/usr/lib/python3/dist-packages/openturns/stattests.py is in python3-openturns 1.5-7build2.
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# Version 2.0.12
#
# Do not make changes to this file unless you know what you are doing--modify
# the SWIG interface file instead.
"""
Statistical tests.
"""
from sys import version_info
if version_info >= (2,6,0):
def swig_import_helper():
from os.path import dirname
import imp
fp = None
try:
fp, pathname, description = imp.find_module('_stattests', [dirname(__file__)])
except ImportError:
import _stattests
return _stattests
if fp is not None:
try:
_mod = imp.load_module('_stattests', fp, pathname, description)
finally:
fp.close()
return _mod
_stattests = swig_import_helper()
del swig_import_helper
else:
import _stattests
del version_info
try:
_swig_property = property
except NameError:
pass # Python < 2.2 doesn't have 'property'.
def _swig_setattr_nondynamic(self,class_type,name,value,static=1):
if (name == "thisown"): return self.this.own(value)
if (name == "this"):
if type(value).__name__ == 'SwigPyObject':
self.__dict__[name] = value
return
method = class_type.__swig_setmethods__.get(name,None)
if method: return method(self,value)
if (not static):
self.__dict__[name] = value
else:
raise AttributeError("You cannot add attributes to %s" % self)
def _swig_setattr(self,class_type,name,value):
return _swig_setattr_nondynamic(self,class_type,name,value,0)
def _swig_getattr(self,class_type,name):
if (name == "thisown"): return self.this.own()
method = class_type.__swig_getmethods__.get(name,None)
if method: return method(self)
raise AttributeError(name)
def _swig_repr(self):
try: strthis = "proxy of " + self.this.__repr__()
except: strthis = ""
return "<%s.%s; %s >" % (self.__class__.__module__, self.__class__.__name__, strthis,)
try:
_object = object
_newclass = 1
except AttributeError:
class _object : pass
_newclass = 0
class SwigPyIterator(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, SwigPyIterator, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, SwigPyIterator, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined - class is abstract")
__repr__ = _swig_repr
__swig_destroy__ = _stattests.delete_SwigPyIterator
__del__ = lambda self : None;
def value(self): return _stattests.SwigPyIterator_value(self)
def incr(self, n=1): return _stattests.SwigPyIterator_incr(self, n)
def decr(self, n=1): return _stattests.SwigPyIterator_decr(self, n)
def distance(self, *args): return _stattests.SwigPyIterator_distance(self, *args)
def equal(self, *args): return _stattests.SwigPyIterator_equal(self, *args)
def copy(self): return _stattests.SwigPyIterator_copy(self)
def next(self): return _stattests.SwigPyIterator_next(self)
def __next__(self): return _stattests.SwigPyIterator___next__(self)
def previous(self): return _stattests.SwigPyIterator_previous(self)
def advance(self, *args): return _stattests.SwigPyIterator_advance(self, *args)
def __eq__(self, *args): return _stattests.SwigPyIterator___eq__(self, *args)
def __ne__(self, *args): return _stattests.SwigPyIterator___ne__(self, *args)
def __iadd__(self, *args): return _stattests.SwigPyIterator___iadd__(self, *args)
def __isub__(self, *args): return _stattests.SwigPyIterator___isub__(self, *args)
def __add__(self, *args): return _stattests.SwigPyIterator___add__(self, *args)
def __sub__(self, *args): return _stattests.SwigPyIterator___sub__(self, *args)
def __iter__(self): return self
SwigPyIterator_swigregister = _stattests.SwigPyIterator_swigregister
SwigPyIterator_swigregister(SwigPyIterator)
GCC_VERSION = _stattests.GCC_VERSION
class TestFailed:
"""TestFailed is used to raise an uniform exception in tests."""
__type = "TestFailed"
def __init__(self, reason=""):
self.reason = reason
def type(self):
return TestFailed.__type
def what(self):
return self.reason
def __str__(self):
return TestFailed.__type + ": " + self.reason
def __lshift__(self, ch):
self.reason += ch
return self
import openturns.base
import openturns.common
import openturns.wrapper
import openturns.typ
import openturns.statistics
import openturns.graph
import openturns.func
import openturns.geom
import openturns.diff
import openturns.optim
import openturns.solver
import openturns.algo
import openturns.experiment
import openturns.model_copula
class VisualTest(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, VisualTest, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, VisualTest, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined")
__repr__ = _swig_repr
__swig_getmethods__["DrawEmpiricalCDF"] = lambda x: _stattests.VisualTest_DrawEmpiricalCDF
if _newclass:DrawEmpiricalCDF = staticmethod(_stattests.VisualTest_DrawEmpiricalCDF)
__swig_getmethods__["DrawHistogram"] = lambda x: _stattests.VisualTest_DrawHistogram
if _newclass:DrawHistogram = staticmethod(_stattests.VisualTest_DrawHistogram)
def DrawQQplot(*args):
"""
Draw a QQ-plot as an OpenTURNS :class:`~openturns.Graph`.
