def __init__(self, y, regime, permutations=999):
ranks = rankdata(y, axis=0)
self.ranks = ranks
n, k = y.shape
ranks_d = ranks[:, list(range(1, k))] - ranks[:, list(range(k - 1))]
self.ranks_d = ranks_d
regimes = sp.unique(regime)
self.regimes = regimes
self.total = sum(abs(ranks_d))
self.max_total = sum([abs(i - n + i - 1) for i in range(1, n + 1)])
self._calc(regime)
self.theta = self._calc(regime)
self.permutations = permutations
if permutations:
np.perm = np.random.permutation
sim = np.array([self._calc(np.perm(regime)) for i in range(permutations)])
self.theta.shape = (1, len(self.theta))
sim = np.concatenate((self.theta, sim))
self.sim = sim
den = permutations + 1.0
self.pvalue_left = (sim <= sim[0]).sum(axis=0) / den
self.pvalue_right = (sim > sim[0]).sum(axis=0) / den
self.z = (sim[0] - sim.mean(axis=0)) / sim.std(axis=0)
def __init__(self, y, regime, permutations=999):
ranks = rankdata(y, axis=0)
self.ranks = ranks
n, k = y.shape
ranks_d = ranks[:, range(1, k)] - ranks[:, range(k - 1)]
self.ranks_d = ranks_d
regimes = sp.unique(regime)
self.regimes = regimes
self.total = sum(abs(ranks_d))
self.max_total = sum([abs(i - n + i - 1) for i in range(1, n + 1)])
self._calc(regime)
self.theta = self._calc(regime)
self.permutations = permutations
if permutations:
np.perm = np.random.permutation
sim = np.array([self._calc(
np.perm(regime)) for i in xrange(permutations)])
self.theta.shape = (1, len(self.theta))
sim = np.concatenate((self.theta, sim))
self.sim = sim
den = permutations + 1.
self.pvalue_left = (sim <= sim[0]).sum(axis=0) / den
self.pvalue_right = (sim > sim[0]).sum(axis=0) / den
self.z = (sim[0] - sim.mean(axis=0)) / sim.std(axis=0)