scipy 1.16.1__cp314-cp314-musllinux_1_2_x86_64.whl

scipy/stats/_quantile.py

@@ -0,0 +1,335 @@
+import numpy as np
+from scipy.special import betainc
+from scipy._lib._array_api import xp_ravel, array_namespace, xp_promote
+import scipy._lib.array_api_extra as xpx
+from scipy.stats._axis_nan_policy import _broadcast_arrays, _contains_nan
+from scipy.stats._stats_py import _length_nonmasked
+
+
+def _quantile_iv(x, p, method, axis, nan_policy, keepdims):
+    xp = array_namespace(x, p)
+
+    if not xp.isdtype(xp.asarray(x).dtype, ('integral', 'real floating')):
+        raise ValueError("`x` must have real dtype.")
+
+    if not xp.isdtype(xp.asarray(p).dtype, 'real floating'):
+        raise ValueError("`p` must have real floating dtype.")
+
+    x, p = xp_promote(x, p, force_floating=True, xp=xp)
+    dtype = x.dtype
+
+    axis_none = axis is None
+    ndim = max(x.ndim, p.ndim)
+    if axis_none:
+        x = xp_ravel(x)
+        p = xp_ravel(p)
+        axis = 0
+    elif np.iterable(axis) or int(axis) != axis:
+        message = "`axis` must be an integer or None."
+        raise ValueError(message)
+    elif (axis >= ndim) or (axis < -ndim):
+        message = "`axis` is not compatible with the shapes of the inputs."
+        raise ValueError(message)
+    axis = int(axis)
+
+    methods = {'inverted_cdf', 'averaged_inverted_cdf', 'closest_observation',
+               'hazen', 'interpolated_inverted_cdf', 'linear',
+               'median_unbiased', 'normal_unbiased', 'weibull',
+               'harrell-davis'}
+    if method not in methods:
+        message = f"`method` must be one of {methods}"
+        raise ValueError(message)
+
+    contains_nans = _contains_nan(x, nan_policy, xp_omit_okay=True, xp=xp)
+
+    if keepdims not in {None, True, False}:
+        message = "If specified, `keepdims` must be True or False."
+        raise ValueError(message)
+
+    # If data has length zero along `axis`, the result will be an array of NaNs just
+    # as if the data had length 1 along axis and were filled with NaNs. This is treated
+    # naturally below whether `nan_policy` is `'propagate'` or `'omit'`.
+    if x.shape[axis] == 0:
+        shape = list(x.shape)
+        shape[axis] = 1
+        x = xp.full(shape, xp.asarray(xp.nan, dtype=dtype))
+
+    y = xp.sort(x, axis=axis)
+    y, p = _broadcast_arrays((y, p), axis=axis)
+
+    if (keepdims is False) and (p.shape[axis] != 1):
+        message = "`keepdims` may be False only if the length of `p` along `axis` is 1."
+        raise ValueError(message)
+    keepdims = (p.shape[axis] != 1) if keepdims is None else keepdims
+
+    y = xp.moveaxis(y, axis, -1)
+    p = xp.moveaxis(p, axis, -1)
+
+    n = _length_nonmasked(y, -1, xp=xp, keepdims=True)
+    n = xp.asarray(n, dtype=dtype)
+    if contains_nans:
+        nans = xp.isnan(y)
+
+        # Note that if length along `axis` were 0 to begin with,
+        # it is now length 1 and filled with NaNs.
+        if nan_policy == 'propagate':
+            nan_out = xp.any(nans, axis=-1)
+        else:  # 'omit'
+            non_nan = xp.astype(~nans, xp.uint64)
+            n_int = xp.sum(non_nan, axis=-1, keepdims=True)
+            n = xp.astype(n_int, dtype)
+            # NaNs are produced only if slice is empty after removing NaNs
+            nan_out = xp.any(n == 0, axis=-1)
+            n = xpx.at(n, nan_out).set(y.shape[-1])  # avoids pytorch/pytorch#146211
+
+        if xp.any(nan_out):
+            y = xp.asarray(y, copy=True)  # ensure writable
+            y = xpx.at(y, nan_out).set(xp.nan)
+        elif xp.any(nans) and method == 'harrell-davis':
+            y = xp.asarray(y, copy=True)  # ensure writable
+            y = xpx.at(y, nans).set(0)  # any non-nan will prevent NaN from propagating
+
+    p_mask = (p > 1) | (p < 0) | xp.isnan(p)
+    if xp.any(p_mask):
+        p = xp.asarray(p, copy=True)
+        p = xpx.at(p, p_mask).set(0.5)  # these get NaN-ed out at the end
+
+    return y, p, method, axis, nan_policy, keepdims, n, axis_none, ndim, p_mask, xp
+
+
+def quantile(x, p, *, method='linear', axis=0, nan_policy='propagate', keepdims=None):
+    """
+    Compute the p-th quantile of the data along the specified axis.
