scipy-yli/yli/sig_tests.py

#   scipy-yli: Helpful SciPy utilities and recipes
#   Copyright © 2022  Lee Yingtong Li (RunasSudo)
#
#   This program is free software: you can redistribute it and/or modify
#   it under the terms of the GNU Affero General Public License as published by
#   the Free Software Foundation, either version 3 of the License, or
#   (at your option) any later version.
#
#   This program is distributed in the hope that it will be useful,
#   but WITHOUT ANY WARRANTY; without even the implied warranty of
#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#   GNU Affero General Public License for more details.
#
#   You should have received a copy of the GNU Affero General Public License
#   along with this program.  If not, see <https://www.gnu.org/licenses/>.

import pandas as pd
from scipy import stats
import statsmodels.api as sm

import functools
import warnings

def check_nan(df, nan_policy):
	"""Check df against nan_policy and return cleaned input"""
	
	if nan_policy == 'raise':
		if pd.isna(df).any(axis=None):
			raise ValueError('NaN in input, pass nan_policy="warn" or "omit" to ignore')
	elif nan_policy == 'warn':
		df_cleaned = df.dropna()
		if len(df_cleaned) < len(df):
			warnings.warn('Omitting {} rows with NaN'.format(len(df) - len(df_cleaned)))
		return df_cleaned
	elif nan_policy == 'omit':
		return df.dropna()
	else:
		raise Exception('Invalid nan_policy, expected "raise", "warn" or "omit"')

def do_fmt_p(p):
	"""Return sign and formatted p value"""
	
	if p < 0.001:
		return '<', '0.001*'
	elif p < 0.0095:
		return None, '{:.3f}*'.format(p)
	elif p < 0.045:
		return None, '{:.2f}*'.format(p)
	elif p < 0.05:
		return None, '{:.3f}*'.format(p)  # 3dps to show significance
	elif p < 0.055:
		return None, '{:.3f}'.format(p)   # 3dps to show non-significance
	elif p < 0.095:
		return None, '{:.2f}'.format(p)
	else:
		return None, '{:.1f}'.format(p)

def fmt_p_text(p, nospace=False):
	"""Format p value for plaintext"""
	
	sign, fmt = do_fmt_p(p)
	if sign is not None:
		if nospace:
			return sign + fmt  # e.g. "<0.001"
		else:
			return sign + ' ' + fmt  # e.g. "< 0.001"
	else:
		if nospace:
			return fmt  # e.g. "0.05"
		else:
			return '= ' + fmt  # e.g. "= 0.05"

def fmt_p_html(p, nospace=False):
	"""Format p value for HTML"""
	
	txt = fmt_p_text(p, nospace)
	return txt.replace('<', '&lt;')

class Estimate:
	"""A point estimate and surrounding confidence interval"""
	
	def __init__(self, point, ci_lower, ci_upper):
		self.point = point
		self.ci_lower = ci_lower
		self.ci_upper = ci_upper
	
	def _repr_html_(self):
		return self.summary()
	
	def summary(self):
		return '{:.2f} ({:.2f}–{:.2f})'.format(self.point, self.ci_lower, self.ci_upper)

class TTestResult:
	"""
	Result of a Student's t test
	
	delta: Mean difference
	"""
	
	def __init__(self, statistic, dof, pvalue, delta):
		self.statistic = statistic
		self.dof = dof
		self.pvalue = pvalue
		self.delta = delta
	
	def _repr_html_(self):
		return '<i>t</i>({:.0f}) = {:.2f}; <i>p</i> {}<br><i>δ</i> (95% CI) = {}'.format(self.dof, self.statistic, fmt_p_html(self.pvalue), self.delta.summary())
	
	def summary(self):
		return 't({:.0f}) = {:.2f}; p {}\nδ (95% CI) = {}'.format(self.dof, self.statistic, fmt_p_text(self.pvalue), self.delta.summary())

def ttest_ind(df, dep, ind, *, nan_policy='warn'):
	"""Perform an independent-sample Student's t test"""
	
	df = check_nan(df[[ind, dep]], nan_policy)
	
	# Get groupings for ind
	groups = list(df.groupby(ind).groups.values())
	
	# Ensure only 2 groups to compare
	if len(groups) != 2:
		raise Exception('Got {} values for {}, expected 2'.format(len(groups), ind))
	
	# Get 2 groups
	group1 = df.loc[groups[0], dep]
	group2 = df.loc[groups[1], dep]
	
	# Do t test
	# Use statsmodels rather than SciPy because this provides the mean difference automatically
	d1 = sm.stats.DescrStatsW(group1)
	d2 = sm.stats.DescrStatsW(group2)
	
	cm = sm.stats.CompareMeans(d2, d1)  # This order to get correct CI
	statistic, pvalue, dof = cm.ttest_ind()
	
	delta = d2.mean - d1.mean
	ci0, ci1 = cm.tconfint_diff()
	
	return TTestResult(statistic=statistic, dof=dof, pvalue=pvalue, delta=Estimate(delta, ci0, ci1))
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