scipy 1.16.2__cp314-cp314-win_arm64.whl

scipy/stats/mstats.py

@@ -0,0 +1,140 @@
+"""
+===================================================================
+Statistical functions for masked arrays (:mod:`scipy.stats.mstats`)
+===================================================================
+
+.. currentmodule:: scipy.stats.mstats
+
+This module contains a large number of statistical functions that can
+be used with masked arrays.
+
+Most of these functions are similar to those in `scipy.stats` but might
+have small differences in the API or in the algorithm used. Since this
+is a relatively new package, some API changes are still possible.
+
+Summary statistics
+==================
+
+.. autosummary::
+   :toctree: generated/
+
+   describe
+   gmean
+   hmean
+   kurtosis
+   mode
+   mquantiles
+   hdmedian
+   hdquantiles
+   hdquantiles_sd
+   idealfourths
+   plotting_positions
+   meppf
+   moment
+   skew
+   tmean
+   tvar
+   tmin
+   tmax
+   tsem
+   variation
+   find_repeats
+   sem
+   trimmed_mean
+   trimmed_mean_ci
+   trimmed_std
+   trimmed_var
+
+Frequency statistics
+====================
+
+.. autosummary::
+   :toctree: generated/
+
+   scoreatpercentile
+
+Correlation functions
+=====================
+
+.. autosummary::
+   :toctree: generated/
+
+   f_oneway
+   pearsonr
+   spearmanr
+   pointbiserialr
+   kendalltau
+   kendalltau_seasonal
+   linregress
+   siegelslopes
+   theilslopes
+   sen_seasonal_slopes
+
+Statistical tests
+=================
+
+.. autosummary::
+   :toctree: generated/
+
+   ttest_1samp
+   ttest_onesamp
+   ttest_ind
+   ttest_rel
+   chisquare
+   kstest
+   ks_2samp
+   ks_1samp
+   ks_twosamp
+   mannwhitneyu
+   rankdata
+   kruskal
+   kruskalwallis
+   friedmanchisquare
+   brunnermunzel
+   skewtest
+   kurtosistest
+   normaltest
+
+Transformations
+===============
+
+.. autosummary::
+   :toctree: generated/
+
+   obrientransform
+   trim
+   trima
+   trimmed_stde
+   trimr
+   trimtail
+   trimboth
+   winsorize
+   zmap
+   zscore
+
+Other
+=====
+
+.. autosummary::
+   :toctree: generated/
+
+   argstoarray
+   count_tied_groups
+   msign
+   compare_medians_ms
+   median_cihs
+   mjci
+   mquantiles_cimj
+   rsh
+
+"""
+from . import _mstats_basic
+from . import _mstats_extras
+from ._mstats_basic import *  # noqa: F403
+from ._mstats_extras import *  # noqa: F403
+# Functions that support masked array input in stats but need to be kept in the
+# mstats namespace for backwards compatibility:
+from scipy.stats import gmean, hmean, zmap, zscore, chisquare
+
+__all__ = _mstats_basic.__all__ + _mstats_extras.__all__
+__all__ += ['gmean', 'hmean', 'zmap', 'zscore', 'chisquare']

scipy/stats/mstats_basic.py

@@ -0,0 +1,42 @@
+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+# Use the `scipy.stats` namespace for importing the functions
+# included below.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+
+__all__ = [  # noqa: F822
+    'argstoarray',
+    'count_tied_groups',
+    'describe',
+    'f_oneway', 'find_repeats','friedmanchisquare',
+    'kendalltau','kendalltau_seasonal','kruskal','kruskalwallis',
+    'ks_twosamp', 'ks_2samp', 'kurtosis', 'kurtosistest',
+    'ks_1samp', 'kstest',
+    'linregress',
+    'mannwhitneyu', 'meppf','mode','moment','mquantiles','msign',
+    'normaltest',
+    'obrientransform',
+    'pearsonr','plotting_positions','pointbiserialr',
+    'rankdata',
+    'scoreatpercentile','sem',
+    'sen_seasonal_slopes','skew','skewtest','spearmanr',
+    'siegelslopes', 'theilslopes',
+    'tmax','tmean','tmin','trim','trimboth',
+    'trimtail','trima','trimr','trimmed_mean','trimmed_std',
+    'trimmed_stde','trimmed_var','tsem','ttest_1samp','ttest_onesamp',
+    'ttest_ind','ttest_rel','tvar',
+    'variation',
+    'winsorize',
+    'brunnermunzel',
+]
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="stats", module="mstats_basic",
+                                   private_modules=["_mstats_basic"], all=__all__,
+                                   attribute=name, correct_module="mstats")

