analysis pkg v 1.0.0.12

analysis.py v 1.2.0.004
This commit is contained in:
ltcptgeneral
2020-04-30 16:03:37 -05:00
parent d76eb5acbb
commit 91cbcae3f0
11 changed files with 1322 additions and 79 deletions

View File

@@ -7,10 +7,17 @@
# current benchmark of optimization: 1.33 times faster
# setup:
__version__ = "1.2.0.003"
__version__ = "1.2.0.004"
# changelog should be viewed using print(analysis.__changelog__)
__changelog__ = """changelog:
1.2.0.004:
- fixed __all__ to reflected the correct functions and classes
- fixed CorrelationTests and StatisticalTests class functions to require self invocation
- added missing math import
- fixed KNN class functions to require self invocation
- fixed Metrics class functions to require self invocation
- various spelling fixes in CorrelationTests and StatisticalTests
1.2.0.003:
- bug fixes with CorrelationTests and StatisticalTests
- moved glicko2 and trueskill to the metrics subpackage
@@ -275,22 +282,19 @@ __all__ = [
'z_normalize',
'histo_analysis',
'regression',
'elo',
'glicko2',
'trueskill',
'Metrics',
'RegressionMetrics',
'ClassificationMetrics',
'kmeans',
'pca',
'decisiontree',
'knn_classifier',
'knn_regressor',
'KNN',
'NaiveBayes',
'SVM',
'random_forest_classifier',
'random_forest_regressor',
'CorrelationTests',
'RegressionTests',
'StatisticalTests',
# all statistics functions left out due to integration in other functions
]
@@ -301,6 +305,7 @@ __all__ = [
import csv
from analysis.metrics import elo as Elo
from analysis.metrics import glicko2 as Glicko2
import math
import numba
from numba import jit
import numpy as np
@@ -467,11 +472,11 @@ def regression(inputs, outputs, args): # inputs, outputs expects N-D array
class Metrics:
def elo(starting_score, opposing_score, observed, N, K):
def elo(self, starting_score, opposing_score, observed, N, K):
return Elo.calculate(starting_score, opposing_score, observed, N, K)
def glicko2(starting_score, starting_rd, starting_vol, opposing_score, opposing_rd, observations):
def glicko2(self, starting_score, starting_rd, starting_vol, opposing_score, opposing_rd, observations):
player = Glicko2.Glicko2(rating = starting_score, rd = starting_rd, vol = starting_vol)
@@ -479,7 +484,7 @@ class Metrics:
return (player.rating, player.rd, player.vol)
def trueskill(teams_data, observations): # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
def trueskill(self, teams_data, observations): # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
team_ratings = []
@@ -584,7 +589,7 @@ def decisiontree(data, labels, test_size = 0.3, criterion = "gini", splitter = "
class KNN:
def knn_classifier(data, labels, test_size = 0.3, algorithm='auto', leaf_size=30, metric='minkowski', metric_params=None, n_jobs=None, n_neighbors=5, p=2, weights='uniform'): #expects *2d data and 1d labels post-scaling
def knn_classifier(self, data, labels, test_size = 0.3, algorithm='auto', leaf_size=30, metric='minkowski', metric_params=None, n_jobs=None, n_neighbors=5, p=2, weights='uniform'): #expects *2d data and 1d labels post-scaling
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
model = sklearn.neighbors.KNeighborsClassifier()
@@ -593,7 +598,7 @@ class KNN:
return model, ClassificationMetrics(predictions, labels_test)
def knn_regressor(data, outputs, test_size, n_neighbors = 5, weights = "uniform", algorithm = "auto", leaf_size = 30, p = 2, metric = "minkowski", metric_params = None, n_jobs = None):
def knn_regressor(self, data, outputs, test_size, n_neighbors = 5, weights = "uniform", algorithm = "auto", leaf_size = 30, p = 2, metric = "minkowski", metric_params = None, n_jobs = None):
