Coverage for /pythoncovmergedfiles/medio/medio/usr/local/lib/python3.8/site-packages/scipy/stats/__init__.py: 100%

26 statements  

« prev     ^ index     » next       coverage.py v7.3.2, created at 2023-12-12 06:31 +0000

1""" 

2.. _statsrefmanual: 

3 

4========================================== 

5Statistical functions (:mod:`scipy.stats`) 

6========================================== 

7 

8.. currentmodule:: scipy.stats 

9 

10This module contains a large number of probability distributions, 

11summary and frequency statistics, correlation functions and statistical 

12tests, masked statistics, kernel density estimation, quasi-Monte Carlo 

13functionality, and more. 

14 

15Statistics is a very large area, and there are topics that are out of scope 

16for SciPy and are covered by other packages. Some of the most important ones 

17are: 

18 

19- `statsmodels <https://www.statsmodels.org/stable/index.html>`__: 

20 regression, linear models, time series analysis, extensions to topics 

21 also covered by ``scipy.stats``. 

22- `Pandas <https://pandas.pydata.org/>`__: tabular data, time series 

23 functionality, interfaces to other statistical languages. 

24- `PyMC <https://docs.pymc.io/>`__: Bayesian statistical 

25 modeling, probabilistic machine learning. 

26- `scikit-learn <https://scikit-learn.org/>`__: classification, regression, 

27 model selection. 

28- `Seaborn <https://seaborn.pydata.org/>`__: statistical data visualization. 

29- `rpy2 <https://rpy2.github.io/>`__: Python to R bridge. 

30 

31 

32Probability distributions 

33========================= 

34 

35Each univariate distribution is an instance of a subclass of `rv_continuous` 

36(`rv_discrete` for discrete distributions): 

37 

38.. autosummary:: 

39 :toctree: generated/ 

40 

41 rv_continuous 

42 rv_discrete 

43 rv_histogram 

44 

45Continuous distributions 

46------------------------ 

47 

48.. autosummary:: 

49 :toctree: generated/ 

50 

51 alpha -- Alpha 

52 anglit -- Anglit 

53 arcsine -- Arcsine 

54 argus -- Argus 

55 beta -- Beta 

56 betaprime -- Beta Prime 

57 bradford -- Bradford 

58 burr -- Burr (Type III) 

59 burr12 -- Burr (Type XII) 

60 cauchy -- Cauchy 

61 chi -- Chi 

62 chi2 -- Chi-squared 

63 cosine -- Cosine 

64 crystalball -- Crystalball 

65 dgamma -- Double Gamma 

66 dweibull -- Double Weibull 

67 erlang -- Erlang 

68 expon -- Exponential 

69 exponnorm -- Exponentially Modified Normal 

70 exponweib -- Exponentiated Weibull 

71 exponpow -- Exponential Power 

72 f -- F (Snecdor F) 

73 fatiguelife -- Fatigue Life (Birnbaum-Saunders) 

74 fisk -- Fisk 

75 foldcauchy -- Folded Cauchy 

76 foldnorm -- Folded Normal 

77 genlogistic -- Generalized Logistic 

78 gennorm -- Generalized normal 

79 genpareto -- Generalized Pareto 

80 genexpon -- Generalized Exponential 

81 genextreme -- Generalized Extreme Value 

82 gausshyper -- Gauss Hypergeometric 

83 gamma -- Gamma 

84 gengamma -- Generalized gamma 

85 genhalflogistic -- Generalized Half Logistic 

86 genhyperbolic -- Generalized Hyperbolic 

87 geninvgauss -- Generalized Inverse Gaussian 

88 gibrat -- Gibrat 

89 gilbrat -- Gilbrat 

90 gompertz -- Gompertz (Truncated Gumbel) 

91 gumbel_r -- Right Sided Gumbel, Log-Weibull, Fisher-Tippett, Extreme Value Type I 

92 gumbel_l -- Left Sided Gumbel, etc. 