+
+    Parameters
+    ----------
+    x : array_like of real numbers
+        Data array.
+    p : array_like of float
+        Probability or sequence of probabilities of the quantiles to compute.
+        Values must be between 0 and 1 (inclusive).
+        Must have length 1 along `axis` unless ``keepdims=True``.
+    method : str, default: 'linear'
+        The method to use for estimating the quantile.
+        The available options, numbered as they appear in [1]_, are:
+
+        1. 'inverted_cdf'
+        2. 'averaged_inverted_cdf'
+        3. 'closest_observation'
+        4. 'interpolated_inverted_cdf'
+        5. 'hazen'
+        6. 'weibull'
+        7. 'linear'  (default)
+        8. 'median_unbiased'
+        9. 'normal_unbiased'
+
+        'harrell-davis' is also available to compute the quantile estimate
+        according to [2]_.
+        See Notes for details.
+    axis : int or None, default: 0
+        Axis along which the quantiles are computed.
+        ``None`` ravels both `x` and `p` before performing the calculation,
+        without checking whether the original shapes were compatible.
+    nan_policy : str, default: 'propagate'
+        Defines how to handle NaNs in the input data `x`.
+
+        - ``propagate``: if a NaN is present in the axis slice (e.g. row) along
+          which the  statistic is computed, the corresponding slice of the output
+          will contain NaN(s).
+        - ``omit``: NaNs will be omitted when performing the calculation.
+          If insufficient data remains in the axis slice along which the
+          statistic is computed, the corresponding slice of the output will
+          contain NaN(s).
+        - ``raise``: if a NaN is present, a ``ValueError`` will be raised.
+
+        If NaNs are present in `p`, a ``ValueError`` will be raised.
+    keepdims : bool, optional
+        Consider the case in which `x` is 1-D and `p` is a scalar: the quantile
+        is a reducing statistic, and the default behavior is to return a scalar.
+        If `keepdims` is set to True, the axis will not be reduced away, and the
+        result will be a 1-D array with one element.
+
+        The general case is more subtle, since multiple quantiles may be
+        requested for each axis-slice of `x`. For instance, if both `x` and `p`
+        are 1-D and ``p.size > 1``, no axis can be reduced away; there must be an
+        axis to contain the number of quantiles given by ``p.size``. Therefore:
+
+        - By default, the axis will be reduced away if possible (i.e. if there is
+          exactly one element of `q` per axis-slice of `x`).
+        - If `keepdims` is set to True, the axis will not be reduced away.
+        - If `keepdims` is set to False, the axis will be reduced away
+          if possible, and an error will be raised otherwise.
+
+    Returns
+    -------
+    quantile : scalar or ndarray
+        The resulting quantile(s). The dtype is the result dtype of `x` and `p`.
+
+    Notes
+    -----
+    Given a sample `x` from an underlying distribution, `quantile` provides a
+    nonparametric estimate of the inverse cumulative distribution function.
+
+    By default, this is done by interpolating between adjacent elements in
+    ``y``, a sorted copy of `x`::
+
+        (1-g)*y[j] + g*y[j+1]
+
+    where the index ``j`` and coefficient ``g`` are the integral and
+    fractional components of ``p * (n-1)``, and ``n`` is the number of
+    elements in the sample.
+
+    This is a special case of Equation 1 of H&F [1]_. More generally,
+
+    - ``j = (p*n + m - 1) // 1``, and
+    - ``g = (p*n + m - 1) % 1``,
+
+    where ``m`` may be defined according to several different conventions.
