Plot-tests | |
---------- | |
.. autosummary:: | |
:toctree: generated/ | |
ppcc_max | |
ppcc_plot | |
probplot | |
boxcox_normplot | |
yeojohnson_normplot | |
Univariate and multivariate kernel density estimation | |
----------------------------------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
gaussian_kde | |
Warnings / Errors used in :mod:`scipy.stats` | |
-------------------------------------------- | |
.. autosummary:: | |
:toctree: generated/ | |
DegenerateDataWarning | |
ConstantInputWarning | |
NearConstantInputWarning | |
FitError | |
Result classes used in :mod:`scipy.stats` | |
----------------------------------------- | |
.. warning:: | |
These classes are private, but they are included here because instances | |
of them are returned by other statistical functions. User import and | |
instantiation is not supported. | |
.. toctree:: | |
:maxdepth: 2 | |
stats._result_classes | |
""" # noqa: E501 | |
from ._warnings_errors import (ConstantInputWarning, NearConstantInputWarning, | |
DegenerateDataWarning, FitError) | |
from ._stats_py import * | |
from ._variation import variation | |
from .distributions import * | |
from ._morestats import * | |
from ._multicomp import * | |
from ._binomtest import binomtest | |
from ._binned_statistic import * | |
from ._kde import gaussian_kde | |
from . import mstats | |
from . import qmc | |
from ._multivariate import * | |
from . import contingency | |
from .contingency import chi2_contingency | |
from ._censored_data import CensoredData | |
from ._resampling import (bootstrap, monte_carlo_test, permutation_test, | |
MonteCarloMethod, PermutationMethod, BootstrapMethod) | |
from ._entropy import * | |
from ._hypotests import * | |
from ._rvs_sampling import rvs_ratio_uniforms | |
from ._page_trend_test import page_trend_test | |
from ._mannwhitneyu import mannwhitneyu | |
from ._bws_test import bws_test | |
from ._fit import fit, goodness_of_fit | |
from ._covariance import Covariance | |
from ._sensitivity_analysis import * | |
from ._survival import * | |
# Deprecated namespaces, to be removed in v2.0.0 | |
from . import ( | |
biasedurn, kde, morestats, mstats_basic, mstats_extras, mvn, stats | |
) | |
__all__ = [s for s in dir() if not s.startswith("_")] # Remove dunders. | |
from scipy._lib._testutils import PytestTester | |
test = PytestTester(__name__) | |
del PytestTester | |