Parameters
----------
sample : :class:`~openturns.NumericalSample`
Tested sample.
tested_quantity : :class:`~openturns.Distribution` or :class:`~openturns.NumericalSample`
Tested model or sample.
n_points : int, if `tested_quantity` is a :class:`~openturns.NumericalSample`
The number of points that is used for interpolating the empirical CDF of
the two samples (with possibly different sizes).
It will default to `DistributionImplementation-DefaultPointNumber` from
the :class:`~openturns.ResourceMap`.
Notes
-----
The QQ-plot is a visual fitting test for univariate distributions. It
opposes the sample quantiles to those of the tested quantity (either a
distribution or another sample) by plotting the following points could:
.. math::
\\left(x^{(i)},
\\bullet\\left[\\widehat{F}\\left(x^{(i)}\\right)\\right]
\\right), \\quad i = 1, \\ldots, m
where :math:`\\widehat{F}` denotes the empirical CDF of the (first) tested
sample and :math:`\\bullet` denotes either the quantile function of the tested
distribution or the empirical quantile function of the second tested sample.
If the given sample fits to the tested distribution or sample, then the points
should be close to be aligned (up to the uncertainty associated with the
estimation of the empirical probabilities) with the **first bissector** whose
equation reads:
.. math::
y = x, \\quad x \\in \\Rset
Examples
--------
>>> import openturns as ot
>>> from openturns.viewer import View
Generate a random sample from a Normal distribution:
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Weibull(2., .5)
>>> sample = distribution.getSample(30)
>>> sample.setDescription(['Sample'])
Draw a QQ-plot against a given (inferred) distribution:
>>> tested_distribution = ot.WeibullFactory().build(sample)
>>> QQ_plot = ot.VisualTest_DrawQQplot(sample, tested_distribution)
>>> View(QQ_plot).show()
Draw a two-sample QQ-plot:
>>> another_sample = distribution.getSample(50)
>>> another_sample.setDescription(['Another sample'])
>>> QQ_plot = ot.VisualTest_DrawQQplot(sample, another_sample)
>>> View(QQ_plot).show()
"""
return _stattests.VisualTest_DrawQQplot(*args)
if _newclass:DrawQQplot = staticmethod(DrawQQplot)
__swig_getmethods__["DrawQQplot"] = lambda x: DrawQQplot
def DrawHenryLine(*args):
"""
Draw an Henry plot as an OpenTURNS :class:`~openturns.Graph`.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested (univariate) sample.
normal_distribution : :class:`~openturns.Normal`, optional
Tested (univariate) normal distribution.
If not given, this will build a :class:`~openturns.Normal` distribution
from the given sample using the :class:`~openturns.NormalFactory`.
Notes
-----
The Henry plot is a visual fitting test for the normal distribution. It
opposes the sample quantiles to those of the standard normal distribution
(the one with zero mean and unit variance) by plotting the following points
could:
.. math::
\\left(x^{(i)},
\\Phi^{-1}\\left[\\widehat{F}\\left(x^{(i)}\\right)\\right]
\\right), \\quad i = 1, \\ldots, m
where :math:`\\widehat{F}` denotes the empirical CDF of the sample and
:math:`\\Phi^{-1}` denotes the quantile function of the standard normal
distribution.
If the given sample fits to the tested normal distribution (with mean
:math:`\\mu` and standard deviation :math:`\\sigma`), then the points should be
close to be aligned (up to the uncertainty associated with the estimation
of the empirical probabilities) on the **Henry line** whose equation reads:
.. math::
y = \\frac{x - \\mu}{\\sigma}, \\quad x \\in \\Rset
The Henry plot is a special case of the more general QQ-plot.
See Also
--------
VisualTest_DrawQQplot, FittingTest_Kolmogorov
Examples
--------
>>> import openturns as ot
>>> from openturns.viewer import View
Generate a random sample from a Normal distribution:
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal(2., .5)
>>> sample = distribution.getSample(30)
Draw an Henry plot against a given (wrong) Normal distribution:
>>> henry_graph = ot.VisualTest_DrawHenryLine(sample, distribution)
>>> henry_graph.setTitle('Henry plot against given %s' % ot.Normal(3., 1.))
