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- """Some functions for working with contingency tables (i.e. cross tabulations).
- """
- from __future__ import division, print_function, absolute_import
- from functools import reduce
- import numpy as np
- from .stats import power_divergence
- __all__ = ['margins', 'expected_freq', 'chi2_contingency']
- def margins(a):
- """Return a list of the marginal sums of the array `a`.
- Parameters
- ----------
- a : ndarray
- The array for which to compute the marginal sums.
- Returns
- -------
- margsums : list of ndarrays
- A list of length `a.ndim`. `margsums[k]` is the result
- of summing `a` over all axes except `k`; it has the same
- number of dimensions as `a`, but the length of each axis
- except axis `k` will be 1.
- Examples
- --------
- >>> a = np.arange(12).reshape(2, 6)
- >>> a
- array([[ 0, 1, 2, 3, 4, 5],
- [ 6, 7, 8, 9, 10, 11]])
- >>> m0, m1 = margins(a)
- >>> m0
- array([[15],
- [51]])
- >>> m1
- array([[ 6, 8, 10, 12, 14, 16]])
- >>> b = np.arange(24).reshape(2,3,4)
- >>> m0, m1, m2 = margins(b)
- >>> m0
- array([[[ 66]],
- [[210]]])
- >>> m1
- array([[[ 60],
- [ 92],
- [124]]])
- >>> m2
- array([[[60, 66, 72, 78]]])
- """
- margsums = []
- ranged = list(range(a.ndim))
- for k in ranged:
- marg = np.apply_over_axes(np.sum, a, [j for j in ranged if j != k])
- margsums.append(marg)
- return margsums
- def expected_freq(observed):
- """
- Compute the expected frequencies from a contingency table.
- Given an n-dimensional contingency table of observed frequencies,
- compute the expected frequencies for the table based on the marginal
- sums under the assumption that the groups associated with each
- dimension are independent.
- Parameters
- ----------
- observed : array_like
- The table of observed frequencies. (While this function can handle
- a 1-D array, that case is trivial. Generally `observed` is at
- least 2-D.)
- Returns
- -------
- expected : ndarray of float64
- The expected frequencies, based on the marginal sums of the table.
- Same shape as `observed`.
- Examples
- --------
- >>> observed = np.array([[10, 10, 20],[20, 20, 20]])
- >>> from scipy.stats import expected_freq
- >>> expected_freq(observed)
- array([[ 12., 12., 16.],
- [ 18., 18., 24.]])
- """
- # Typically `observed` is an integer array. If `observed` has a large
- # number of dimensions or holds large values, some of the following
- # computations may overflow, so we first switch to floating point.
- observed = np.asarray(observed, dtype=np.float64)
- # Create a list of the marginal sums.
- margsums = margins(observed)
- # Create the array of expected frequencies. The shapes of the
- # marginal sums returned by apply_over_axes() are just what we
- # need for broadcasting in the following product.
- d = observed.ndim
- expected = reduce(np.multiply, margsums) / observed.sum() ** (d - 1)
- return expected
- def chi2_contingency(observed, correction=True, lambda_=None):
- """Chi-square test of independence of variables in a contingency table.
- This function computes the chi-square statistic and p-value for the
- hypothesis test of independence of the observed frequencies in the
- contingency table [1]_ `observed`. The expected frequencies are computed
- based on the marginal sums under the assumption of independence; see
- `scipy.stats.contingency.expected_freq`. The number of degrees of
- freedom is (expressed using numpy functions and attributes)::
- dof = observed.size - sum(observed.shape) + observed.ndim - 1
- Parameters
- ----------
- observed : array_like
- The contingency table. The table contains the observed frequencies
- (i.e. number of occurrences) in each category. In the two-dimensional
- case, the table is often described as an "R x C table".
- correction : bool, optional
- If True, *and* the degrees of freedom is 1, apply Yates' correction
- for continuity. The effect of the correction is to adjust each
- observed value by 0.5 towards the corresponding expected value.
- lambda_ : float or str, optional.
- By default, the statistic computed in this test is Pearson's
- chi-squared statistic [2]_. `lambda_` allows a statistic from the
- Cressie-Read power divergence family [3]_ to be used instead. See
- `power_divergence` for details.
- Returns
- -------
- chi2 : float
- The test statistic.
- p : float
- The p-value of the test
- dof : int
- Degrees of freedom
- expected : ndarray, same shape as `observed`
- The expected frequencies, based on the marginal sums of the table.