scipy/stats/mstats_extras.py

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+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+# Use the `scipy.stats` namespace for importing the functions
+# included below.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+
+__all__ = [  # noqa: F822
+    'compare_medians_ms',
+    'hdquantiles', 'hdmedian', 'hdquantiles_sd',
+    'idealfourths',
+    'median_cihs','mjci','mquantiles_cimj',
+    'rsh',
+    'trimmed_mean_ci',
+]
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="stats", module="mstats_extras",
+                                   private_modules=["_mstats_extras"], all=__all__,
+                                   attribute=name, correct_module="mstats")

scipy/stats/mvn.py

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+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+# Use the `scipy.stats` namespace for importing the functions
+# included below.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+__all__: list[str] = []
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="stats", module="mvn",
+                                   private_modules=["_mvn"], all=__all__,
+                                   attribute=name)

scipy/stats/qmc.py

@@ -0,0 +1,236 @@
+r"""
+====================================================
+Quasi-Monte Carlo submodule (:mod:`scipy.stats.qmc`)
+====================================================
+
+.. currentmodule:: scipy.stats.qmc
+
+This module provides Quasi-Monte Carlo generators and associated helper
+functions.
+
+
+Quasi-Monte Carlo
+=================
+
+Engines
+-------
+
+.. autosummary::
+   :toctree: generated/
+
+   QMCEngine
+   Sobol
+   Halton
+   LatinHypercube
+   PoissonDisk
+   MultinomialQMC
+   MultivariateNormalQMC
+
+Helpers
+-------
+
+.. autosummary::
+   :toctree: generated/
+
+   discrepancy
+   geometric_discrepancy
+   update_discrepancy
+   scale
+
+
+Introduction to Quasi-Monte Carlo
+=================================
+
+Quasi-Monte Carlo (QMC) methods [1]_, [2]_, [3]_ provide an
+:math:`n \times d` array of numbers in :math:`[0,1]`. They can be used in
+place of :math:`n` points from the :math:`U[0,1]^{d}` distribution. Compared to
+random points, QMC points are designed to have fewer gaps and clumps. This is
+quantified by discrepancy measures [4]_. From the Koksma-Hlawka
+inequality [5]_ we know that low discrepancy reduces a bound on
+integration error. Averaging a function :math:`f` over :math:`n` QMC points
+can achieve an integration error close to :math:`O(n^{-1})` for well
+behaved functions [2]_.
+
+Most QMC constructions are designed for special values of :math:`n`
+such as powers of 2 or large primes. Changing the sample
+size by even one can degrade their performance, even their
+rate of convergence [6]_. For instance :math:`n=100` points may give less
+accuracy than :math:`n=64` if the method was designed for :math:`n=2^m`.
+
+Some QMC constructions are extensible in :math:`n`: we can find
+another special sample size :math:`n' > n` and often an infinite
+sequence of increasing special sample sizes. Some QMC
+constructions are extensible in :math:`d`: we can increase the dimension,
+possibly to some upper bound, and typically without requiring
+special values of :math:`d`. Some QMC methods are extensible in
+both :math:`n` and :math:`d`.
+
+QMC points are deterministic. That makes it hard to estimate the accuracy of
+integrals estimated by averages over QMC points. Randomized QMC (RQMC) [7]_
+points are constructed so that each point is individually :math:`U[0,1]^{d}`
+while collectively the :math:`n` points retain their low discrepancy.
+One can make :math:`R` independent replications of RQMC points to
+see how stable a computation is. From :math:`R` independent values,
+a t-test (or bootstrap t-test [8]_) then gives approximate confidence
+intervals on the mean value. Some RQMC methods produce a
+root mean squared error that is actually :math:`o(1/n)` and smaller than
+the rate seen in unrandomized QMC. An intuitive explanation is
+that the error is a sum of many small ones and random errors
+cancel in a way that deterministic ones do not. RQMC also
+has advantages on integrands that are singular or, for other
+reasons, fail to be Riemann integrable.
+
+(R)QMC cannot beat Bahkvalov's curse of dimension (see [9]_). For
+any random or deterministic method, there are worst case functions