>>> View(henry_graph).show()
Draw an Henry plot against an inferred Normal distribution:
>>> henry_graph = ot.VisualTest_DrawHenryLine(sample)
>>> henry_graph.setTitle('Henry plot against inferred Normal distribution')
>>> View(henry_graph).show()
"""
return _stattests.VisualTest_DrawHenryLine(*args)
if _newclass:DrawHenryLine = staticmethod(DrawHenryLine)
__swig_getmethods__["DrawHenryLine"] = lambda x: DrawHenryLine
__swig_getmethods__["DrawClouds"] = lambda x: _stattests.VisualTest_DrawClouds
if _newclass:DrawClouds = staticmethod(_stattests.VisualTest_DrawClouds)
__swig_getmethods__["DrawLinearModel"] = lambda x: _stattests.VisualTest_DrawLinearModel
if _newclass:DrawLinearModel = staticmethod(_stattests.VisualTest_DrawLinearModel)
__swig_getmethods__["DrawLinearModelResidual"] = lambda x: _stattests.VisualTest_DrawLinearModelResidual
if _newclass:DrawLinearModelResidual = staticmethod(_stattests.VisualTest_DrawLinearModelResidual)
__swig_getmethods__["DrawCobWeb"] = lambda x: _stattests.VisualTest_DrawCobWeb
if _newclass:DrawCobWeb = staticmethod(_stattests.VisualTest_DrawCobWeb)
__swig_getmethods__["DrawKendallPlot"] = lambda x: _stattests.VisualTest_DrawKendallPlot
if _newclass:DrawKendallPlot = staticmethod(_stattests.VisualTest_DrawKendallPlot)
__swig_destroy__ = _stattests.delete_VisualTest
__del__ = lambda self : None;
VisualTest_swigregister = _stattests.VisualTest_swigregister
VisualTest_swigregister(VisualTest)
def VisualTest_DrawEmpiricalCDF(*args):
return _stattests.VisualTest_DrawEmpiricalCDF(*args)
VisualTest_DrawEmpiricalCDF = _stattests.VisualTest_DrawEmpiricalCDF
def VisualTest_DrawHistogram(*args):
return _stattests.VisualTest_DrawHistogram(*args)
VisualTest_DrawHistogram = _stattests.VisualTest_DrawHistogram
def VisualTest_DrawQQplot(*args):
"""
Draw a QQ-plot as an OpenTURNS :class:`~openturns.Graph`.
Parameters
----------
sample : :class:`~openturns.NumericalSample`
Tested sample.
tested_quantity : :class:`~openturns.Distribution` or :class:`~openturns.NumericalSample`
Tested model or sample.
n_points : int, if `tested_quantity` is a :class:`~openturns.NumericalSample`
The number of points that is used for interpolating the empirical CDF of
the two samples (with possibly different sizes).
It will default to `DistributionImplementation-DefaultPointNumber` from
the :class:`~openturns.ResourceMap`.
Notes
-----
The QQ-plot is a visual fitting test for univariate distributions. It
opposes the sample quantiles to those of the tested quantity (either a
distribution or another sample) by plotting the following points could:
.. math::
\\left(x^{(i)},
\\bullet\\left[\\widehat{F}\\left(x^{(i)}\\right)\\right]
\\right), \\quad i = 1, \\ldots, m
where :math:`\\widehat{F}` denotes the empirical CDF of the (first) tested
sample and :math:`\\bullet` denotes either the quantile function of the tested
distribution or the empirical quantile function of the second tested sample.
If the given sample fits to the tested distribution or sample, then the points
should be close to be aligned (up to the uncertainty associated with the
estimation of the empirical probabilities) with the **first bissector** whose
equation reads:
.. math::
y = x, \\quad x \\in \\Rset
Examples
--------
>>> import openturns as ot
>>> from openturns.viewer import View
Generate a random sample from a Normal distribution:
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Weibull(2., .5)
>>> sample = distribution.getSample(30)
>>> sample.setDescription(['Sample'])
Draw a QQ-plot against a given (inferred) distribution:
>>> tested_distribution = ot.WeibullFactory().build(sample)
>>> QQ_plot = ot.VisualTest_DrawQQplot(sample, tested_distribution)
>>> View(QQ_plot).show()
Draw a two-sample QQ-plot:
>>> another_sample = distribution.getSample(50)
>>> another_sample.setDescription(['Another sample'])
>>> QQ_plot = ot.VisualTest_DrawQQplot(sample, another_sample)
>>> View(QQ_plot).show()
"""
return _stattests.VisualTest_DrawQQplot(*args)
def VisualTest_DrawHenryLine(*args):
"""
Draw an Henry plot as an OpenTURNS :class:`~openturns.Graph`.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested (univariate) sample.
normal_distribution : :class:`~openturns.Normal`, optional
Tested (univariate) normal distribution.
If not given, this will build a :class:`~openturns.Normal` distribution
from the given sample using the :class:`~openturns.NormalFactory`.
Notes
-----
The Henry plot is a visual fitting test for the normal distribution. It
opposes the sample quantiles to those of the standard normal distribution
(the one with zero mean and unit variance) by plotting the following points
could:
.. math::
\\left(x^{(i)},
\\Phi^{-1}\\left[\\widehat{F}\\left(x^{(i)}\\right)\\right]
\\right), \\quad i = 1, \\ldots, m
where :math:`\\widehat{F}` denotes the empirical CDF of the sample and
:math:`\\Phi^{-1}` denotes the quantile function of the standard normal
distribution.