data_train, data_test, outputs_train, outputs_test = sklearn.model_selection.train_test_split(data, outputs, test_size=test_size, random_state=1)
model = sklearn.neighbors.KNeighborsRegressor(n_neighbors = n_neighbors, weights = weights, algorithm = algorithm, leaf_size = leaf_size, p = p, metric = metric, metric_params = metric_params, n_jobs = n_jobs)
@@ -716,203 +721,203 @@ def random_forest_regressor(data, outputs, test_size, n_estimators="warn", crite
class CorrelationTests:
def anova_oneway(*args): #expects arrays of samples
def anova_oneway(self, *args): #expects arrays of samples
results = scipy.stats.f_oneway(*args)
return {"F-value": results[0], "p-value": results[1]}
def pearson(x, y):
def pearson(self, x, y):
results = scipy.stats.pearsonr(x, y)
return {"r-value": results[0], "p-value": results[1]}
def spearman(a, b = None, axis = 0, nan_policy = 'propagate'):
def spearman(self, a, b = None, axis = 0, nan_policy = 'propagate'):
results = scipy.stats.spearmanr(a, b = b, axis = axis, nan_policy = nan_policy)
return {"r-value": results[0], "p-value": results[1]}
def point_biserial(x,y):
def point_biserial(self, x,y):
results = scipy.stats.pointbiserialr(x, y)
return {"r-value": results[0], "p-value": results[1]}
def kendall(x, y, initial_lexsort = None, nan_policy = 'propagate', method = 'auto'):
def kendall(self, x, y, initial_lexsort = None, nan_policy = 'propagate', method = 'auto'):
results = scipy.stats.kendalltau(x, y, initial_lexsort = initial_lexsort, nan_policy = nan_policy, method = method)
return {"tau": results[0], "p-value": results[1]}
def kendall_weighted(x, y, rank = True, weigher = None, additive = True):
def kendall_weighted(self, x, y, rank = True, weigher = None, additive = True):
results = scipy.stats.weightedtau(x, y, rank = rank, weigher = weigher, additive = additive)
return {"tau": results[0], "p-value": results[1]}
def mgc(x, y, compute_distance = None, reps = 1000, workers = 1, is_twosamp = False, random_state = None):
def mgc(self, x, y, compute_distance = None, reps = 1000, workers = 1, is_twosamp = False, random_state = None):
results = scipy.stats.multiscale_graphcorr(x, y, compute_distance = compute_distance, reps = reps, workers = workers, is_twosamp = is_twosamp, random_state = random_state)
return {"k-value": results[0], "p-value": results[1], "data": results[2]} # unsure if MGC test returns a k value
class StatisticalTests:
def ttest_onesample(a, popmean, axis = 0, nan_policy = 'propagate'):
def ttest_onesample(self, a, popmean, axis = 0, nan_policy = 'propagate'):
results = scipy.stats.ttest_1samp(a, popmean, axis = axis, nan_policy = nan_policy)
return {"t-value": results[0], "p-value": results[1]}
def ttest_independent(a, b, equal = True, nan_policy = 'propagate'):
def ttest_independent(self, a, b, equal = True, nan_policy = 'propagate'):
results = scipt.stats.ttest_ind(a, b, equal_var = equal, nan_policy = nan_policy)
results = scipy.stats.ttest_ind(a, b, equal_var = equal, nan_policy = nan_policy)
return {"t-value": results[0], "p-value": results[1]}
def ttest_statistic(o1, o2, equal = True):
def ttest_statistic(self, o1, o2, equal = True):
results = scipy.stats.ttest_ind_from_stats(o1["mean"], o1["std"], o1["nobs"], o2["mean"], o2["std"], o2["nobs"], equal_var = equal)
return {"t-value": results[0], "p-value": results[1]}
def ttest_related(a, b, axis = 0, nan_policy='propagate'):
def ttest_related(self, a, b, axis = 0, nan_policy='propagate'):
results = scipy.stats.ttest_rel(a, b, axis = axis, nan_policy = nan_policy)
return {"t-value": results[0], "p-value": results[1]}
