test_rank.py 7.3 KB

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  1. from __future__ import division, print_function, absolute_import
  2. import numpy as np
  3. from numpy.testing import assert_equal, assert_array_equal
  4. from scipy.stats import rankdata, tiecorrect
  5. class TestTieCorrect(object):
  6. def test_empty(self):
  7. """An empty array requires no correction, should return 1.0."""
  8. ranks = np.array([], dtype=np.float64)
  9. c = tiecorrect(ranks)
  10. assert_equal(c, 1.0)
  11. def test_one(self):
  12. """A single element requires no correction, should return 1.0."""
  13. ranks = np.array([1.0], dtype=np.float64)
  14. c = tiecorrect(ranks)
  15. assert_equal(c, 1.0)
  16. def test_no_correction(self):
  17. """Arrays with no ties require no correction."""
  18. ranks = np.arange(2.0)
  19. c = tiecorrect(ranks)
  20. assert_equal(c, 1.0)
  21. ranks = np.arange(3.0)
  22. c = tiecorrect(ranks)
  23. assert_equal(c, 1.0)
  24. def test_basic(self):
  25. """Check a few basic examples of the tie correction factor."""
  26. # One tie of two elements
  27. ranks = np.array([1.0, 2.5, 2.5])
  28. c = tiecorrect(ranks)
  29. T = 2.0
  30. N = ranks.size
  31. expected = 1.0 - (T**3 - T) / (N**3 - N)
  32. assert_equal(c, expected)
  33. # One tie of two elements (same as above, but tie is not at the end)
  34. ranks = np.array([1.5, 1.5, 3.0])
  35. c = tiecorrect(ranks)
  36. T = 2.0
  37. N = ranks.size
  38. expected = 1.0 - (T**3 - T) / (N**3 - N)
  39. assert_equal(c, expected)
  40. # One tie of three elements
  41. ranks = np.array([1.0, 3.0, 3.0, 3.0])
  42. c = tiecorrect(ranks)
  43. T = 3.0
  44. N = ranks.size
  45. expected = 1.0 - (T**3 - T) / (N**3 - N)
  46. assert_equal(c, expected)
  47. # Two ties, lengths 2 and 3.
  48. ranks = np.array([1.5, 1.5, 4.0, 4.0, 4.0])
  49. c = tiecorrect(ranks)
  50. T1 = 2.0
  51. T2 = 3.0
  52. N = ranks.size
  53. expected = 1.0 - ((T1**3 - T1) + (T2**3 - T2)) / (N**3 - N)
  54. assert_equal(c, expected)
  55. def test_overflow(self):
  56. ntie, k = 2000, 5
  57. a = np.repeat(np.arange(k), ntie)
  58. n = a.size # ntie * k
  59. out = tiecorrect(rankdata(a))
  60. assert_equal(out, 1.0 - k * (ntie**3 - ntie) / float(n**3 - n))
  61. class TestRankData(object):
  62. def test_empty(self):
  63. """stats.rankdata([]) should return an empty array."""
  64. a = np.array([], dtype=int)
  65. r = rankdata(a)
  66. assert_array_equal(r, np.array([], dtype=np.float64))
  67. r = rankdata([])
  68. assert_array_equal(r, np.array([], dtype=np.float64))
  69. def test_one(self):
  70. """Check stats.rankdata with an array of length 1."""
  71. data = [100]
  72. a = np.array(data, dtype=int)
  73. r = rankdata(a)
  74. assert_array_equal(r, np.array([1.0], dtype=np.float64))
  75. r = rankdata(data)
  76. assert_array_equal(r, np.array([1.0], dtype=np.float64))
  77. def test_basic(self):
  78. """Basic tests of stats.rankdata."""
  79. data = [100, 10, 50]
  80. expected = np.array([3.0, 1.0, 2.0], dtype=np.float64)
  81. a = np.array(data, dtype=int)
  82. r = rankdata(a)
  83. assert_array_equal(r, expected)
  84. r = rankdata(data)
  85. assert_array_equal(r, expected)
  86. data = [40, 10, 30, 10, 50]
  87. expected = np.array([4.0, 1.5, 3.0, 1.5, 5.0], dtype=np.float64)
  88. a = np.array(data, dtype=int)
  89. r = rankdata(a)
  90. assert_array_equal(r, expected)
  91. r = rankdata(data)
  92. assert_array_equal(r, expected)
  93. data = [20, 20, 20, 10, 10, 10]
  94. expected = np.array([5.0, 5.0, 5.0, 2.0, 2.0, 2.0], dtype=np.float64)
  95. a = np.array(data, dtype=int)
  96. r = rankdata(a)
  97. assert_array_equal(r, expected)
  98. r = rankdata(data)
  99. assert_array_equal(r, expected)
  100. # The docstring states explicitly that the argument is flattened.