If the given sample fits to the tested normal distribution (with mean
:math:`\\mu` and standard deviation :math:`\\sigma`), then the points should be
close to be aligned (up to the uncertainty associated with the estimation
of the empirical probabilities) on the **Henry line** whose equation reads:
.. math::
y = \\frac{x - \\mu}{\\sigma}, \\quad x \\in \\Rset
The Henry plot is a special case of the more general QQ-plot.
See Also
--------
VisualTest_DrawQQplot, FittingTest_Kolmogorov
Examples
--------
>>> import openturns as ot
>>> from openturns.viewer import View
Generate a random sample from a Normal distribution:
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal(2., .5)
>>> sample = distribution.getSample(30)
Draw an Henry plot against a given (wrong) Normal distribution:
>>> henry_graph = ot.VisualTest_DrawHenryLine(sample, distribution)
>>> henry_graph.setTitle('Henry plot against given %s' % ot.Normal(3., 1.))
>>> View(henry_graph).show()
Draw an Henry plot against an inferred Normal distribution:
>>> henry_graph = ot.VisualTest_DrawHenryLine(sample)
>>> henry_graph.setTitle('Henry plot against inferred Normal distribution')
>>> View(henry_graph).show()
"""
return _stattests.VisualTest_DrawHenryLine(*args)
def VisualTest_DrawClouds(*args):
return _stattests.VisualTest_DrawClouds(*args)
VisualTest_DrawClouds = _stattests.VisualTest_DrawClouds
def VisualTest_DrawLinearModel(*args):
return _stattests.VisualTest_DrawLinearModel(*args)
VisualTest_DrawLinearModel = _stattests.VisualTest_DrawLinearModel
def VisualTest_DrawLinearModelResidual(*args):
return _stattests.VisualTest_DrawLinearModelResidual(*args)
VisualTest_DrawLinearModelResidual = _stattests.VisualTest_DrawLinearModelResidual
def VisualTest_DrawCobWeb(*args):
return _stattests.VisualTest_DrawCobWeb(*args)
VisualTest_DrawCobWeb = _stattests.VisualTest_DrawCobWeb
def VisualTest_DrawKendallPlot(*args):
return _stattests.VisualTest_DrawKendallPlot(*args)
VisualTest_DrawKendallPlot = _stattests.VisualTest_DrawKendallPlot
class FittingTest(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, FittingTest, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, FittingTest, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined")
__repr__ = _swig_repr
def BestModelBIC(*args):
"""
Select the best model according to the Bayesian information criterion.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
See Also
--------
FittingTest_BIC
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()]
>>> best_model = ot.FittingTest_BestModelBIC(sample, tested_distributions)
>>> print(best_model)
Normal(mu = -0.0944924, sigma = 0.989808)
"""
return _stattests.FittingTest_BestModelBIC(*args)
if _newclass:BestModelBIC = staticmethod(BestModelBIC)
__swig_getmethods__["BestModelBIC"] = lambda x: BestModelBIC
def BestModelKolmogorov(*args):
"""
Select the best model according to the Kolmogorov goodness-of-fit test.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
best_result : :class:`~openturns.TestResult`
Best test result.
See Also
--------
FittingTest_Kolmogorov
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()]
>>> best_model, best_result = ot.FittingTest_BestModelKolmogorov(sample, tested_distributions)
>>> print(best_model)
Normal(mu = -0.0944924, sigma = 0.989808)
"""
return _stattests.FittingTest_BestModelKolmogorov(*args)
if _newclass:BestModelKolmogorov = staticmethod(BestModelKolmogorov)
__swig_getmethods__["BestModelKolmogorov"] = lambda x: BestModelKolmogorov
def BestModelChiSquared(*args):
"""
Select the best model according to the :math:`\\chi^2` goodness-of-fit test.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
best_result : :class:`~openturns.TestResult`
Best test result.
See Also
--------
FittingTest_ChiSquared
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Poisson()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.PoissonFactory(), ot.UserDefinedFactory()]
>>> best_model = ot.FittingTest_BestModelBIC(sample, tested_distributions)
>>> print(best_model)
Poisson(lambda = 1.06667)
"""
return _stattests.FittingTest_BestModelChiSquared(*args)
if _newclass:BestModelChiSquared = staticmethod(BestModelChiSquared)
__swig_getmethods__["BestModelChiSquared"] = lambda x: BestModelChiSquared
def BIC(*args):
"""
Compute the Bayesian information criterion.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
BIC : float
The Bayesian information criterion.