+that will give it poor performance in high dimensions. A worst
+case function for QMC might be 0 at all n points but very
+large elsewhere. Worst case analyses get very pessimistic
+in high dimensions. (R)QMC can bring a great improvement over
+MC when the functions on which it is used are not worst case.
+For instance (R)QMC can be especially effective on integrands
+that are well approximated by sums of functions of
+some small number of their input variables at a time [10]_, [11]_.
+That property is often a surprising finding about those functions.
+
+Also, to see an improvement over IID MC, (R)QMC requires a bit of smoothness of
+the integrand, roughly the mixed first order derivative in each direction,
+:math:`\partial^d f/\partial x_1 \cdots \partial x_d`, must be integral.
+For instance, a function that is 1 inside the hypersphere and 0 outside of it
+has infinite variation in the sense of Hardy and Krause for any dimension
+:math:`d = 2`.
+
+Scrambled nets are a kind of RQMC that have some valuable robustness
+properties [12]_. If the integrand is square integrable, they give variance
+:math:`var_{SNET} = o(1/n)`. There is a finite upper bound on
+:math:`var_{SNET} / var_{MC}` that holds simultaneously for every square
+integrable integrand. Scrambled nets satisfy a strong law of large numbers
+for :math:`f` in :math:`L^p` when :math:`p>1`. In some
+special cases there is a central limit theorem [13]_. For smooth enough
+integrands they can achieve RMSE nearly :math:`O(n^{-3})`. See [12]_
+for references about these properties.
+
+The main kinds of QMC methods are lattice rules [14]_ and digital
+nets and sequences [2]_, [15]_. The theories meet up in polynomial
+lattice rules [16]_ which can produce digital nets. Lattice rules
+require some form of search for good constructions. For digital
+nets there are widely used default constructions.
+
+The most widely used QMC methods are Sobol' sequences [17]_.
+These are digital nets. They are extensible in both :math:`n` and :math:`d`.
+They can be scrambled. The special sample sizes are powers
+of 2. Another popular method are Halton sequences [18]_.
+The constructions resemble those of digital nets. The earlier
+dimensions have much better equidistribution properties than
+later ones. There are essentially no special sample sizes.
+They are not thought to be as accurate as Sobol' sequences.
+They can be scrambled. The nets of Faure [19]_ are also widely
+used. All dimensions are equally good, but the special sample
+sizes grow rapidly with dimension :math:`d`. They can be scrambled.
+The nets of Niederreiter and Xing [20]_ have the best asymptotic
+properties but have not shown good empirical performance [21]_.
+
+Higher order digital nets are formed by a digit interleaving process
+in the digits of the constructed points. They can achieve higher
+levels of asymptotic accuracy given higher smoothness conditions on :math:`f`
+and they can be scrambled [22]_. There is little or no empirical work
+showing the improved rate to be attained.
+
+Using QMC is like using the entire period of a small random
+number generator. The constructions are similar and so
+therefore are the computational costs [23]_.
+
+(R)QMC is sometimes improved by passing the points through
+a baker's transformation (tent function) prior to using them.
+That function has the form :math:`1-2|x-1/2|`. As :math:`x` goes from 0 to
+1, this function goes from 0 to 1 and then back. It is very
+useful to produce a periodic function for lattice rules [14]_,
+and sometimes it improves the convergence rate [24]_.
+
+It is not straightforward to apply QMC methods to Markov
+chain Monte Carlo (MCMC).  We can think of MCMC as using
+:math:`n=1` point in :math:`[0,1]^{d}` for very large :math:`d`, with
+ergodic results corresponding to :math:`d \to \infty`. One proposal is
+in [25]_ and under strong conditions an improved rate of convergence
+has been shown [26]_.
+
+Returning to Sobol' points: there are many versions depending
+on what are called direction numbers. Those are the result of
+searches and are tabulated. A very widely used set of direction
+numbers come from [27]_. It is extensible in dimension up to
+:math:`d=21201`.
+
+References
+----------
+.. [1] Owen, Art B. "Monte Carlo Book: the Quasi-Monte Carlo parts." 2019.
+.. [2] Niederreiter, Harald. "Random number generation and quasi-Monte Carlo