- See Also
- --------
- contingency.expected_freq
- fisher_exact
- chisquare
- power_divergence
- Notes
- -----
- An often quoted guideline for the validity of this calculation is that
- the test should be used only if the observed and expected frequencies
- in each cell are at least 5.
- This is a test for the independence of different categories of a
- population. The test is only meaningful when the dimension of
- `observed` is two or more. Applying the test to a one-dimensional
- table will always result in `expected` equal to `observed` and a
- chi-square statistic equal to 0.
- This function does not handle masked arrays, because the calculation
- does not make sense with missing values.
- Like stats.chisquare, this function computes a chi-square statistic;
- the convenience this function provides is to figure out the expected
- frequencies and degrees of freedom from the given contingency table.
- If these were already known, and if the Yates' correction was not
- required, one could use stats.chisquare. That is, if one calls::
- chi2, p, dof, ex = chi2_contingency(obs, correction=False)
- then the following is true::
- (chi2, p) == stats.chisquare(obs.ravel(), f_exp=ex.ravel(),
- ddof=obs.size - 1 - dof)
- The `lambda_` argument was added in version 0.13.0 of scipy.
- References
- ----------
- .. [1] "Contingency table",
- https://en.wikipedia.org/wiki/Contingency_table
- .. [2] "Pearson's chi-squared test",
- https://en.wikipedia.org/wiki/Pearson%27s_chi-squared_test
- .. [3] Cressie, N. and Read, T. R. C., "Multinomial Goodness-of-Fit
- Tests", J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984),
- pp. 440-464.
- Examples
- --------
- A two-way example (2 x 3):
- >>> from scipy.stats import chi2_contingency
- >>> obs = np.array([[10, 10, 20], [20, 20, 20]])
- >>> chi2_contingency(obs)
- (2.7777777777777777,
- 0.24935220877729619,
- 2,
- array([[ 12., 12., 16.],
- [ 18., 18., 24.]]))
- Perform the test using the log-likelihood ratio (i.e. the "G-test")
- instead of Pearson's chi-squared statistic.
- >>> g, p, dof, expctd = chi2_contingency(obs, lambda_="log-likelihood")
- >>> g, p
- (2.7688587616781319, 0.25046668010954165)
- A four-way example (2 x 2 x 2 x 2):
- >>> obs = np.array(
- ... [[[[12, 17],
- ... [11, 16]],
- ... [[11, 12],
- ... [15, 16]]],
- ... [[[23, 15],
- ... [30, 22]],
- ... [[14, 17],
- ... [15, 16]]]])
- >>> chi2_contingency(obs)
- (8.7584514426741897,
- 0.64417725029295503,
- 11,
- array([[[[ 14.15462386, 14.15462386],
- [ 16.49423111, 16.49423111]],
- [[ 11.2461395 , 11.2461395 ],
- [ 13.10500554, 13.10500554]]],
- [[[ 19.5591166 , 19.5591166 ],
- [ 22.79202844, 22.79202844]],
- [[ 15.54012004, 15.54012004],
- [ 18.10873492, 18.10873492]]]]))
- """
- observed = np.asarray(observed)
- if np.any(observed < 0):
- raise ValueError("All values in `observed` must be nonnegative.")
- if observed.size == 0:
- raise ValueError("No data; `observed` has size 0.")
- expected = expected_freq(observed)
- if np.any(expected == 0):
- # Include one of the positions where expected is zero in
- # the exception message.
- zeropos = list(zip(*np.nonzero(expected == 0)))[0]
- raise ValueError("The internally computed table of expected "
- "frequencies has a zero element at %s." % (zeropos,))
- # The degrees of freedom
- dof = expected.size - sum(expected.shape) + expected.ndim - 1
- if dof == 0:
- # Degenerate case; this occurs when `observed` is 1D (or, more
- # generally, when it has only one nontrivial dimension). In this
- # case, we also have observed == expected, so chi2 is 0.
- chi2 = 0.0
- p = 1.0
- else:
- if dof == 1 and correction:
- # Adjust `observed` according to Yates' correction for continuity.
- observed = observed + 0.5 * np.sign(expected - observed)
- chi2, p = power_divergence(observed, expected,
- ddof=observed.size - 1 - dof, axis=None,
- lambda_=lambda_)
- return chi2, p, dof, expected
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