+    The preferred convention may be selected using the ``method`` parameter:
+
+    =============================== =============== ===============
+    ``method``                      number in H&F   ``m``
+    =============================== =============== ===============
+    ``interpolated_inverted_cdf``   4               ``0``
+    ``hazen``                       5               ``1/2``
+    ``weibull``                     6               ``p``
+    ``linear`` (default)            7               ``1 - p``
+    ``median_unbiased``             8               ``p/3 + 1/3``
+    ``normal_unbiased``             9               ``p/4 + 3/8``
+    =============================== =============== ===============
+
+    Note that indices ``j`` and ``j + 1`` are clipped to the range ``0`` to
+    ``n - 1`` when the results of the formula would be outside the allowed
+    range of non-negative indices. When ``j`` is clipped to zero, ``g`` is
+    set to zero as well. The ``-1`` in the formulas for ``j`` and ``g``
+    accounts for Python's 0-based indexing.
+
+    The table above includes only the estimators from [1]_ that are continuous
+    functions of probability `p` (estimators 4-9). SciPy also provides the
+    three discontinuous estimators from [1]_ (estimators 1-3), where ``j`` is
+    defined as above, ``m`` is defined as follows, and ``g`` is ``0`` when
+    ``index = p*n + m - 1`` is less than ``0`` and otherwise is defined below.
+
+    1. ``inverted_cdf``: ``m = 0`` and ``g = int(index - j > 0)``
+    2. ``averaged_inverted_cdf``: ``m = 0`` and
+       ``g = (1 + int(index - j > 0)) / 2``
+    3. ``closest_observation``: ``m = -1/2`` and
+       ``g = 1 - int((index == j) & (j%2 == 1))``
+
+    A different strategy for computing quantiles from [2]_, ``method='harrell-davis'``,
+    uses a weighted combination of all elements. The weights are computed as:
+
+    .. math::
+
+        w_{n, i} = I_{i/n}(a, b) - I_{(i - 1)/n}(a, b)
+
+    where :math:`n` is the number of elements in the sample,
+    :math:`i` are the indices :math:`1, 2, ..., n-1, n` of the sorted elements,
+    :math:`a = p (n + 1)`, :math:`b = (1 - p)(n + 1)`,
+    :math:`p` is the probability of the quantile, and
+    :math:`I` is the regularized, lower incomplete beta function
+    (`scipy.special.betainc`).
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy import stats
+    >>> x = np.asarray([[10, 8, 7, 5, 4],
+    ...                 [0, 1, 2, 3, 5]])
+
+    Take the median along the last axis.
+
+    >>> stats.quantile(x, 0.5, axis=-1)
+    array([7.,  2.])
+
+    Take a different quantile along each axis.
+
+    >>> stats.quantile(x, [[0.25], [0.75]], axis=-1, keepdims=True)
+    array([[5.],
+           [3.]])
+
+    Take multiple quantiles along each axis.
+
+    >>> stats.quantile(x, [0.25, 0.75], axis=-1)
+    array([[5., 8.],
+           [1., 3.]])
+
+    References
+    ----------
+    .. [1] R. J. Hyndman and Y. Fan,
+       "Sample quantiles in statistical packages,"
+       The American Statistician, 50(4), pp. 361-365, 1996
+    .. [2] Harrell, Frank E., and C. E. Davis.
+       "A new distribution-free quantile estimator."
+       Biometrika 69.3 (1982): 635-640.