93 halfcauchy -- Half Cauchy 

94 halflogistic -- Half Logistic 

95 halfnorm -- Half Normal 

96 halfgennorm -- Generalized Half Normal 

97 hypsecant -- Hyperbolic Secant 

98 invgamma -- Inverse Gamma 

99 invgauss -- Inverse Gaussian 

100 invweibull -- Inverse Weibull 

101 johnsonsb -- Johnson SB 

102 johnsonsu -- Johnson SU 

103 kappa4 -- Kappa 4 parameter 

104 kappa3 -- Kappa 3 parameter 

105 ksone -- Distribution of Kolmogorov-Smirnov one-sided test statistic 

106 kstwo -- Distribution of Kolmogorov-Smirnov two-sided test statistic 

107 kstwobign -- Limiting Distribution of scaled Kolmogorov-Smirnov two-sided test statistic. 

108 laplace -- Laplace 

109 laplace_asymmetric -- Asymmetric Laplace 

110 levy -- Levy 

111 levy_l 

112 levy_stable 

113 logistic -- Logistic 

114 loggamma -- Log-Gamma 

115 loglaplace -- Log-Laplace (Log Double Exponential) 

116 lognorm -- Log-Normal 

117 loguniform -- Log-Uniform 

118 lomax -- Lomax (Pareto of the second kind) 

119 maxwell -- Maxwell 

120 mielke -- Mielke's Beta-Kappa 

121 moyal -- Moyal 

122 nakagami -- Nakagami 

123 ncx2 -- Non-central chi-squared 

124 ncf -- Non-central F 

125 nct -- Non-central Student's T 

126 norm -- Normal (Gaussian) 

127 norminvgauss -- Normal Inverse Gaussian 

128 pareto -- Pareto 

129 pearson3 -- Pearson type III 

130 powerlaw -- Power-function 

131 powerlognorm -- Power log normal 

132 powernorm -- Power normal 

133 rdist -- R-distribution 

134 rayleigh -- Rayleigh 

135 rice -- Rice 

136 recipinvgauss -- Reciprocal Inverse Gaussian 

137 semicircular -- Semicircular 

138 skewcauchy -- Skew Cauchy 

139 skewnorm -- Skew normal 

140 studentized_range -- Studentized Range 

141 t -- Student's T 

142 trapezoid -- Trapezoidal 

143 triang -- Triangular 

144 truncexpon -- Truncated Exponential 

145 truncnorm -- Truncated Normal 

146 truncpareto -- Truncated Pareto 

147 truncweibull_min -- Truncated minimum Weibull distribution 

148 tukeylambda -- Tukey-Lambda 

149 uniform -- Uniform 

150 vonmises -- Von-Mises (Circular) 

151 vonmises_line -- Von-Mises (Line) 

152 wald -- Wald 

153 weibull_min -- Minimum Weibull (see Frechet) 

154 weibull_max -- Maximum Weibull (see Frechet) 

155 wrapcauchy -- Wrapped Cauchy 

156 

157Multivariate distributions 

158-------------------------- 

159 

160.. autosummary:: 

161 :toctree: generated/ 

162 

163 multivariate_normal -- Multivariate normal distribution 

164 matrix_normal -- Matrix normal distribution 

165 dirichlet -- Dirichlet 

166 wishart -- Wishart 

167 invwishart -- Inverse Wishart 

168 multinomial -- Multinomial distribution 

169 special_ortho_group -- SO(N) group 

170 ortho_group -- O(N) group 

171 unitary_group -- U(N) group 

172 random_correlation -- random correlation matrices 

173 multivariate_t -- Multivariate t-distribution 

174 multivariate_hypergeom -- Multivariate hypergeometric distribution 

175 random_table -- Distribution of random tables with given marginals 

176 uniform_direction -- Uniform distribution on S(N-1) 

177 

178`scipy.stats.multivariate_normal` methods accept instances 

179of the following class to represent the covariance. 