Notes
-----
The Bayesian information criterion is defined as follows:
.. math::
{\\rm BIC} = \\frac{1}{m}
\\left(- 2 \\log L(\\vect{x}^{(i)}, i = 1, \\ldots, m)
+ k \\log m\\right)
where :math:`\\log L` denotes the log-likelihood of the sample with respect to
the given distribution, and :math:`k` denotes the number of estimated
parameters in the distribution.
This is used for model selection.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_BIC(sample, distribution)
2.7938693005063415
>>> ot.FittingTest_BIC(sample, distribution, 2)
3.0206157926171517
>>> ot.FittingTest_BIC(sample, ot.NormalFactory())
3.0108025506670955
"""
return _stattests.FittingTest_BIC(*args)
if _newclass:BIC = staticmethod(BIC)
__swig_getmethods__["BIC"] = lambda x: BIC
def Kolmogorov(*args):
"""
Perform a Kolmogorov goodness-of-fit test for 1-d continuous distributions.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
level : float, :math:`0 \\leq {\\rm level} \\leq 1`, optional
This is the value such that :math:`\\alpha = 1 - {\\rm level}` is the risk of
committing a Type I error, that is an incorrect rejection of a true
null hypothesis.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
test_result : :class:`~openturns.TestResult`
Test result.
Raises
------
TypeError : If the distribution is not continuous or if the sample is
multivariate.
Notes
-----
The present implementation of the Kolmogorov goodness-of-fit test is
two-sided. This uses an external C implementation of the Kolmogorov cumulative
distribution function by [Simard2010]_.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_Kolmogorov(sample, ot.NormalFactory(), .99)
class=TestResult name=Unnamed type=KolmogorovDistribution binaryQualityMeasure=true p-value threshold=0.01 p-value=0.846896 description=[Normal(mu = -0.0944924, sigma = 0.989808) vs sample Normal]
"""
return _stattests.FittingTest_Kolmogorov(*args)
if _newclass:Kolmogorov = staticmethod(Kolmogorov)
__swig_getmethods__["Kolmogorov"] = lambda x: Kolmogorov
def ChiSquared(*args):
"""
Perform a :math:`\\chi^2` goodness-of-fit test for 1-d discrete distributions.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
level : float, :math:`0 \\leq {\\rm level} \\leq 1`, optional
This the value such that :math:`\\alpha = 1 - {\\rm level}` is the risk of
committing a Type I error, that is an incorrect rejection of a true
null hypothesis.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
test_result : :class:`~openturns.TestResult`
Test result.
Raises
------
TypeError : If the distribution is not discrete or if the sample is
multivariate.
Notes
-----
This is an interface to the `chisq.test function from the
'stats' R package <http://stat.ethz.ch/R-manual/R-patched/library/stats/html/chisq.test.html>`_.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Poisson()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_ChiSquared(sample, ot.PoissonFactory(), .99)
class=TestResult name=Unnamed type=ChiSquaredPoisson binaryQualityMeasure=true p-value threshold=0.01 p-value=0.606136 description=[]
"""
return _stattests.FittingTest_ChiSquared(*args)
if _newclass:ChiSquared = staticmethod(ChiSquared)
__swig_getmethods__["ChiSquared"] = lambda x: ChiSquared
__swig_destroy__ = _stattests.delete_FittingTest
__del__ = lambda self : None;
FittingTest_swigregister = _stattests.FittingTest_swigregister
FittingTest_swigregister(FittingTest)
def FittingTest_BestModelBIC(*args):
"""
Select the best model according to the Bayesian information criterion.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
See Also
--------
FittingTest_BIC
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()]
>>> best_model = ot.FittingTest_BestModelBIC(sample, tested_distributions)
>>> print(best_model)
Normal(mu = -0.0944924, sigma = 0.989808)
"""
return _stattests.FittingTest_BestModelBIC(*args)
def FittingTest_BestModelKolmogorov(*args):
"""
Select the best model according to the Kolmogorov goodness-of-fit test.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
best_result : :class:`~openturns.TestResult`
Best test result.
See Also
--------
FittingTest_Kolmogorov
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()]
>>> best_model, best_result = ot.FittingTest_BestModelKolmogorov(sample, tested_distributions)
>>> print(best_model)
Normal(mu = -0.0944924, sigma = 0.989808)
"""
return _stattests.FittingTest_BestModelKolmogorov(*args)
def FittingTest_BestModelChiSquared(*args):
"""
Select the best model according to the :math:`\\chi^2` goodness-of-fit test.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
models : list of :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distributions.
Returns
-------
best_model : :class:`~openturns.Distribution`
The best distribution for the sample according to Bayesian information
criterion.
This may raise a warning if the best model does not perform well.
best_result : :class:`~openturns.TestResult`
Best test result.
See Also
--------
FittingTest_ChiSquared
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Poisson()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.PoissonFactory(), ot.UserDefinedFactory()]
>>> best_model = ot.FittingTest_BestModelBIC(sample, tested_distributions)
>>> print(best_model)
Poisson(lambda = 1.06667)
"""
return _stattests.FittingTest_BestModelChiSquared(*args)
def FittingTest_BIC(*args):
"""
Compute the Bayesian information criterion.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
BIC : float
The Bayesian information criterion.
