Skip to main content

Nonparametric Test Statistics

Project description

PyNonpar

PyPI version Travis-CI Build Status codecov Codacy Badge

Test statistics based on ranks may lead to paradoxical results. A solution are so-called pseudo-ranks. This package provides a function to calculate pseudo-ranks which are used in nonparametric statistics for rank tests. For a definition and discussion of pseudo-ranks, see for example [1].

To install the package from PyPI, simply type

pip install PyNonpar

Table of Contents

Two-Sample Tests
Paired Two-Sample Tests
Multi-Sample Tests

Pseudo-Ranks

If there are ties (i.e., observations with the same value) in the data, then the pseudo-ranks have to be adjusted. There are the options 'minimum', 'maximum' and 'average'. It is recommended to use 'average' as for this adjusmtent, normalized empirical distribution functions are used. See the example for details on the usage of the function 'psrank'.

import PyNonpar
from PyNonpar import*

# some artificial data
x = [1, 1, 1, 1, 2, 3, 4, 5, 6]
group = ['C', 'C', 'B', 'B', 'B', 'A', 'C', 'A', 'C']

PyNonpar.pseudorank.psrank(x, group, ties_method = "average")

Nonparametric Test Statistics

Two-Sample Tests

  1. Asymptotic Wilcoxon-Mann-Whitney test: wilcoxon_mann_whitney_test()
  2. Brunner-Munzel test (Generalized Wilcoxon test): brunner_munzel_test()

The Hodges-Lehmann estimator can be calculated in a location shift model: hodges_lehmann(). The confidence interval for this estimator is only asymptotic and assumes continuous distributions.

1. Asymptotic Wilcoxon-Mann-Whitney test

import PyNonpar
from PyNonpar import*

x = [8,4,10,4,9,1,3,3,4,8]
y = [10,5,11,6,11,2,4,5,5,10]

PyNonpar.twosample.wilcoxon_mann_whitney_test(x, y, alternative="less", alpha = 0.05)

2. Brunner-Munzel test

import PyNonpar
from PyNonpar import*

x = [8,4,10,4,9,1,3,3,4,8]
y = [10,5,11,6,11,2,4,5,5,10]

PyNonpar.twosample.brunner_munzel_test(x, y, alternative="less", quantile = "t")
PyNonpar.twosample.brunner_munzel_test(x, y, alternative="less", quantile = "normal")

Paired Two-Sample Tests

1. Paired ranks test

The paired ranks test compares the marginal distributions F1 and F2. The Null hypothesis is H0: F1 = F2 (var_equal = True) or H0: p = 1/2 (var_equal = False). The two sided alternative is for both cases p != 1/2.

p = Probability(X_i < Y_j) + 1/2 * Probability(X_i = Y_j) for i != j where (X_i, Y_i), (X_j, Y_j) are paired observations.

import PyNonpar
from PyNonpar import*

x = [1, 2, 3, 4, 5, 7, 1, 1, 1]
y = [4, 6, 8, 7, 6, 5, 9, 1, 1]

PyNonpar.twosample_paired.paired_ranks_test(x, y, alternative="two.sided", var_equal=False, quantile="normal")

Multi-Sample Tests

  1. The Hettmansperger-Norton Test for Patterned Alternatives: hettmansperger_norton_test()
  2. Kruskal-Wallis test: kruskal_wallis_test()

1. The Hettmansperger-Norton Test for Patterned Alternatives

This package provides a function to calculate the Hettmansperger-Norton test for patterned alternatives using pseudo-ranks. Originally, this test was developed for ranks but this version was adapted to pseudo-ranks.

For the alternative, it is possible to use 'increasing' (i.e., trend = [1, 2, 3, ..., g]), 'decreasing' (i.e., trend = [g, g-1, g-2, ..., 1]) or 'custom' where the trend has to be specified manually. Note, that the trend is a list of length g where g is the number of groups.

import PyNonpar
from PyNonpar import*

# some artificial data
x = [1, 1, 1, 1, 2, 3, 4, 5, 6]
group = ['C', 'C', 'B', 'B', 'B', 'A', 'C', 'A', 'C']

PyNonpar.hettmansperger.hettmansperger_norton_test(x, group, alternative = "custom", trend = [1,3,2])

2. Kruskal-Wallis Test

import PyNonpar
from PyNonpar import*

# some artificial data
x = [1, 1, 1, 1, 2, 3, 4, 5, 6]
group = ['C', 'C', 'B', 'B', 'B', 'A', 'C', 'A', 'C']

# Using pseudo-ranks
PyNonpar.multisample.kruskal_wallis_test(x, group, pseudoranks = True)

# Using ranks
PyNonpar.multisample.kruskal_wallis_test(x, group, pseudoranks = False)

References

[1] Brunner, E., Bathke A. C. and Konietschke, F: Rank- and Pseudo-Rank Procedures in Factorial Designs - Using R and SAS, Springer Verlag, to appear.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for PyNonpar, version 0.0.5
Filename, size File type Python version Upload date Hashes
Filename, size PyNonpar-0.0.5-py3-none-any.whl (11.9 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size PyNonpar-0.0.5.tar.gz (9.6 kB) File type Source Python version None Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page