def ks_fitness(rvs, cdf, args = (), N = 20, alternative = 'two-sided', mode = 'approx'):
def ks_fitness(self, rvs, cdf, args = (), N = 20, alternative = 'two-sided', mode = 'approx'):
results = scipy.stats.kstest(rvs, cdf, args = args, N = N, alternative = alternative, mode = mode)
return {"ks-value": results[0], "p-value": results[1]}
def chisquare(f_obs, f_exp = None, ddof = None, axis = 0):
def chisquare(self, f_obs, f_exp = None, ddof = None, axis = 0):
results = scipy.stats.chisquare(f_obs, f_exp = f_exp, ddof = ddof, axis = axis)
return {"chisquared-value": results[0], "p-value": results[1]}
def powerdivergence(f_obs, f_exp = None, ddof = None, axis = 0, lambda_ = None):
def powerdivergence(self, f_obs, f_exp = None, ddof = None, axis = 0, lambda_ = None):
results = scipy.stats.power_divergence(f_obs, f_exp = f_exp, ddof = ddof, axis = axis, lambda_ = lambda_)
return {"powerdivergence-value": results[0], "p-value": results[1]}
def ks_twosample(x, y, alternative = 'two_sided', mode = 'auto'):
def ks_twosample(self, x, y, alternative = 'two_sided', mode = 'auto'):
results = scipy.stats.ks_2samp(x, y, alternative = alternative, mode = mode)
return {"ks-value": results[0], "p-value": results[1]}
def es_twosample(x, y, t = (0.4, 0.8)):
def es_twosample(self, x, y, t = (0.4, 0.8)):
results = scipy.stats.epps_singleton_2samp(x, y, t = t)
return {"es-value": results[0], "p-value": results[1]}
def mw_rank(x, y, use_continuity = True, alternative = None):
def mw_rank(self, x, y, use_continuity = True, alternative = None):
results = scipy.stats.mannwhitneyu(x, y, use_continuity = use_continuity, alternative = alternative)
return {"u-value": results[0], "p-value": results[1]}
def mw_tiecorrection(rank_values):
def mw_tiecorrection(self, rank_values):
results = scipy.stats.tiecorrect(rank_values)
return {"correction-factor": results}
def rankdata(a, method = 'average'):
def rankdata(self, a, method = 'average'):
results = scipy.stats.rankdata(a, method = method)
return results
def wilcoxon_ranksum(a, b): # this seems to be superceded by Mann Whitney Wilcoxon U Test
def wilcoxon_ranksum(self, a, b): # this seems to be superceded by Mann Whitney Wilcoxon U Test
results = scipy.stats.ranksums(a, b)
return {"u-value": results[0], "p-value": results[1]}
def wilcoxon_signedrank(x, y = None, method = 'wilcox', correction = False, alternative = 'two-sided'):
def wilcoxon_signedrank(self, x, y = None, zero_method = 'wilcox', correction = False, alternative = 'two-sided'):
results = scipy.stats.wilcoxon(x, y = y, method = method, correction = correction, alternative = alternative)
results = scipy.stats.wilcoxon(x, y = y, zero_method = zero_method, correction = correction, alternative = alternative)
return {"t-value": results[0], "p-value": results[1]}
def kw_htest(*args, nan_policy = 'propagate'):
def kw_htest(self, *args, nan_policy = 'propagate'):
results = scipy.stats.kruskal(*args, nan_policy = nan_policy)
return {"h-value": results[0], "p-value": results[1]}
def friedman_chisquare(*args):
def friedman_chisquare(self, *args):
results = scipy.stats.friedmanchisquare(*args)
return {"chisquared-value": results[0], "p-value": results[1]}
def bm_wtest(x, y, alternative = 'two-sided', distribution = 't', nan_policy = 'propagate'):
def bm_wtest(self, x, y, alternative = 'two-sided', distribution = 't', nan_policy = 'propagate'):
results = scipy.stats.brunnermunzel(x, y, alternative = alternative, distribution = distribution, nan_policy = nan_policy)
return {"w-value": results[0], "p-value": results[1]}
