arkouda.scipy.stats¶
Classes¶
A chi-squared continuous random variable. |
Module Contents¶
- class arkouda.scipy.stats.chi2(momtype=1, a=None, b=None, xtol=1e-14, badvalue=None, name=None, longname=None, shapes=None, seed=None)¶
Bases:
scipy.stats._distn_infrastructure.rv_continuous
A chi-squared continuous random variable.
For the noncentral chi-square distribution, see ncx2.
As an instance of the rv_continuous class, chi2 object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.
- rvs(df, loc=0, scale=1, size=1, random_state=None)
Random variates.
- pdf(x, df, loc=0, scale=1)
Probability density function.
- logpdf(x, df, loc=0, scale=1)
Log of the probability density function.
- cdf(x, df, loc=0, scale=1)
Cumulative distribution function.
- logcdf(x, df, loc=0, scale=1)
Log of the cumulative distribution function.
- sf(x, df, loc=0, scale=1)
Survival function (also defined as
1 - cdf
, but sf is sometimes more accurate).- logsf(x, df, loc=0, scale=1)
Log of the survival function.
- ppf(q, df, loc=0, scale=1)
Percent point function (inverse of
cdf
— percentiles).- isf(q, df, loc=0, scale=1)
Inverse survival function (inverse of
sf
).- moment(order, df, loc=0, scale=1)
Non-central moment of the specified order.
- stats(df, loc=0, scale=1, moments=’mv’)
Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’).
- entropy(df, loc=0, scale=1)
(Differential) entropy of the RV.
- fit(data)
Parameter estimates for generic data. See scipy.stats.rv_continuous.fit for detailed documentation of the keyword arguments.
- expect(func, args=(df,), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)
Expected value of a function (of one argument) with respect to the distribution.
- median(df, loc=0, scale=1)
Median of the distribution.
- mean(df, loc=0, scale=1)
Mean of the distribution.
- var(df, loc=0, scale=1)
Variance of the distribution.
- std(df, loc=0, scale=1)
Standard deviation of the distribution.
- interval(confidence, df, loc=0, scale=1)
Confidence interval with equal areas around the median.
ncx2
The probability density function for chi2 is:
\[f(x, k) = \frac{1}{2^{k/2} \Gamma \left( k/2 \right)} x^{k/2-1} \exp \left( -x/2 \right)\]for \(x > 0\) and \(k > 0\) (degrees of freedom, denoted
df
in the implementation).chi2 takes
df
as a shape parameter.The chi-squared distribution is a special case of the gamma distribution, with gamma parameters
a = df/2
,loc = 0
andscale = 2
.The probability density above is defined in the “standardized” form. To shift and/or scale the distribution use the
loc
andscale
parameters. Specifically,chi2.pdf(x, df, loc, scale)
is identically equivalent tochi2.pdf(y, df) / scale
withy = (x - loc) / scale
. Note that shifting the location of a distribution does not make it a “noncentral” distribution; noncentral generalizations of some distributions are available in separate classes.>>> import numpy as np >>> from scipy.stats import chi2 >>> import matplotlib.pyplot as plt >>> fig, ax = plt.subplots(1, 1)
Calculate the first four moments:
>>> df = 55 >>> mean, var, skew, kurt = chi2.stats(df, moments='mvsk')
Display the probability density function (
pdf
):>>> x = np.linspace(chi2.ppf(0.01, df), ... chi2.ppf(0.99, df), 100) >>> ax.plot(x, chi2.pdf(x, df), ... 'r-', lw=5, alpha=0.6, label='chi2 pdf')
Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.
Freeze the distribution and display the frozen
pdf
:>>> rv = chi2(df) >>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of
cdf
andppf
:>>> vals = chi2.ppf([0.001, 0.5, 0.999], df) >>> np.allclose([0.001, 0.5, 0.999], chi2.cdf(vals, df)) True
Generate random numbers:
>>> r = chi2.rvs(df, size=1000)
And compare the histogram:
>>> ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2) >>> ax.set_xlim([x[0], x[-1]]) >>> ax.legend(loc='best', frameon=False) >>> plt.show()
- a(*args, **kwargs)¶
Convert a string or number to a floating point number, if possible.
- b(*args, **kwargs)¶
Convert a string or number to a floating point number, if possible.
- badvalue(*args, **kwargs)¶
Convert a string or number to a floating point number, if possible.
- generic_moment(*args, **kwargs)¶
- moment_type(*args, **kwargs)¶
int([x]) -> integer int(x, base=10) -> integer
Convert a number or string to an integer, or return 0 if no arguments are given. If x is a number, return x.__int__(). For floating point numbers, this truncates towards zero.
If x is not a number or if base is given, then x must be a string, bytes, or bytearray instance representing an integer literal in the given base. The literal can be preceded by ‘+’ or ‘-’ and be surrounded by whitespace. The base defaults to 10. Valid bases are 0 and 2-36. Base 0 means to interpret the base from the string as an integer literal. >>> int(‘0b100’, base=0) 4
- name(*args, **kwargs)¶
str(object=’’) -> str str(bytes_or_buffer[, encoding[, errors]]) -> str
Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to ‘strict’.
- numargs(*args, **kwargs)¶
int([x]) -> integer int(x, base=10) -> integer
Convert a number or string to an integer, or return 0 if no arguments are given. If x is a number, return x.__int__(). For floating point numbers, this truncates towards zero.
If x is not a number or if base is given, then x must be a string, bytes, or bytearray instance representing an integer literal in the given base. The literal can be preceded by ‘+’ or ‘-’ and be surrounded by whitespace. The base defaults to 10. Valid bases are 0 and 2-36. Base 0 means to interpret the base from the string as an integer literal. >>> int(‘0b100’, base=0) 4
- shapes(*args, **kwargs)¶
str(object=’’) -> str str(bytes_or_buffer[, encoding[, errors]]) -> str
Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to ‘strict’.
- vecentropy(*args, **kwargs)¶
- xtol(*args, **kwargs)¶
Convert a string or number to a floating point number, if possible.