+
+    """
+    # Input validation / standardization
+
+    temp = _quantile_iv(x, p, method, axis, nan_policy, keepdims)
+    y, p, method, axis, nan_policy, keepdims, n, axis_none, ndim, p_mask, xp = temp
+
+    if method in {'inverted_cdf', 'averaged_inverted_cdf', 'closest_observation',
+                  'hazen', 'interpolated_inverted_cdf', 'linear',
+                  'median_unbiased', 'normal_unbiased', 'weibull'}:
+        res = _quantile_hf(y, p, n, method, xp)
+    elif method in {'harrell-davis'}:
+        res = _quantile_hd(y, p, n, xp)
+
+    res = xpx.at(res, p_mask).set(xp.nan)
+
+    # Reshape per axis/keepdims
+    if axis_none and keepdims:
+        shape = (1,)*(ndim - 1) + res.shape
+        res = xp.reshape(res, shape)
+        axis = -1
+
+    res = xp.moveaxis(res, -1, axis)
+
+    if not keepdims:
+        res = xp.squeeze(res, axis=axis)
+
+    return res[()] if res.ndim == 0 else res
+
+
+def _quantile_hf(y, p, n, method, xp):
+    ms = dict(inverted_cdf=0, averaged_inverted_cdf=0, closest_observation=-0.5,
+              interpolated_inverted_cdf=0, hazen=0.5, weibull=p, linear=1 - p,
+              median_unbiased=p/3 + 1/3, normal_unbiased=p/4 + 3/8)
+    m = ms[method]
+    jg = p*n + m - 1
+    j = jg // 1
+    g = jg % 1
+    if method == 'inverted_cdf':
+        g = xp.astype((g > 0), jg.dtype)
+    elif method == 'averaged_inverted_cdf':
+        g = (1 + xp.astype((g > 0), jg.dtype)) / 2
+    elif method == 'closest_observation':
+        g = (1 - xp.astype((g == 0) & (j % 2 == 1), jg.dtype))
+    if method in {'inverted_cdf', 'averaged_inverted_cdf', 'closest_observation'}:
+        g = xp.asarray(g)
+        g = xpx.at(g, jg < 0).set(0)
+
+    g[j < 0] = 0
+    j = xp.clip(j, 0., n - 1)
+    jp1 = xp.clip(j + 1, 0., n - 1)
+
+    return ((1 - g) * xp.take_along_axis(y, xp.astype(j, xp.int64), axis=-1)
+            + g * xp.take_along_axis(y, xp.astype(jp1, xp.int64), axis=-1))
+
+
+def _quantile_hd(y, p, n, xp):
+    # RE axis handling: We need to perform a reducing operation over rows of `y` for
+    # each element in the corresponding row of `p` (a la Cartesian product). Strategy:
+    # move rows of `p` to an axis at the front that is orthogonal to all the rest,
+    # perform the reducing operating over the last axis, then move the front axis back
+    # to the end.
+    p = xp.moveaxis(p, -1, 0)[..., xp.newaxis]
+    a = p * (n + 1)
+    b = (1 - p) * (n + 1)
+    i = xp.arange(y.shape[-1] + 1, dtype=y.dtype)
+    w = betainc(a, b, i / n)
+    w = w[..., 1:] - w[..., :-1]
+    w = xpx.at(w, xp.isnan(w)).set(0)
+    res = xp.vecdot(w, y, axis=-1)
+    return xp.moveaxis(res, 0, -1)

scipy/stats/_rcont/__init__.py

@@ -0,0 +1,4 @@
+#
+from .rcont import rvs_rcont1, rvs_rcont2
+
+__all__ = ["rvs_rcont1", "rvs_rcont2"]

scipy/stats/_relative_risk.py

@@ -0,0 +1,263 @@
+import operator
+from dataclasses import dataclass
+import numpy as np
+from scipy.special import ndtri
+from ._common import ConfidenceInterval
+
+
+def _validate_int(n, bound, name):
+    msg = f'{name} must be an integer not less than {bound}, but got {n!r}'
+    try:
+        n = operator.index(n)
+    except TypeError:
+        raise TypeError(msg) from None
+    if n < bound:
+        raise ValueError(msg)
+    return n
+
+
+@dataclass
+class RelativeRiskResult:
+    """
+    Result of `scipy.stats.contingency.relative_risk`.
+
+    Attributes
+    ----------
+    relative_risk : float
+        This is::
+
+            (exposed_cases/exposed_total) / (control_cases/control_total)
+
+    exposed_cases : int
+        The number of "cases" (i.e. occurrence of disease or other event
+        of interest) among the sample of "exposed" individuals.
+    exposed_total : int
+        The total number of "exposed" individuals in the sample.
+    control_cases : int
+        The number of "cases" among the sample of "control" or non-exposed
+        individuals.