+   methods." Society for Industrial and Applied Mathematics, 1992.
+.. [3] Dick, Josef, Frances Y. Kuo, and Ian H. Sloan. "High-dimensional
+   integration: the quasi-Monte Carlo way." Acta Numerica no. 22: 133, 2013.
+.. [4] Aho, A. V., C. Aistleitner, T. Anderson, K. Appel, V. Arnol'd, N.
+   Aronszajn, D. Asotsky et al. "W. Chen et al.(eds.), "A Panorama of
+   Discrepancy Theory", Sringer International Publishing,
+   Switzerland: 679, 2014.
+.. [5] Hickernell, Fred J. "Koksma-Hlawka Inequality." Wiley StatsRef:
+   Statistics Reference Online, 2014.
+.. [6] Owen, Art B. "On dropping the first Sobol' point." :arxiv:`2008.08051`,
+   2020.
+.. [7] L'Ecuyer, Pierre, and Christiane Lemieux. "Recent advances in randomized
+   quasi-Monte Carlo methods." In Modeling uncertainty, pp. 419-474. Springer,
+   New York, NY, 2002.
+.. [8] DiCiccio, Thomas J., and Bradley Efron. "Bootstrap confidence
+   intervals." Statistical science: 189-212, 1996.
+.. [9] Dimov, Ivan T. "Monte Carlo methods for applied scientists." World
+   Scientific, 2008.
+.. [10] Caflisch, Russel E., William J. Morokoff, and Art B. Owen. "Valuation
+   of mortgage backed securities using Brownian bridges to reduce effective
+   dimension." Journal of Computational Finance: no. 1 27-46, 1997.
+.. [11] Sloan, Ian H., and Henryk Wozniakowski. "When are quasi-Monte Carlo
+   algorithms efficient for high dimensional integrals?." Journal of Complexity
+   14, no. 1 (1998): 1-33.
+.. [12] Owen, Art B., and Daniel Rudolf, "A strong law of large numbers for
+   scrambled net integration." SIAM Review, to appear.
+.. [13] Loh, Wei-Liem. "On the asymptotic distribution of scrambled net
+   quadrature." The Annals of Statistics 31, no. 4: 1282-1324, 2003.
+.. [14] Sloan, Ian H. and S. Joe. "Lattice methods for multiple integration."
+   Oxford University Press, 1994.
+.. [15] Dick, Josef, and Friedrich Pillichshammer. "Digital nets and sequences:
+   discrepancy theory and quasi-Monte Carlo integration." Cambridge University
+   Press, 2010.
+.. [16] Dick, Josef, F. Kuo, Friedrich Pillichshammer, and I. Sloan.
+   "Construction algorithms for polynomial lattice rules for multivariate
+   integration." Mathematics of computation 74, no. 252: 1895-1921, 2005.
+.. [17] Sobol', Il'ya Meerovich. "On the distribution of points in a cube and
+   the approximate evaluation of integrals." Zhurnal Vychislitel'noi Matematiki
+   i Matematicheskoi Fiziki 7, no. 4: 784-802, 1967.
+.. [18] Halton, John H. "On the efficiency of certain quasi-random sequences of
+   points in evaluating multi-dimensional integrals." Numerische Mathematik 2,
+   no. 1: 84-90, 1960.
+.. [19] Faure, Henri. "Discrepance de suites associees a un systeme de
+   numeration (en dimension s)." Acta arithmetica 41, no. 4: 337-351, 1982.
+.. [20] Niederreiter, Harold, and Chaoping Xing. "Low-discrepancy sequences and
+   global function fields with many rational places." Finite Fields and their
+   applications 2, no. 3: 241-273, 1996.
+.. [21] Hong, Hee Sun, and Fred J. Hickernell. "Algorithm 823: Implementing
+   scrambled digital sequences." ACM Transactions on Mathematical Software
+   (TOMS) 29, no. 2: 95-109, 2003.
+.. [22] Dick, Josef. "Higher order scrambled digital nets achieve the optimal
+   rate of the root mean square error for smooth integrands." The Annals of
+   Statistics 39, no. 3: 1372-1398, 2011.
+.. [23] Niederreiter, Harald. "Multidimensional numerical integration using
+   pseudorandom numbers." In Stochastic Programming 84 Part I, pp. 17-38.
+   Springer, Berlin, Heidelberg, 1986.
+.. [24] Hickernell, Fred J. "Obtaining O (N-2+e) Convergence for Lattice
+   Quadrature Rules." In Monte Carlo and Quasi-Monte Carlo Methods 2000,
+   pp. 274-289. Springer, Berlin, Heidelberg, 2002.
+.. [25] Owen, Art B., and Seth D. Tribble. "A quasi-Monte Carlo Metropolis
+   algorithm." Proceedings of the National Academy of Sciences 102,
+   no. 25: 8844-8849, 2005.
+.. [26] Chen, Su. "Consistency and convergence rate of Markov chain quasi Monte
+   Carlo with examples." PhD diss., Stanford University, 2011.
+.. [27] Joe, Stephen, and Frances Y. Kuo. "Constructing Sobol sequences with
+   better two-dimensional projections." SIAM Journal on Scientific Computing
+   30, no. 5: 2635-2654, 2008.
+
+"""
+from ._qmc import *  # noqa: F403
+from ._qmc import __all__  # noqa: F401