180 

181.. autosummary:: 

182 :toctree: generated/ 

183 

184 Covariance -- Representation of a covariance matrix 

185 

186 

187Discrete distributions 

188---------------------- 

189 

190.. autosummary:: 

191 :toctree: generated/ 

192 

193 bernoulli -- Bernoulli 

194 betabinom -- Beta-Binomial 

195 binom -- Binomial 

196 boltzmann -- Boltzmann (Truncated Discrete Exponential) 

197 dlaplace -- Discrete Laplacian 

198 geom -- Geometric 

199 hypergeom -- Hypergeometric 

200 logser -- Logarithmic (Log-Series, Series) 

201 nbinom -- Negative Binomial 

202 nchypergeom_fisher -- Fisher's Noncentral Hypergeometric 

203 nchypergeom_wallenius -- Wallenius's Noncentral Hypergeometric 

204 nhypergeom -- Negative Hypergeometric 

205 planck -- Planck (Discrete Exponential) 

206 poisson -- Poisson 

207 randint -- Discrete Uniform 

208 skellam -- Skellam 

209 yulesimon -- Yule-Simon 

210 zipf -- Zipf (Zeta) 

211 zipfian -- Zipfian 

212 

213An overview of statistical functions is given below. Many of these functions 

214have a similar version in `scipy.stats.mstats` which work for masked arrays. 

215 

216Summary statistics 

217================== 

218 

219.. autosummary:: 

220 :toctree: generated/ 

221 

222 describe -- Descriptive statistics 

223 gmean -- Geometric mean 

224 hmean -- Harmonic mean 

225 pmean -- Power mean 

226 kurtosis -- Fisher or Pearson kurtosis 

227 mode -- Modal value 

228 moment -- Central moment 

229 expectile -- Expectile 

230 skew -- Skewness 

231 kstat -- 

232 kstatvar -- 

233 tmean -- Truncated arithmetic mean 

234 tvar -- Truncated variance 

235 tmin -- 

236 tmax -- 

237 tstd -- 

238 tsem -- 

239 variation -- Coefficient of variation 

240 find_repeats 

241 trim_mean 

242 gstd -- Geometric Standard Deviation 

243 iqr 

244 sem 

245 bayes_mvs 

246 mvsdist 

247 entropy 

248 differential_entropy 

249 median_abs_deviation 

250 

251Frequency statistics 

252==================== 

253 

254.. autosummary:: 

255 :toctree: generated/ 

256 

257 cumfreq 

258 percentileofscore 

259 scoreatpercentile 

260 relfreq 

261 

262.. autosummary:: 

263 :toctree: generated/ 

264 

265 binned_statistic -- Compute a binned statistic for a set of data. 

266 binned_statistic_2d -- Compute a 2-D binned statistic for a set of data. 

267 binned_statistic_dd -- Compute a d-D binned statistic for a set of data. 

268 

269Correlation functions 

270===================== 

271 

272.. autosummary:: 

273 :toctree: generated/ 

274 

275 f_oneway 

276 alexandergovern 

277 pearsonr 

278 spearmanr 

279 pointbiserialr 

280 kendalltau 

281 weightedtau 

282 somersd 

283 linregress 

284 siegelslopes 

285 theilslopes 

286 multiscale_graphcorr 

287 

288Statistical tests 

289================= 

290 

291.. autosummary:: 

292 :toctree: generated/ 

293 

294 ttest_1samp 

295 ttest_ind 

296 ttest_ind_from_stats 

297 ttest_rel 

298 chisquare 

299 cramervonmises 

300 cramervonmises_2samp 

301 power_divergence 

302 kstest 

303 ks_1samp 

304 ks_2samp 

305 epps_singleton_2samp 

306 mannwhitneyu 

307 tiecorrect 

308 rankdata 

309 ranksums 

310 wilcoxon 

311 kruskal 

312 friedmanchisquare 

313 brunnermunzel 

314 combine_pvalues 

315 jarque_bera 

316 page_trend_test 

317 tukey_hsd 

318 poisson_means_test 

319 

320.. autosummary:: 

321 :toctree: generated/ 

322 

323 ansari 

324 bartlett 

325 levene 

326 shapiro 

327 anderson 

328 anderson_ksamp 

329 binom_test 

330 binomtest 

331 fligner 

332 median_test 

333 mood 

334 skewtest 

335 kurtosistest 

336 normaltest 

337 goodness_of_fit 

338 

339 

340Quasi-Monte Carlo 

341================= 

342 

343.. toctree:: 

344 :maxdepth: 4 

345 

346 stats.qmc 

347 

348Resampling Methods 

349================== 

350 

351.. autosummary:: 