Notes
-----
The Bayesian information criterion is defined as follows:
.. math::
{\\rm BIC} = \\frac{1}{m}
\\left(- 2 \\log L(\\vect{x}^{(i)}, i = 1, \\ldots, m)
+ k \\log m\\right)
where :math:`\\log L` denotes the log-likelihood of the sample with respect to
the given distribution, and :math:`k` denotes the number of estimated
parameters in the distribution.
This is used for model selection.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_BIC(sample, distribution)
2.7938693005063415
>>> ot.FittingTest_BIC(sample, distribution, 2)
3.0206157926171517
>>> ot.FittingTest_BIC(sample, ot.NormalFactory())
3.0108025506670955
"""
return _stattests.FittingTest_BIC(*args)
def FittingTest_Kolmogorov(*args):
"""
Perform a Kolmogorov goodness-of-fit test for 1-d continuous distributions.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
level : float, :math:`0 \\leq {\\rm level} \\leq 1`, optional
This is the value such that :math:`\\alpha = 1 - {\\rm level}` is the risk of
committing a Type I error, that is an incorrect rejection of a true
null hypothesis.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
test_result : :class:`~openturns.TestResult`
Test result.
Raises
------
TypeError : If the distribution is not continuous or if the sample is
multivariate.
Notes
-----
The present implementation of the Kolmogorov goodness-of-fit test is
two-sided. This uses an external C implementation of the Kolmogorov cumulative
distribution function by [Simard2010]_.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_Kolmogorov(sample, ot.NormalFactory(), .99)
class=TestResult name=Unnamed type=KolmogorovDistribution binaryQualityMeasure=true p-value threshold=0.01 p-value=0.846896 description=[Normal(mu = -0.0944924, sigma = 0.989808) vs sample Normal]
"""
return _stattests.FittingTest_Kolmogorov(*args)
def FittingTest_ChiSquared(*args):
"""
Perform a :math:`\\chi^2` goodness-of-fit test for 1-d discrete distributions.
Parameters
----------
sample : :class:`~openturns.NumericalSample` or 2d array, list or tuple
Tested sample.
model : :class:`~openturns.Distribution` or :class:`~openturns.DistributionFactory`
Tested distribution.
level : float, :math:`0 \\leq {\\rm level} \\leq 1`, optional
This the value such that :math:`\\alpha = 1 - {\\rm level}` is the risk of
committing a Type I error, that is an incorrect rejection of a true
null hypothesis.
n_parameters : int, :math:`0 \\leq k`, optional
The number of parameters in the distribution that have been estimated from
the sample.
This parameter must not be provided if a :class:`~openturns.DistributionFactory`
was provided as the second argument (it will internally be set to the
number of parameters estimated by the :class:`~openturns.DistributionFactory`).
It can be specified if a :class:`~openturns.Distribution` was provided
as the second argument, but if it is not, it will be set equal to 0.
Returns
-------
test_result : :class:`~openturns.TestResult`
Test result.
Raises
------
TypeError : If the distribution is not discrete or if the sample is
multivariate.
Notes
-----
This is an interface to the `chisq.test function from the
'stats' R package <http://stat.ethz.ch/R-manual/R-patched/library/stats/html/chisq.test.html>`_.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Poisson()
>>> sample = distribution.getSample(30)
>>> ot.FittingTest_ChiSquared(sample, ot.PoissonFactory(), .99)
class=TestResult name=Unnamed type=ChiSquaredPoisson binaryQualityMeasure=true p-value threshold=0.01 p-value=0.606136 description=[]
"""
return _stattests.FittingTest_ChiSquared(*args)
class HypothesisTest(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, HypothesisTest, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, HypothesisTest, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined")
__repr__ = _swig_repr
__swig_getmethods__["ChiSquared"] = lambda x: _stattests.HypothesisTest_ChiSquared
if _newclass:ChiSquared = staticmethod(_stattests.HypothesisTest_ChiSquared)
__swig_getmethods__["Pearson"] = lambda x: _stattests.HypothesisTest_Pearson
if _newclass:Pearson = staticmethod(_stattests.HypothesisTest_Pearson)
__swig_getmethods__["Smirnov"] = lambda x: _stattests.HypothesisTest_Smirnov
if _newclass:Smirnov = staticmethod(_stattests.HypothesisTest_Smirnov)
