def test_against_ks_1samp(self, alternative, a):
# test that monte_carlo_test can reproduce pvalue of ks_1samp
rng = np.random.default_rng(65723433)
x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
expected = stats.ks_1samp(x, stats.norm.cdf, alternative=alternative)
def statistic1d(x):
return stats.ks_1samp(x,
stats.norm.cdf,
mode='asymp',
alternative=alternative).statistic
norm_rvs = self.rvs(stats.norm.rvs, rng)
res = monte_carlo_test(x,
norm_rvs,
statistic1d,
n_resamples=1000,
vectorized=False,
alternative=alternative)
assert_allclose(res.statistic, expected.statistic)
if alternative == 'greater':
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
elif alternative == 'less':
assert_allclose(1 - res.pvalue, expected.pvalue, atol=self.atol)
def test_batch(self):
# make sure that the `batch` parameter is respected by checking the
# maximum batch size provided in calls to `statistic`
rng = np.random.default_rng(23492340193)
x = rng.random(10)
def statistic(x, axis):
batch_size = 1 if x.ndim == 1 else len(x)
statistic.batch_size = max(batch_size, statistic.batch_size)
statistic.counter += 1
return stats.skewtest(x, axis=axis).statistic
statistic.counter = 0
statistic.batch_size = 0
kwds = {
'sample': x,
'statistic': statistic,
'n_resamples': 1000,
'vectorized': True
}
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
res1 = monte_carlo_test(batch=1, **kwds)
assert_equal(statistic.counter, 1001)
assert_equal(statistic.batch_size, 1)
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
statistic.counter = 0
res2 = monte_carlo_test(batch=50, **kwds)
assert_equal(statistic.counter, 21)
assert_equal(statistic.batch_size, 50)
kwds['rvs'] = self.rvs(stats.norm.rvs, np.random.default_rng(32842398))
statistic.counter = 0
res3 = monte_carlo_test(**kwds)
assert_equal(statistic.counter, 2)
assert_equal(statistic.batch_size, 1000)
assert_equal(res1.pvalue, res3.pvalue)
assert_equal(res2.pvalue, res3.pvalue)
def test_against_anderson(self, dist_name, i):
# test that monte_carlo_test can reproduce results of `anderson`. Note:
# `anderson` does not provide a p-value; it provides a list of
# significance levels and the associated critical value of the test
# statistic. `i` used to index this list.
# find the skewness for which the sample statistic matches one of the
# critical values provided by `stats.anderson`
def fun(a):
rng = np.random.default_rng(394295467)
x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
expected = stats.anderson(x, dist_name)
return expected.statistic - expected.critical_values[i]
with suppress_warnings() as sup:
sup.filter(RuntimeWarning)
sol = root(fun, x0=0)
assert (sol.success)
# get the significance level (p-value) associated with that critical
# value
a = sol.x[0]
rng = np.random.default_rng(394295467)
x = stats.tukeylambda.rvs(a, size=100, random_state=rng)
expected = stats.anderson(x, dist_name)
expected_stat = expected.statistic
expected_p = expected.significance_level[i] / 100
# perform equivalent Monte Carlo test and compare results
def statistic1d(x):
return stats.anderson(x, dist_name).statistic
dist_rvs = self.rvs(getattr(stats, dist_name).rvs, rng)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning)
res = monte_carlo_test(x,
dist_rvs,
statistic1d,
n_resamples=1000,
vectorized=False,
alternative='greater')
assert_allclose(res.statistic, expected_stat)
assert_allclose(res.pvalue, expected_p, atol=2 * self.atol)
def test_against_normaltest(self, a):
# test that monte_carlo_test can reproduce pvalue of normaltest
rng = np.random.default_rng(12340513)
x = stats.skewnorm.rvs(a=a, size=150, random_state=rng)
expected = stats.normaltest(x)
def statistic(x, axis):
return stats.normaltest(x, axis=axis).statistic
norm_rvs = self.rvs(stats.norm.rvs, rng)
res = monte_carlo_test(x,
norm_rvs,
statistic,
vectorized=True,
alternative='greater')
assert_allclose(res.statistic, expected.statistic)
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
def test_against_cramervonmises(self, a):
# test that monte_carlo_test can reproduce pvalue of cramervonmises
rng = np.random.default_rng(234874135)
x = stats.skewnorm.rvs(a=a, size=30, random_state=rng)
expected = stats.cramervonmises(x, stats.norm.cdf)
def statistic1d(x):
return stats.cramervonmises(x, stats.norm.cdf).statistic
norm_rvs = self.rvs(stats.norm.rvs, rng)
res = monte_carlo_test(x,
norm_rvs,
statistic1d,
n_resamples=1000,
vectorized=False,
alternative='greater')
assert_allclose(res.statistic, expected.statistic)
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
def test_axis(self, axis):
# test that Nd-array samples are handled correctly for valid values
# of the `axis` parameter
rng = np.random.default_rng(2389234)
norm_rvs = self.rvs(stats.norm.rvs, rng)
size = [2, 3, 4]
size[axis] = 100
x = norm_rvs(size=size)
expected = stats.skewtest(x, axis=axis)
def statistic(x, axis):
return stats.skewtest(x, axis=axis).statistic
res = monte_carlo_test(x,
norm_rvs,
statistic,
vectorized=True,
n_resamples=20000,
axis=axis)
assert_allclose(res.statistic, expected.statistic)
assert_allclose(res.pvalue, expected.pvalue, atol=self.atol)
def test_input_validation(self):
# test that the appropriate error messages are raised for invalid input
def stat(x):
return stats.skewnorm(x).statistic
message = "`axis` must be an integer."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, axis=1.5)
message = "`vectorized` must be `True` or `False`."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, vectorized=1.5)
message = "`rvs` must be callable."
with pytest.raises(TypeError, match=message):
monte_carlo_test([1, 2, 3], None, stat)
message = "`statistic` must be callable."
with pytest.raises(TypeError, match=message):
monte_carlo_test([1, 2, 3], stats.norm.rvs, None)
message = "`n_resamples` must be a positive integer."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3],
stats.norm.rvs,
stat,
n_resamples=-1000)
message = "`n_resamples` must be a positive integer."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3],
stats.norm.rvs,
stat,
n_resamples=1000.5)
message = "`batch` must be a positive integer or None."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=-1000)
message = "`batch` must be a positive integer or None."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3], stats.norm.rvs, stat, batch=1000.5)
message = "`alternative` must be in..."
with pytest.raises(ValueError, match=message):
monte_carlo_test([1, 2, 3],
stats.norm.rvs,
stat,
alternative='ekki')