scipy/stats/sampling.py

@@ -0,0 +1,73 @@
+"""
+======================================================
+Random Number Generators (:mod:`scipy.stats.sampling`)
+======================================================
+
+.. currentmodule:: scipy.stats.sampling
+
+This module contains a collection of random number generators to sample
+from univariate continuous and discrete distributions. It uses the
+implementation of a C library called "UNU.RAN". The only exception is
+RatioUniforms, which is a pure Python implementation of the
+Ratio-of-Uniforms method.
+
+Generators Wrapped
+==================
+
+For continuous distributions
+----------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   NumericalInverseHermite
+   NumericalInversePolynomial
+   TransformedDensityRejection
+   SimpleRatioUniforms
+   RatioUniforms
+
+For discrete distributions
+--------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   DiscreteAliasUrn
+   DiscreteGuideTable
+
+Warnings / Errors used in :mod:`scipy.stats.sampling`
+-----------------------------------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   UNURANError
+
+
+Generators for pre-defined distributions
+========================================
+
+To easily apply the above methods for some of the continuous distributions
+in :mod:`scipy.stats`, the following functionality can be used:
+
+.. autosummary::
+   :toctree: generated/
+
+   FastGeneratorInversion
+
+"""
+from ._sampling import FastGeneratorInversion, RatioUniforms  # noqa: F401
+from ._unuran.unuran_wrapper import (  # noqa: F401
+   TransformedDensityRejection,
+   DiscreteAliasUrn,
+   DiscreteGuideTable,
+   NumericalInversePolynomial,
+   NumericalInverseHermite,
+   SimpleRatioUniforms,
+   UNURANError
+)
+
+__all__ = ["NumericalInverseHermite", "NumericalInversePolynomial",
+           "TransformedDensityRejection", "SimpleRatioUniforms",
+           "RatioUniforms", "DiscreteAliasUrn", "DiscreteGuideTable",
+           "UNURANError", "FastGeneratorInversion"]

scipy/stats/stats.py

@@ -0,0 +1,41 @@
+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+# Use the `scipy.stats` namespace for importing the functions
+# included below.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+
+__all__ = [  # noqa: F822
+    'find_repeats', 'gmean', 'hmean', 'pmean', 'mode', 'tmean', 'tvar',
+    'tmin', 'tmax', 'tstd', 'tsem', 'moment',
+    'skew', 'kurtosis', 'describe', 'skewtest', 'kurtosistest',
+    'normaltest', 'jarque_bera',
+    'scoreatpercentile', 'percentileofscore',
+    'cumfreq', 'relfreq', 'obrientransform',
+    'sem', 'zmap', 'zscore', 'gzscore', 'iqr', 'gstd',
+    'median_abs_deviation',
+    'sigmaclip', 'trimboth', 'trim1', 'trim_mean',
+    'f_oneway',
+    'pearsonr', 'fisher_exact',
+    'spearmanr', 'pointbiserialr',
+    'kendalltau', 'weightedtau', 'multiscale_graphcorr',
+    'linregress', 'siegelslopes', 'theilslopes', 'ttest_1samp',
+    'ttest_ind', 'ttest_ind_from_stats', 'ttest_rel',
+    'kstest', 'ks_1samp', 'ks_2samp',
+    'chisquare', 'power_divergence',
+    'tiecorrect', 'ranksums', 'kruskal', 'friedmanchisquare',
+    'rankdata',
+    'combine_pvalues', 'wasserstein_distance', 'energy_distance',
+    'brunnermunzel', 'alexandergovern', 'distributions',
+    'mstats_basic',
+]
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="stats", module="stats",
+                                   private_modules=["_stats_py", "_mgc"], all=__all__,
+                                   attribute=name)