def combine_pvalues(pvalues, method = 'fisher', weights = None):
def combine_pvalues(self, pvalues, method = 'fisher', weights = None):
results = scipy.stats.combine_pvalues(pvalues, method = method, weights = weights)
return {"combined-statistic": results[0], "p-value": results[1]}
def jb_fitness(x):
def jb_fitness(self, x):
results = scipy.stats.jarque_bera(x)
return {"jb-value": results[0], "p-value": results[1]}
def ab_equality(x, y):
def ab_equality(self, x, y):
results = scipy.stats.ansari(x, y)
return {"ab-value": results[0], "p-value": results[1]}
def bartlett_variance(*args):
def bartlett_variance(self, *args):
results = scipy.stats.bartlett(*args)
return {"t-value": results[0], "p-value": results[1]}
def levene_variance(*args, center = 'median', proportiontocut = 0.05):
def levene_variance(self, *args, center = 'median', proportiontocut = 0.05):
results = scipy.stats.levene(*args, center = center, proportiontocut = proportiontocut)
return {"w-value": results[0], "p-value": results[1]}
def sw_normality(x):
def sw_normality(self, x):
results = scipy.stats.shapiro(x)
return {"w-value": results[0], "p-value": results[1]}
def shapiro(x):
def shapiro(self, x):
return "destroyed by facts and logic"
def ad_onesample(x, dist = 'norm'):
def ad_onesample(self, x, dist = 'norm'):
results = scipy.stats.anderson(x, dist = dist)
return {"d-value": results[0], "critical-values": results[1], "significance-value": results[2]}
def ad_ksample(samples, midrank = True):
def ad_ksample(self, samples, midrank = True):
results = scipy.stats.anderson_ksamp(samples, midrank = midrank)
return {"d-value": results[0], "critical-values": results[1], "significance-value": results[2]}
def binomial(x, n = None, p = 0.5, alternative = 'two-sided'):
def binomial(self, x, n = None, p = 0.5, alternative = 'two-sided'):
results = scipy.stats.binom_test(x, n = n, p = p, alternative = alternative)
return {"p-value": results}
def fk_variance(*args, center = 'median', proportiontocut = 0.05):
def fk_variance(self, *args, center = 'median', proportiontocut = 0.05):
results = scipy.stats.fligner(*args, center = center, proportiontocut = proportiontocut)
return {"h-value": results[0], "p-value": results[1]} # unknown if the statistic is an h value
def mood_mediantest(*args, ties = 'below', correction = True, lambda_ = 1, nan_policy = 'propagate'):
def mood_mediantest(self, *args, ties = 'below', correction = True, lambda_ = 1, nan_policy = 'propagate'):
results = scipy.stats.median_test(*args, ties = ties, correction = correction, lambda_ = lambda_, nan_policy = nan_policy)
return {"chisquared-value": results[0], "p-value": results[1], "m-value": results[2], "table": results[3]}
def mood_equalscale(x, y, axis = 0):
def mood_equalscale(self, x, y, axis = 0):
results = scipy.stats.mood(x, y, axis = axis)
return {"z-score": results[0], "p-value": results[1]}
def skewtest(a, axis = 0, nan_policy = 'propogate'):
def skewtest(self, a, axis = 0, nan_policy = 'propogate'):
results = scipy.stats.skewtest(a, axis = axis, nan_policy = nan_policy)
return {"z-score": results[0], "p-value": results[1]}
def kurtosistest(a, axis = 0, nan_policy = 'propogate'):
def kurtosistest(self, a, axis = 0, nan_policy = 'propogate'):
results = scipy.stats.kurtosistest(a, axis = axis, nan_policy = nan_policy)
return {"z-score": results[0], "p-value": results[1]}
def normaltest(a, axis = 0, nan_policy = 'propogate'):
def normaltest(self, a, axis = 0, nan_policy = 'propogate'):
results = scipy.stats.normaltest(a, axis = axis, nan_policy = nan_policy)
return {"z-score": results[0], "p-value": results[1]}