__swig_getmethods__["Spearman"] = lambda x: _stattests.HypothesisTest_Spearman
if _newclass:Spearman = staticmethod(_stattests.HypothesisTest_Spearman)
__swig_getmethods__["PartialPearson"] = lambda x: _stattests.HypothesisTest_PartialPearson
if _newclass:PartialPearson = staticmethod(_stattests.HypothesisTest_PartialPearson)
__swig_getmethods__["PartialRegression"] = lambda x: _stattests.HypothesisTest_PartialRegression
if _newclass:PartialRegression = staticmethod(_stattests.HypothesisTest_PartialRegression)
__swig_getmethods__["PartialSpearman"] = lambda x: _stattests.HypothesisTest_PartialSpearman
if _newclass:PartialSpearman = staticmethod(_stattests.HypothesisTest_PartialSpearman)
__swig_getmethods__["FullPearson"] = lambda x: _stattests.HypothesisTest_FullPearson
if _newclass:FullPearson = staticmethod(_stattests.HypothesisTest_FullPearson)
__swig_getmethods__["FullRegression"] = lambda x: _stattests.HypothesisTest_FullRegression
if _newclass:FullRegression = staticmethod(_stattests.HypothesisTest_FullRegression)
__swig_getmethods__["FullSpearman"] = lambda x: _stattests.HypothesisTest_FullSpearman
if _newclass:FullSpearman = staticmethod(_stattests.HypothesisTest_FullSpearman)
__swig_destroy__ = _stattests.delete_HypothesisTest
__del__ = lambda self : None;
HypothesisTest_swigregister = _stattests.HypothesisTest_swigregister
HypothesisTest_swigregister(HypothesisTest)
def HypothesisTest_ChiSquared(*args):
return _stattests.HypothesisTest_ChiSquared(*args)
HypothesisTest_ChiSquared = _stattests.HypothesisTest_ChiSquared
def HypothesisTest_Pearson(*args):
return _stattests.HypothesisTest_Pearson(*args)
HypothesisTest_Pearson = _stattests.HypothesisTest_Pearson
def HypothesisTest_Smirnov(*args):
return _stattests.HypothesisTest_Smirnov(*args)
HypothesisTest_Smirnov = _stattests.HypothesisTest_Smirnov
def HypothesisTest_Spearman(*args):
return _stattests.HypothesisTest_Spearman(*args)
HypothesisTest_Spearman = _stattests.HypothesisTest_Spearman
def HypothesisTest_PartialPearson(*args):
return _stattests.HypothesisTest_PartialPearson(*args)
HypothesisTest_PartialPearson = _stattests.HypothesisTest_PartialPearson
def HypothesisTest_PartialRegression(*args):
return _stattests.HypothesisTest_PartialRegression(*args)
HypothesisTest_PartialRegression = _stattests.HypothesisTest_PartialRegression
def HypothesisTest_PartialSpearman(*args):
return _stattests.HypothesisTest_PartialSpearman(*args)
HypothesisTest_PartialSpearman = _stattests.HypothesisTest_PartialSpearman
def HypothesisTest_FullPearson(*args):
return _stattests.HypothesisTest_FullPearson(*args)
HypothesisTest_FullPearson = _stattests.HypothesisTest_FullPearson
def HypothesisTest_FullRegression(*args):
return _stattests.HypothesisTest_FullRegression(*args)
HypothesisTest_FullRegression = _stattests.HypothesisTest_FullRegression
def HypothesisTest_FullSpearman(*args):
return _stattests.HypothesisTest_FullSpearman(*args)
HypothesisTest_FullSpearman = _stattests.HypothesisTest_FullSpearman
class LinearModelTest(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, LinearModelTest, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, LinearModelTest, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined")
__repr__ = _swig_repr
__swig_getmethods__["LinearModelAdjustedRSquared"] = lambda x: _stattests.LinearModelTest_LinearModelAdjustedRSquared
if _newclass:LinearModelAdjustedRSquared = staticmethod(_stattests.LinearModelTest_LinearModelAdjustedRSquared)
__swig_getmethods__["LinearModelFisher"] = lambda x: _stattests.LinearModelTest_LinearModelFisher
if _newclass:LinearModelFisher = staticmethod(_stattests.LinearModelTest_LinearModelFisher)
__swig_getmethods__["LinearModelResidualMean"] = lambda x: _stattests.LinearModelTest_LinearModelResidualMean
if _newclass:LinearModelResidualMean = staticmethod(_stattests.LinearModelTest_LinearModelResidualMean)
__swig_getmethods__["LinearModelRSquared"] = lambda x: _stattests.LinearModelTest_LinearModelRSquared
if _newclass:LinearModelRSquared = staticmethod(_stattests.LinearModelTest_LinearModelRSquared)
__swig_destroy__ = _stattests.delete_LinearModelTest
__del__ = lambda self : None;
LinearModelTest_swigregister = _stattests.LinearModelTest_swigregister
LinearModelTest_swigregister(LinearModelTest)
def LinearModelTest_LinearModelAdjustedRSquared(*args):
