[Scipy-svn] r3372 - trunk/scipy/sandbox/dhuard

[scipy-svn at scipy.org]

Author: dhuard
Date: 2007-09-27 08:25:57 -0500 (Thu, 27 Sep 2007)
New Revision: 3372

Added:
   trunk/scipy/sandbox/dhuard/stats.py
Log:
Created stub for statistical functions.

Added: trunk/scipy/sandbox/dhuard/stats.py
===================================================================
--- trunk/scipy/sandbox/dhuard/stats.py	2007-09-27 03:34:44 UTC (rev 3371)
+++ trunk/scipy/sandbox/dhuard/stats.py	2007-09-27 13:25:57 UTC (rev 3372)
@@ -0,0 +1,65 @@
+import scipy.interpolate as interpolate
+import numpy as np
+
+def scoreatpercentile(data, per):
+    """Return the score at the given 'per' percentile of the data.
+    
+    Example
+    >>> scoreatpercentile(randn(100), 50)
+    will return the median of the sample.
+    """
+    cdf = empiricalcdf(data)
+    interpolator = interpolate.interp1d(sort(cdf), sort(data))
+    return interpolator(per/100.)
+    
+def percentileofscore(data, score):
+    """Percentile-position of score relative to data.
+      
+    score: Array of scores at which the percentile is computed.
+    
+    Return percentiles (0-100).
+    
+    Example
+        x = linspace(-2,2,100)
+        percentileofscore(randn(50),x)
+        
+    Return an error if the score is outside the range of data. 
+    """
+    cdf = empiricalcdf(data)
+    interpolator = interpolate.interp1d(sort(data), sort(cdf))
+    return interpolator(score)*100.
+
+def empiricalcdf(data, method='Hazen'):
+    """Return the empirical cdf.
+    
+    Methods available:
+    	Hazen:       (i-0.5)/N
+	    Weibull:     i/(N+1)
+    	Chegodayev:  (i-.3)/(N+.4)
+    	Cunnane:     (i-.4)/(N+.2)
+    	Gringorten:  (i-.44)/(N+.12)
+    	California:  (i-1)/N
+    
+    Where i goes from 1 to N. 
+    """
+    
+    i = np.argsort(np.argsort(data)) + 1.
+    N = len(data)
+    method = method.lower()
+    
+    if method == 'weibull':
+        cdf = i/(N+1.)
+    elif method == 'hazen':
+        cdf = (i-0.5)/N
+    elif method == 'california':
+        cdf = (i-1.)/N
+    elif method == 'chegodayev':
+        cdf = (i-.3)/(N+.4)
+    elif method == 'cunnane':
+        cdf = (i-.4)/(N+.2)
+    elif method == 'gringorten':
+        cdf = (i-.44)/(N+.12)
+    else:
+        raise 'Unknown method. Choose among Weibull, Hazen, Chegodayev, Cunnane, Gringorten and California.'
+    
+    return cdf