+    control_total : int
+        The total number of "control" individuals in the sample.
+
+    Methods
+    -------
+    confidence_interval :
+        Compute the confidence interval for the relative risk estimate.
+    """
+
+    relative_risk: float
+    exposed_cases: int
+    exposed_total: int
+    control_cases: int
+    control_total: int
+
+    def confidence_interval(self, confidence_level=0.95):
+        """
+        Compute the confidence interval for the relative risk.
+
+        The confidence interval is computed using the Katz method
+        (i.e. "Method C" of [1]_; see also [2]_, section 3.1.2).
+
+        Parameters
+        ----------
+        confidence_level : float, optional
+            The confidence level to use for the confidence interval.
+            Default is 0.95.
+
+        Returns
+        -------
+        ci : ConfidenceInterval instance
+            The return value is an object with attributes ``low`` and
+            ``high`` that hold the confidence interval.
+
+        References
+        ----------
+        .. [1] D. Katz, J. Baptista, S. P. Azen and M. C. Pike, "Obtaining
+               confidence intervals for the risk ratio in cohort studies",
+               Biometrics, 34, 469-474 (1978).
+        .. [2] Hardeo Sahai and Anwer Khurshid, Statistics in Epidemiology,
+               CRC Press LLC, Boca Raton, FL, USA (1996).
+
+
+        Examples
+        --------
+        >>> from scipy.stats.contingency import relative_risk
+        >>> result = relative_risk(exposed_cases=10, exposed_total=75,
+        ...                        control_cases=12, control_total=225)
+        >>> result.relative_risk
+        2.5
+        >>> result.confidence_interval()
+        ConfidenceInterval(low=1.1261564003469628, high=5.549850800541033)
+        """
+        if not 0 <= confidence_level <= 1:
+            raise ValueError('confidence_level must be in the interval '
+                             '[0, 1].')
+
+        # Handle edge cases where either exposed_cases or control_cases
+        # is zero.  We follow the convention of the R function riskratio
+        # from the epitools library.
+        if self.exposed_cases == 0 and self.control_cases == 0:
+            # relative risk is nan.
+            return ConfidenceInterval(low=np.nan, high=np.nan)
+        elif self.exposed_cases == 0:
+            # relative risk is 0.
+            return ConfidenceInterval(low=0.0, high=np.nan)
+        elif self.control_cases == 0:
+            # relative risk is inf
+            return ConfidenceInterval(low=np.nan, high=np.inf)
+
+        alpha = 1 - confidence_level
+        z = ndtri(1 - alpha/2)
+        rr = self.relative_risk
+
+        # Estimate of the variance of log(rr) is
+        # var(log(rr)) = 1/exposed_cases - 1/exposed_total +
+        #                1/control_cases - 1/control_total
+        # and the standard error is the square root of that.
+        se = np.sqrt(1/self.exposed_cases - 1/self.exposed_total +
+                     1/self.control_cases - 1/self.control_total)
+        delta = z*se
+        katz_lo = rr*np.exp(-delta)
+        katz_hi = rr*np.exp(delta)
+        return ConfidenceInterval(low=katz_lo, high=katz_hi)
+
+
+def relative_risk(exposed_cases, exposed_total, control_cases, control_total):
+    """
+    Compute the relative risk (also known as the risk ratio).
+
+    This function computes the relative risk associated with a 2x2
+    contingency table ([1]_, section 2.2.3; [2]_, section 3.1.2). Instead
+    of accepting a table as an argument, the individual numbers that are
+    used to compute the relative risk are given as separate parameters.
+    This is to avoid the ambiguity of which row or column of the contingency
+    table corresponds to the "exposed" cases and which corresponds to the
+    "control" cases.  Unlike, say, the odds ratio, the relative risk is not
+    invariant under an interchange of the rows or columns.
+
+    Parameters
+    ----------
+    exposed_cases : nonnegative int
+        The number of "cases" (i.e. occurrence of disease or other event
+        of interest) among the sample of "exposed" individuals.
+    exposed_total : positive int
+        The total number of "exposed" individuals in the sample.
+    control_cases : nonnegative int
+        The number of "cases" among the sample of "control" or non-exposed
+        individuals.
