# 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 . import pandas as pd from scipy import stats import statsmodels.api as sm import functools import warnings from .utils import Estimate, as_2groups, check_nan, fmt_p_html, fmt_p_text # ---------------- # Student's t test class TTestResult: """ Result of a Student's t test delta: Mean difference """ def __init__(self, statistic, dof, pvalue, delta, delta_direction): self.statistic = statistic self.dof = dof self.pvalue = pvalue self.delta = delta self.delta_direction = delta_direction def _repr_html_(self): return 't({:.0f}) = {:.2f}; p {}
δ (95% CI) = {}, {}'.format(self.dof, self.statistic, fmt_p_html(self.pvalue), self.delta.summary(), self.delta_direction) def summary(self): return 't({:.0f}) = {:.2f}; p {}\nδ (95% CI) = {}, {}'.format(self.dof, self.statistic, fmt_p_text(self.pvalue), self.delta.summary(), self.delta_direction) def ttest_ind(df, dep, ind, *, nan_policy='warn'): """Perform an independent-sample Student's t test""" # Check for/clean NaNs df = check_nan(df[[ind, dep]], nan_policy) # Ensure 2 groups for ind group1, data1, group2, data2 = as_2groups(df, dep, ind) # Do t test # Use statsmodels rather than SciPy because this provides the mean difference automatically d1 = sm.stats.DescrStatsW(data1) d2 = sm.stats.DescrStatsW(data2) cm = sm.stats.CompareMeans(d1, d2) statistic, pvalue, dof = cm.ttest_ind() delta = d1.mean - d2.mean ci0, ci1 = cm.tconfint_diff() # t test is symmetric so take absolute values return TTestResult( statistic=abs(statistic), dof=dof, pvalue=pvalue, delta=abs(Estimate(delta, ci0, ci1)), delta_direction=('{0} > {1}' if d1.mean > d2.mean else '{1} > {0}').format(group1, group2)) # ----------------- # Mann-Whitney test class MannWhitneyResult: """ Result of a Mann-Whitney test brunnermunzel: BrunnerMunzelResult on same data """ def __init__(self, statistic, pvalue, rank_biserial, direction, brunnermunzel=None): self.statistic = statistic self.pvalue = pvalue self.rank_biserial = rank_biserial self.direction = direction self.brunnermunzel = brunnermunzel def _repr_html_(self): line1 = 'U = {:.1f}; p {}
r = {:.2f}, {}'.format(self.statistic, fmt_p_html(self.pvalue), self.rank_biserial, self.direction) if self.brunnermunzel: return line1 + '
' + self.brunnermunzel._repr_html_() else: return line1 def summary(self): line1 = 'U = {:.1f}; p {}\nr = {}, {}'.format(self.statistic, fmt_p_text(self.pvalue), self.rank_biserial, self.direction) if self.brunnermunzel: return line1 + '\n' + self.brunnermunzel.summary() else: return line1 class BrunnerMunzelResult: """Result of a Brunner-Munzel test""" def __init__(self, statistic, pvalue): self.statistic = statistic self.pvalue = pvalue def _repr_html_(self): return 'W = {:.1f}; p {}'.format(self.statistic, fmt_p_html(self.pvalue)) def summary(self): return 'W = {:.1f}; p {}'.format(self.statistic, fmt_p_text(self.pvalue)) def mannwhitney(df, dep, ind, *, nan_policy='warn', brunnermunzel=True, use_continuity=False, alternative='two-sided', method='auto'): """ Perform a Mann-Whitney test brunnermunzel: Set to False to skip the Brunner-Munzel test use_continuity, alternative, method: See scipy.stats.mannwhitneyu """ # Check for/clean NaNs df = check_nan(df[[ind, dep]], nan_policy) # Ensure 2 groups for ind group1, data1, group2, data2 = as_2groups(df, dep, ind) # Do Mann-Whitney test # Stata does not perform continuity correction result = stats.mannwhitneyu(data1, data2, use_continuity=use_continuity, alternative=alternative, method=method) u1 = result.statistic u2 = len(data1) * len(data2) - u1 r = abs(2*u1 / (len(data1) * len(data2)) - 1) # rank-biserial # If significant, perform a Brunner-Munzel test for our interest if result.pvalue < 0.05 and brunnermunzel: result_bm = stats.brunnermunzel(data1, data2) if result_bm.pvalue >= 0.05: warnings.warn('Mann-Whitney test is significant but Brunner-Munzel test is not. This could be due to a difference in shape, rather than location.') return MannWhitneyResult( statistic=min(u1, u2), pvalue=result.pvalue, #med1=data1.median(), med2=data2.median(), rank_biserial=r, direction=('{1} > {0}' if u1 < u2 else '{0} > {1}').format(group1, group2), brunnermunzel=BrunnerMunzelResult(statistic=result_bm.statistic, pvalue=result_bm.pvalue)) return MannWhitneyResult( statistic=min(u1, u2), pvalue=result.pvalue, #med1=data1.median(), med2=data2.median(), rank_biserial=r, direction=('{1} > {0}' if u1 < u2 else '{0} > {1}').format(group1, group2))