[SciPy-User] comparing statistical test in scipy.stats and R.stats, what do we have?

josef.pktd at gmail.com josef.pktd at gmail.com
Wed Dec 8 18:37:42 EST 2010


On Wed, Dec 8, 2010 at 6:13 PM, Travis Oliphant <oliphant at enthought.com> wrote:
> It would be great to get these into scipy stats -- particularly the ones you are interested in :-)

Right now, most of the tests that I'm working on are in support of
regression models, especially diagnostic and specification tests, so
they require statsmodels.

Josef

>
> Travis
>
> --
> (mobile phone of)
> Travis Oliphant
> Enthought, Inc.
> 1-512-536-1057
> http://www.enthought.com
>
> On Dec 8, 2010, at 8:33 AM, josef.pktd at gmail.com wrote:
>
>> I'm looking a bit at the status of "Statistics in Python", or "what do
>> they have, and we don't".
>>
>> Here are raw tables of content of R.stats and scipy.stats for
>> statistical tests. Some additional ones are in scikits.statsmodels,
>> but several are missing. (It doesn't contain the latest additions to
>> scipy.stats like fisherexact)
>>
>> Is anyone interested in adding some missing ones? (BSD compatible and
>> hopefully verified or verifiable so that they don't have to linger for
>> a year or two in the ticket queue)
>>
>> I will keep adding the ones I'm interested in to scikits.statsmodels.
>>
>> Josef
>>
>> from the scraped table of content of R library(stats)  functions with
>> "test" in name
>>
>>>>> pprint([item for item in statstoc if 'test' in item[0].lower()])
>> [['ansari.test', 'Ansari-Bradley Test '],
>> ['bartlett.test', 'Bartlett Test of Homogeneity of Variances '],
>> ['binom.test', 'Exact Binomial Test '],
>> ['Box.test', 'Box-Pierce and Ljung-Box Tests '],
>> ['chisq.test', "Pearson's Chi-squared Test for Count Data "],
>> ['cor.test', 'Test for Association/Correlation Between Paired Samples '],
>> ['fisher.test', "Fisher's Exact Test for Count Data "],
>> ['fligner.test', 'Fligner-Killeen Test of Homogeneity of Variances '],
>> ['friedman.test', 'Friedman Rank Sum Test '],
>> ['kruskal.test', 'Kruskal-Wallis Rank Sum Test '],
>> ['ks.test', 'Kolmogorov-Smirnov Tests '],
>> ['mantelhaen.test',
>>  'Cochran-Mantel-Haenszel Chi-Squared Test for Count Data '],
>> ['mauchly.test', "Mauchly's Test of Sphericity "],
>> ['mcnemar.test', "McNemar's Chi-squared Test for Count Data "],
>> ['mood.test', 'Mood Two-Sample Test of Scale '],
>> ['oneway.test', 'Test for Equal Means in a One-Way Layout '],
>> ['pairwise.prop.test', 'Pairwise comparisons for proportions '],
>> ['pairwise.t.test', 'Pairwise t tests '],
>> ['pairwise.wilcox.test', 'Pairwise Wilcoxon rank sum tests '],
>> ['poisson.test', 'Exact Poisson tests '],
>> ['power.anova.test',
>>  'Power calculations for balanced one-way analysis of variance tests '],
>> ['power.prop.test', 'Power calculations two sample test for proportions '],
>> ['power.t.test', 'Power calculations for one and two sample t tests '],
>> ['PP.test', 'Phillips-Perron Test for Unit Roots '],
>> ['print.power.htest', 'Print method for power calculation object '],
>> ['prop.test', 'Test of Equal or Given Proportions '],
>> ['prop.trend.test', 'Test for trend in proportions '],
>> ['quade.test', 'Quade Test '],
>> ['shapiro.test', 'Shapiro-Wilk Normality Test '],
>> ['t.test', "Student's t-Test "],
>> ['var.test', 'F Test to Compare Two Variances '],
>> ['wilcox.test', 'Wilcoxon Rank Sum and Signed Rank Tests ']]
>>
>>
>> in scipy.stats objects with "test" in docs
>>
>>>>> [item for item in dir(stats) if (getattr(stats, item).__doc__ and 'test' in getattr(stats, item).__doc__)]
>> ['Tester', 'anderson', 'ansari', 'bartlett', 'binom_test',
>> 'chisquare', 'f_oneway', 'fligner', 'friedmanchisquare', 'glm',
>> 'kendalltau', 'kruskal', 'ks_2samp', 'ksone', 'ksprob', 'kstest',
>> 'kstwobign', 'kurtosis', 'kurtosistest', 'levene', 'linregress',
>> 'mannwhitneyu', 'mood', 'normaltest', 'obrientransform', 'oneway',
>> 'pearsonr', 'percentileofscore', 'ranksums', 'rv_discrete', 'shapiro',
>> 'skew', 'skewtest', 'spearmanr', 'statlib', 'stats', 'test',
>> 'tiecorrect', 'ttest_1samp', 'ttest_ind', 'ttest_rel', 'wilcoxon']
>>
>>
>> Josef
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