352 :toctree: generated/ 

353 

354 bootstrap 

355 permutation_test 

356 monte_carlo_test 

357 

358Masked statistics functions 

359=========================== 

360 

361.. toctree:: 

362 

363 stats.mstats 

364 

365 

366Other statistical functionality 

367=============================== 

368 

369Transformations 

370--------------- 

371 

372.. autosummary:: 

373 :toctree: generated/ 

374 

375 boxcox 

376 boxcox_normmax 

377 boxcox_llf 

378 yeojohnson 

379 yeojohnson_normmax 

380 yeojohnson_llf 

381 obrientransform 

382 sigmaclip 

383 trimboth 

384 trim1 

385 zmap 

386 zscore 

387 gzscore 

388 

389Statistical distances 

390--------------------- 

391 

392.. autosummary:: 

393 :toctree: generated/ 

394 

395 wasserstein_distance 

396 energy_distance 

397 

398Sampling 

399-------- 

400 

401.. toctree:: 

402 :maxdepth: 4 

403 

404 stats.sampling 

405 

406Random variate generation / CDF Inversion 

407----------------------------------------- 

408 

409.. autosummary:: 

410 :toctree: generated/ 

411 

412 rvs_ratio_uniforms 

413 

414Distribution Fitting 

415-------------------- 

416 

417.. autosummary:: 

418 :toctree: generated/ 

419 

420 fit 

421 

422Directional statistical functions 

423--------------------------------- 

424 

425.. autosummary:: 

426 :toctree: generated/ 

427 

428 directional_stats 

429 circmean 

430 circvar 

431 circstd 

432 

433Contingency table functions 

434--------------------------- 

435 

436.. autosummary:: 

437 :toctree: generated/ 

438 

439 chi2_contingency 

440 contingency.crosstab 

441 contingency.expected_freq 

442 contingency.margins 

443 contingency.relative_risk 

444 contingency.association 

445 contingency.odds_ratio 

446 fisher_exact 

447 barnard_exact 

448 boschloo_exact 

449 

450Plot-tests 

451---------- 

452 

453.. autosummary:: 

454 :toctree: generated/ 

455 

456 ppcc_max 

457 ppcc_plot 

458 probplot 

459 boxcox_normplot 

460 yeojohnson_normplot 

461 

462Univariate and multivariate kernel density estimation 

463----------------------------------------------------- 

464 

465.. autosummary:: 

466 :toctree: generated/ 

467 

468 gaussian_kde 

469 

470Warnings / Errors used in :mod:`scipy.stats` 

471-------------------------------------------- 

472 

473.. autosummary:: 

474 :toctree: generated/ 

475 

476 DegenerateDataWarning 

477 ConstantInputWarning 

478 NearConstantInputWarning 

479 FitError 

480 

481""" 

482 

483from ._warnings_errors import (ConstantInputWarning, NearConstantInputWarning, 

484 DegenerateDataWarning, FitError) 

485from ._stats_py import * 

486from ._variation import variation 

487from .distributions import * 

488from ._morestats import * 

489from ._binomtest import binomtest 

490from ._binned_statistic import * 

491from ._kde import gaussian_kde 

492from . import mstats 

493from . import qmc 

494from ._multivariate import * 

495from . import contingency 

496from .contingency import chi2_contingency 

497from ._resampling import bootstrap, monte_carlo_test, permutation_test 

498from ._entropy import * 

499from ._hypotests import * 

500from ._rvs_sampling import rvs_ratio_uniforms 

501from ._page_trend_test import page_trend_test 

502from ._mannwhitneyu import mannwhitneyu 

503from ._fit import fit, goodness_of_fit 

504from ._covariance import Covariance 

505 

506# Deprecated namespaces, to be removed in v2.0.0 

507from . import ( 

508 biasedurn, kde, morestats, mstats_basic, mstats_extras, mvn, statlib, stats 

509) 

510 

511__all__ = [s for s in dir() if not s.startswith("_")] # Remove dunders. 

512 

513from scipy._lib._testutils import PytestTester 

514test = PytestTester(__name__) 

515del PytestTester