[SciPy-Dev] (M)ANOVA, and deprecating stats.f_value* functions

[Ralf Gommers]

Hi all,

In scipy.stats there are three functions that calculate various
F-statistics for inputs obtained from univariate or multivariate ANOVA.
These are f_value, f_value_multivariate and f_value_wilks_lambda:
https://github.com/scipy/scipy/blob/master/scipy/stats/stats.py#L4603-L4683

The problem with those is that they're not very useful standalone. f_value
implements a statistic that's also calculated and given as a return by
f_oneway (which does one-way ANOVA). The other two functions are related to
multivariate ANOVA, for which scipy.stats doesn't provide any functionality.

At the moment Statsmodels provides a lot more ANOVA functionality than
scipy.stats does, and I agree with Josef [1, 2] that adding new
functionality in this area to Statsmodels would fit better than adding it
to Scipy. There's also a recent proposal [3] for M-way repeated ANOVA to be
added to scipy.stats. That could be added to Statsmodels instead (my
preference). If we do want to add it to Scipy, we need to have a clear list
of what else is needed to create a coherent set of functions in this area.

Thoughts?

Ralf

[1] https://github.com/scipy/scipy/issues/650
[2] https://github.com/scipy/scipy/issues/660
[3] https://github.com/scipy/scipy/issues/4913
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