  101. a2d = a.reshape(2, 3)
  102. r = rankdata(a2d)
  103. assert_array_equal(r, expected)
  104. def test_rankdata_object_string(self):
  105. min_rank = lambda a: [1 + sum(i < j for i in a) for j in a]
  106. max_rank = lambda a: [sum(i <= j for i in a) for j in a]
  107. ordinal_rank = lambda a: min_rank([(x, i) for i, x in enumerate(a)])
  108. def average_rank(a):
  109. return [(i + j) / 2.0 for i, j in zip(min_rank(a), max_rank(a))]
  110. def dense_rank(a):
  111. b = np.unique(a)
  112. return [1 + sum(i < j for i in b) for j in a]
  113. rankf = dict(min=min_rank, max=max_rank, ordinal=ordinal_rank,
  114. average=average_rank, dense=dense_rank)
  115. def check_ranks(a):
  116. for method in 'min', 'max', 'dense', 'ordinal', 'average':
  117. out = rankdata(a, method=method)
  118. assert_array_equal(out, rankf[method](a))
  119. val = ['foo', 'bar', 'qux', 'xyz', 'abc', 'efg', 'ace', 'qwe', 'qaz']
  120. check_ranks(np.random.choice(val, 200))
  121. check_ranks(np.random.choice(val, 200).astype('object'))
  122. val = np.array([0, 1, 2, 2.718, 3, 3.141], dtype='object')
  123. check_ranks(np.random.choice(val, 200).astype('object'))
  124. def test_large_int(self):
  125. data = np.array([2**60, 2**60+1], dtype=np.uint64)
  126. r = rankdata(data)
  127. assert_array_equal(r, [1.0, 2.0])
  128. data = np.array([2**60, 2**60+1], dtype=np.int64)
  129. r = rankdata(data)
  130. assert_array_equal(r, [1.0, 2.0])
  131. data = np.array([2**60, -2**60+1], dtype=np.int64)
  132. r = rankdata(data)
  133. assert_array_equal(r, [2.0, 1.0])
  134. def test_big_tie(self):
  135. for n in [10000, 100000, 1000000]:
  136. data = np.ones(n, dtype=int)
  137. r = rankdata(data)
  138. expected_rank = 0.5 * (n + 1)
  139. assert_array_equal(r, expected_rank * data,
  140. "test failed with n=%d" % n)
  141. _cases = (
  142. # values, method, expected
  143. ([], 'average', []),
  144. ([], 'min', []),
  145. ([], 'max', []),
  146. ([], 'dense', []),
  147. ([], 'ordinal', []),
  148. #
  149. ([100], 'average', [1.0]),
  150. ([100], 'min', [1.0]),
  151. ([100], 'max', [1.0]),
  152. ([100], 'dense', [1.0]),
  153. ([100], 'ordinal', [1.0]),
  154. #
  155. ([100, 100, 100], 'average', [2.0, 2.0, 2.0]),
  156. ([100, 100, 100], 'min', [1.0, 1.0, 1.0]),
  157. ([100, 100, 100], 'max', [3.0, 3.0, 3.0]),
  158. ([100, 100, 100], 'dense', [1.0, 1.0, 1.0]),
  159. ([100, 100, 100], 'ordinal', [1.0, 2.0, 3.0]),
  160. #
  161. ([100, 300, 200], 'average', [1.0, 3.0, 2.0]),
  162. ([100, 300, 200], 'min', [1.0, 3.0, 2.0]),
  163. ([100, 300, 200], 'max', [1.0, 3.0, 2.0]),
  164. ([100, 300, 200], 'dense', [1.0, 3.0, 2.0]),
  165. ([100, 300, 200], 'ordinal', [1.0, 3.0, 2.0]),
  166. #
  167. ([100, 200, 300, 200], 'average', [1.0, 2.5, 4.0, 2.5]),
  168. ([100, 200, 300, 200], 'min', [1.0, 2.0, 4.0, 2.0]),
  169. ([100, 200, 300, 200], 'max', [1.0, 3.0, 4.0, 3.0]),
  170. ([100, 200, 300, 200], 'dense', [1.0, 2.0, 3.0, 2.0]),
  171. ([100, 200, 300, 200], 'ordinal', [1.0, 2.0, 4.0, 3.0]),
  172. #
  173. ([100, 200, 300, 200, 100], 'average', [1.5, 3.5, 5.0, 3.5, 1.5]),
  174. ([100, 200, 300, 200, 100], 'min', [1.0, 3.0, 5.0, 3.0, 1.0]),
  175. ([100, 200, 300, 200, 100], 'max', [2.0, 4.0, 5.0, 4.0, 2.0]),
  176. ([100, 200, 300, 200, 100], 'dense', [1.0, 2.0, 3.0, 2.0, 1.0]),
  177. ([100, 200, 300, 200, 100], 'ordinal', [1.0, 3.0, 5.0, 4.0, 2.0]),
  178. #
  179. ([10] * 30, 'ordinal', np.arange(1.0, 31.0)),
  180. )
  181. def test_cases():
  182. for values, method, expected in _cases:
  183. r = rankdata(values, method=method)
  184. assert_array_equal(r, expected)