return _stattests.LinearModelTest_LinearModelAdjustedRSquared(*args)
LinearModelTest_LinearModelAdjustedRSquared = _stattests.LinearModelTest_LinearModelAdjustedRSquared
def LinearModelTest_LinearModelFisher(*args):
return _stattests.LinearModelTest_LinearModelFisher(*args)
LinearModelTest_LinearModelFisher = _stattests.LinearModelTest_LinearModelFisher
def LinearModelTest_LinearModelResidualMean(*args):
return _stattests.LinearModelTest_LinearModelResidualMean(*args)
LinearModelTest_LinearModelResidualMean = _stattests.LinearModelTest_LinearModelResidualMean
def LinearModelTest_LinearModelRSquared(*args):
return _stattests.LinearModelTest_LinearModelRSquared(*args)
LinearModelTest_LinearModelRSquared = _stattests.LinearModelTest_LinearModelRSquared
class NormalityTest(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, NormalityTest, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, NormalityTest, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined")
__repr__ = _swig_repr
__swig_getmethods__["AndersonDarlingNormal"] = lambda x: _stattests.NormalityTest_AndersonDarlingNormal
if _newclass:AndersonDarlingNormal = staticmethod(_stattests.NormalityTest_AndersonDarlingNormal)
__swig_getmethods__["CramerVonMisesNormal"] = lambda x: _stattests.NormalityTest_CramerVonMisesNormal
if _newclass:CramerVonMisesNormal = staticmethod(_stattests.NormalityTest_CramerVonMisesNormal)
__swig_destroy__ = _stattests.delete_NormalityTest
__del__ = lambda self : None;
NormalityTest_swigregister = _stattests.NormalityTest_swigregister
NormalityTest_swigregister(NormalityTest)
def NormalityTest_AndersonDarlingNormal(*args):
return _stattests.NormalityTest_AndersonDarlingNormal(*args)
NormalityTest_AndersonDarlingNormal = _stattests.NormalityTest_AndersonDarlingNormal
def NormalityTest_CramerVonMisesNormal(*args):
return _stattests.NormalityTest_CramerVonMisesNormal(*args)
NormalityTest_CramerVonMisesNormal = _stattests.NormalityTest_CramerVonMisesNormal
class DickeyFullerTest(openturns.common.PersistentObject):
__swig_setmethods__ = {}
for _s in [openturns.common.PersistentObject]: __swig_setmethods__.update(getattr(_s,'__swig_setmethods__',{}))
__setattr__ = lambda self, name, value: _swig_setattr(self, DickeyFullerTest, name, value)
__swig_getmethods__ = {}
for _s in [openturns.common.PersistentObject]: __swig_getmethods__.update(getattr(_s,'__swig_getmethods__',{}))
__getattr__ = lambda self, name: _swig_getattr(self, DickeyFullerTest, name)
__repr__ = _swig_repr
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _stattests.DickeyFullerTest_getClassName(self)
def testUnitRootInDriftAndLinearTrendModel(self, level=0.95): return _stattests.DickeyFullerTest_testUnitRootInDriftAndLinearTrendModel(self, level)
def testUnitRootInDriftModel(self, level=0.95): return _stattests.DickeyFullerTest_testUnitRootInDriftModel(self, level)
def testUnitRootInAR1Model(self, level=0.95): return _stattests.DickeyFullerTest_testUnitRootInAR1Model(self, level)
def runStrategy(self, level=0.95): return _stattests.DickeyFullerTest_runStrategy(self, level)
def testUnitRootAndNoLinearTrendInDriftAndLinearTrendModel(self, level=0.95): return _stattests.DickeyFullerTest_testUnitRootAndNoLinearTrendInDriftAndLinearTrendModel(self, level)
def testNoUnitRootAndNoLinearTrendInDriftAndLinearTrendModel(self, level=0.95): return _stattests.DickeyFullerTest_testNoUnitRootAndNoLinearTrendInDriftAndLinearTrendModel(self, level)
def testUnitRootAndNoDriftInDriftModel(self, level=0.95): return _stattests.DickeyFullerTest_testUnitRootAndNoDriftInDriftModel(self, level)
def testNoUnitRootAndNoDriftInDriftModel(self, level=0.95): return _stattests.DickeyFullerTest_testNoUnitRootAndNoDriftInDriftModel(self, level)
def setVerbose(self, *args): return _stattests.DickeyFullerTest_setVerbose(self, *args)
def getVerbose(self): return _stattests.DickeyFullerTest_getVerbose(self)
def __init__(self, *args):
this = _stattests.new_DickeyFullerTest(*args)
try: self.this.append(this)
except: self.this = this
__swig_destroy__ = _stattests.delete_DickeyFullerTest
__del__ = lambda self : None;
DickeyFullerTest_swigregister = _stattests.DickeyFullerTest_swigregister
DickeyFullerTest_swigregister(DickeyFullerTest)
# This file is compatible with both classic and new-style classes.
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