358 lines
9.1 KiB
Python
358 lines
9.1 KiB
Python
"""
|
|
==========================================
|
|
Statistical functions (:mod:`scipy.stats`)
|
|
==========================================
|
|
|
|
.. module:: scipy.stats
|
|
|
|
This module contains a large number of probability distributions as
|
|
well as a growing library of statistical functions.
|
|
|
|
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
|
|
frechet_r -- Deprecated. Alias for weibull_min
|
|
frechet_l -- Deprecated. Alias for weibull_max
|
|
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
|
|
gilbrat -- Gilbrat
|
|
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
|
|
johnsonsb -- Johnson SB
|
|
johnsonsu -- Johnson SU
|
|
kappa4 -- Kappa 4 parameter
|
|
kappa3 -- Kappa 3 parameter
|
|
ksone -- Kolmogorov-Smirnov one-sided (no stats)
|
|
kstwobign -- Kolmogorov-Smirnov two-sided test for Large N (no stats)
|
|
laplace -- Laplace
|
|
levy -- Levy
|
|
levy_l
|
|
levy_stable
|
|
logistic -- Logistic
|
|
loggamma -- Log-Gamma
|
|
loglaplace -- Log-Laplace (Log Double Exponential)
|
|
lognorm -- Log-Normal
|
|
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
|
|
reciprocal -- Reciprocal
|
|
rayleigh -- Rayleigh
|
|
rice -- Rice
|
|
recipinvgauss -- Reciprocal Inverse Gaussian
|
|
semicircular -- Semicircular
|
|
skewnorm -- Skew normal
|
|
t -- Student's T
|
|
trapz -- Trapezoidal
|
|
triang -- Triangular
|
|
truncexpon -- Truncated Exponential
|
|
truncnorm -- Truncated Normal
|
|
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
|
|
|
|
Multivariate distributions
|
|
==========================
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
multivariate_normal -- Multivariate normal distribution
|
|
matrix_normal -- Matrix normal distribution
|
|
dirichlet -- Dirichlet
|
|
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
|
|
|
|
Discrete distributions
|
|
======================
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
bernoulli -- Bernoulli
|
|
binom -- Binomial
|
|
boltzmann -- Boltzmann (Truncated Discrete Exponential)
|
|
dlaplace -- Discrete Laplacian
|
|
geom -- Geometric
|
|
hypergeom -- Hypergeometric
|
|
logser -- Logarithmic (Log-Series, Series)
|
|
nbinom -- Negative Binomial
|
|
planck -- Planck (Discrete Exponential)
|
|
poisson -- Poisson
|
|
randint -- Discrete Uniform
|
|
skellam -- Skellam
|
|
zipf -- Zipf
|
|
|
|
Statistical functions
|
|
=====================
|
|
|
|
Several of these functions have a similar version in scipy.stats.mstats
|
|
which work for masked arrays.
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
describe -- Descriptive statistics
|
|
gmean -- Geometric mean
|
|
hmean -- Harmonic mean
|
|
kurtosis -- Fisher or Pearson kurtosis
|
|
kurtosistest --
|
|
mode -- Modal value
|
|
moment -- Central moment
|
|
normaltest --
|
|
skew -- Skewness
|
|
skewtest --
|
|
kstat --
|
|
kstatvar --
|
|
tmean -- Truncated arithmetic mean
|
|
tvar -- Truncated variance
|
|
tmin --
|
|
tmax --
|
|
tstd --
|
|
tsem --
|
|
variation -- Coefficient of variation
|
|
find_repeats
|
|
trim_mean
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
cumfreq
|
|
itemfreq
|
|
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.
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
obrientransform
|
|
bayes_mvs
|
|
mvsdist
|
|
sem
|
|
zmap
|
|
zscore
|
|
iqr
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
sigmaclip
|
|
trimboth
|
|
trim1
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
f_oneway
|
|
pearsonr
|
|
spearmanr
|
|
pointbiserialr
|
|
kendalltau
|
|
weightedtau
|
|
linregress
|
|
theilslopes
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
ttest_1samp
|
|
ttest_ind
|
|
ttest_ind_from_stats
|
|
ttest_rel
|
|
kstest
|
|
chisquare
|
|
power_divergence
|
|
ks_2samp
|
|
mannwhitneyu
|
|
tiecorrect
|
|
rankdata
|
|
ranksums
|
|
wilcoxon
|
|
kruskal
|
|
friedmanchisquare
|
|
combine_pvalues
|
|
jarque_bera
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
ansari
|
|
bartlett
|
|
levene
|
|
shapiro
|
|
anderson
|
|
anderson_ksamp
|
|
binom_test
|
|
fligner
|
|
median_test
|
|
mood
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
boxcox
|
|
boxcox_normmax
|
|
boxcox_llf
|
|
|
|
entropy
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
wasserstein_distance
|
|
energy_distance
|
|
|
|
Circular statistical functions
|
|
==============================
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
circmean
|
|
circvar
|
|
circstd
|
|
|
|
Contingency table functions
|
|
===========================
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
chi2_contingency
|
|
contingency.expected_freq
|
|
contingency.margins
|
|
fisher_exact
|
|
|
|
Plot-tests
|
|
==========
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
ppcc_max
|
|
ppcc_plot
|
|
probplot
|
|
boxcox_normplot
|
|
|
|
|
|
Masked statistics functions
|
|
===========================
|
|
|
|
.. toctree::
|
|
|
|
stats.mstats
|
|
|
|
|
|
Univariate and multivariate kernel density estimation (:mod:`scipy.stats.kde`)
|
|
==============================================================================
|
|
|
|
.. autosummary::
|
|
:toctree: generated/
|
|
|
|
gaussian_kde
|
|
|
|
For many more stat related functions install the software R and the
|
|
interface package rpy.
|
|
|
|
"""
|
|
from __future__ import division, print_function, absolute_import
|
|
|
|
from .stats import *
|
|
from .distributions import *
|
|
from .morestats import *
|
|
from ._binned_statistic import *
|
|
from .kde import gaussian_kde
|
|
from . import mstats
|
|
from .contingency import chi2_contingency
|
|
from ._multivariate import *
|
|
|
|
__all__ = [s for s in dir() if not s.startswith("_")] # Remove dunders.
|
|
|
|
from scipy._lib._testutils import PytestTester
|
|
test = PytestTester(__name__)
|
|
del PytestTester
|