+    control_total : positive int
+        The total number of "control" individuals in the sample.
+
+    Returns
+    -------
+    result : instance of `~scipy.stats._result_classes.RelativeRiskResult`
+        The object has the float attribute ``relative_risk``, which is::
+
+            rr = (exposed_cases/exposed_total) / (control_cases/control_total)
+
+        The object also has the method ``confidence_interval`` to compute
+        the confidence interval of the relative risk for a given confidence
+        level.
+
+    See Also
+    --------
+    odds_ratio
+
+    Notes
+    -----
+    The R package epitools has the function `riskratio`, which accepts
+    a table with the following layout::
+
+                        disease=0   disease=1
+        exposed=0 (ref)    n00         n01
+        exposed=1          n10         n11
+
+    With a 2x2 table in the above format, the estimate of the CI is
+    computed by `riskratio` when the argument method="wald" is given,
+    or with the function `riskratio.wald`.
+
+    For example, in a test of the incidence of lung cancer among a
+    sample of smokers and nonsmokers, the "exposed" category would
+    correspond to "is a smoker" and the "disease" category would
+    correspond to "has or had lung cancer".
+
+    To pass the same data to ``relative_risk``, use::
+
+        relative_risk(n11, n10 + n11, n01, n00 + n01)
+
+    .. versionadded:: 1.7.0
+
+    References
+    ----------
+    .. [1] Alan Agresti, An Introduction to Categorical Data Analysis
+           (second edition), Wiley, Hoboken, NJ, USA (2007).
+    .. [2] Hardeo Sahai and Anwer Khurshid, Statistics in Epidemiology,
+           CRC Press LLC, Boca Raton, FL, USA (1996).
+
+    Examples
+    --------
+    >>> from scipy.stats.contingency import relative_risk
+
+    This example is from Example 3.1 of [2]_.  The results of a heart
+    disease study are summarized in the following table::
+
+                 High CAT   Low CAT    Total
+                 --------   -------    -----
+        CHD         27         44        71
+        No CHD      95        443       538
+
+        Total      122        487       609
+
+    CHD is coronary heart disease, and CAT refers to the level of
+    circulating catecholamine.  CAT is the "exposure" variable, and
+    high CAT is the "exposed" category. So the data from the table
+    to be passed to ``relative_risk`` is::
+
+        exposed_cases = 27
+        exposed_total = 122
+        control_cases = 44
+        control_total = 487
+
+    >>> result = relative_risk(27, 122, 44, 487)
+    >>> result.relative_risk
+    2.4495156482861398
+
+    Find the confidence interval for the relative risk.
+
+    >>> result.confidence_interval(confidence_level=0.95)
+    ConfidenceInterval(low=1.5836990926700116, high=3.7886786315466354)
+
+    The interval does not contain 1, so the data supports the statement
+    that high CAT is associated with greater risk of CHD.
+    """
+    # Relative risk is a trivial calculation.  The nontrivial part is in the
+    # `confidence_interval` method of the RelativeRiskResult class.
+
+    exposed_cases = _validate_int(exposed_cases, 0, "exposed_cases")
+    exposed_total = _validate_int(exposed_total, 1, "exposed_total")
+    control_cases = _validate_int(control_cases, 0, "control_cases")
+    control_total = _validate_int(control_total, 1, "control_total")
+
+    if exposed_cases > exposed_total:
+        raise ValueError('exposed_cases must not exceed exposed_total.')
+    if control_cases > control_total:
+        raise ValueError('control_cases must not exceed control_total.')
+
+    if exposed_cases == 0 and control_cases == 0:
+        # relative risk is 0/0.
+        rr = np.nan
+    elif exposed_cases == 0:
+        # relative risk is 0/nonzero
+        rr = 0.0
+    elif control_cases == 0:
+        # relative risk is nonzero/0.
+        rr = np.inf
+    else:
+        p1 = exposed_cases / exposed_total
+        p2 = control_cases / control_total
+        rr = p1 / p2
+    return RelativeRiskResult(relative_risk=rr,
+                              exposed_cases=exposed_cases,
+                              exposed_total=exposed_total,
+                              control_cases=control_cases,
+                              control_total=control_total)