def test_fixed_lmbda(self):
np.random.seed(12345)
x = stats.loggamma.rvs(5, size=50) + 5
xt = stats.boxcox(x, lmbda=1)
assert_allclose(xt, x - 1)
xt = stats.boxcox(x, lmbda=-1)
assert_allclose(xt, 1 - 1/x)
xt = stats.boxcox(x, lmbda=0)
assert_allclose(xt, np.log(x))
# Also test that array_like input works
xt = stats.boxcox(list(x), lmbda=0)
assert_allclose(xt, np.log(x))
def test_fixed_lmbda(self):
np.random.seed(12345)
x = stats.loggamma.rvs(5, size=50) + 5
xt = stats.boxcox(x, lmbda=1)
assert_allclose(xt, x - 1)
xt = stats.boxcox(x, lmbda=-1)
assert_allclose(xt, 1 - 1 / x)
xt = stats.boxcox(x, lmbda=0)
assert_allclose(xt, np.log(x))
# Also test that array_like input works
xt = stats.boxcox(list(x), lmbda=0)
assert_allclose(xt, np.log(x))
def test_mle(self):
maxlog = stats.boxcox_normmax(self.x, method='mle')
assert_allclose(maxlog, 1.758101, rtol=1e-6)
# Check that boxcox() uses 'mle'
_, maxlog_boxcox = stats.boxcox(self.x)
assert_allclose(maxlog_boxcox, maxlog)
def test_alpha(self):
np.random.seed(1234)
x = stats.loggamma.rvs(5, size=50) + 5
# Some regular values for alpha, on a small sample size
_, _, interval = stats.boxcox(x, alpha=0.75)
assert_allclose(interval, [4.004485780226041, 5.138756355035744])
_, _, interval = stats.boxcox(x, alpha=0.05)
assert_allclose(interval, [1.2138178554857557, 8.209033272375663])
# Try some extreme values, see we don't hit the N=500 limit
x = stats.loggamma.rvs(7, size=500) + 15
_, _, interval = stats.boxcox(x, alpha=0.001)
assert_allclose(interval, [0.3988867, 11.40553131])
_, _, interval = stats.boxcox(x, alpha=0.999)
assert_allclose(interval, [5.83316246, 5.83735292])
def test_mle(self):
maxlog = stats.boxcox_normmax(self.x, method='mle')
assert_allclose(maxlog, 1.758101, rtol=1e-6)
# Check that boxcox() uses 'mle'
_, maxlog_boxcox = stats.boxcox(self.x)
assert_allclose(maxlog_boxcox, maxlog)
def test_alpha(self):
np.random.seed(1234)
x = stats.loggamma.rvs(5, size=50) + 5
# Some regular values for alpha, on a small sample size
_, _, interval = stats.boxcox(x, alpha=0.75)
assert_allclose(interval, [4.004485780226041, 5.138756355035744])
_, _, interval = stats.boxcox(x, alpha=0.05)
assert_allclose(interval, [1.2138178554857557, 8.209033272375663])
# Try some extreme values, see we don't hit the N=500 limit
x = stats.loggamma.rvs(7, size=500) + 15
_, _, interval = stats.boxcox(x, alpha=0.001)
assert_allclose(interval, [0.3988867, 11.40553131])
_, _, interval = stats.boxcox(x, alpha=0.999)
assert_allclose(interval, [5.83316246, 5.83735292])
def test_lmbda_None(self):
np.random.seed(1234567)
# Start from normal rv's, do inverse transform to check that
# optimization function gets close to the right answer.
np.random.seed(1245)
lmbda = 2.5
x = stats.norm.rvs(loc=10, size=50000)
x_inv = (x * lmbda + 1)**(-lmbda)
xt, maxlog = stats.boxcox(x_inv)
assert_almost_equal(maxlog, -1 / lmbda, decimal=2)
def test_lmbda_None(self):
np.random.seed(1234567)
# Start from normal rv's, do inverse transform to check that
# optimization function gets close to the right answer.
np.random.seed(1245)
lmbda = 2.5
x = stats.norm.rvs(loc=10, size=50000)
x_inv = (x * lmbda + 1)**(-lmbda)
xt, maxlog = stats.boxcox(x_inv)
assert_almost_equal(maxlog, -1 / lmbda, decimal=2)
def test_empty(self):
assert_(stats.boxcox([]).shape == (0,))
def test_empty(self):
assert_(stats.boxcox([]).shape == (0, ))
