KSample¶
Nonparametric KSample Test¶

class
hyppo.ksample.
KSample
(indep_test, compute_distance=<function euclidean>, bias=False)[source]¶ Class for calculating the ksample test statistic and pvalue.
A ksample test tests equality in distribution among groups. Groups can be of different sizes, but generally have the same dimensionality. There are not many nonparametric ksample tests, but this version cleverly leverages the power of some of the implemented independence tests to test this equality of distribution.
Parameters:  indep_test : {"CCA", "Dcorr", "HHG", "RV", "Hsic", "MGC"}
A string corresponding to the desired independence test from
mgc.independence
. This is not case sensitive. compute_distance : callable(), optional (default: euclidean)
A function that computes the distance among the samples within each data matrix. Set to None if x and y are already distance matrices. To call a custom function, either create the distance matrix beforehand or create a function of the form
compute_distance(x)
where x is the data matrix for which pairwise distances are calculated. bias : bool (default: False)
Whether or not to use the biased or unbiased test statistics. Only applies to
Dcorr
andHsic
.
Notes
The ideas behind this can be found in an upcoming paper:
The ksample testing problem can be thought of as a generalization of the two sample testing problem. Define \(\{ u_i \stackrel{iid}{\sim} F_U,\ i = 1, ..., n \}\) and \(\{ v_j \stackrel{iid}{\sim} F_V,\ j = 1, ..., m \}\) as two groups of samples deriving from different distributions with the same dimensionality. Then, problem that we are testing is thus,
\[\begin{split}H_0: F_U &= F_V \\ H_A: F_U &\neq F_V\end{split}\]The closely related independence testing problem can be generalized similarly: Given a set of paired data \(\{\left(x_i, y_i \right) \stackrel{iid}{\sim} F_{XY}, \ i = 1, ..., N\}\), the problem that we are testing is,
\[\begin{split}H_0: F_{XY} &= F_X F_Y \\ H_A: F_{XY} &\neq F_X F_Y\end{split}\]By manipulating the inputs of the ksample test, we can create concatenated versions of the inputs and another label matrix which are necessarily paired. Then, any nonparametric test can be performed on this data.

test
(self, *args, reps=1000, workers=1, auto=True)[source]¶ Calculates the ksample test statistic and pvalue.
Parameters:  *args : ndarrays
Variable length input data matrices. All inputs must have the same number of samples. That is, the shapes must be (n, p) and (m, p) where n and m are the number of samples and p are the number of dimensions. Alternatively, inputs can be distance matrices, where the shapes must all be (n, n).
 reps : int, optional (default: 1000)
The number of replications used to estimate the null distribution when using the permutation test used to calculate the pvalue.
 workers : int, optional (default: 1)
The number of cores to parallelize the pvalue computation over. Supply 1 to use all cores available to the Process.
 auto : bool (default: True)
Automatically uses fast approximation when sample size and size of array is greater than 20. If True, and sample size is greater than 20, a fast chi2 approximation will be run. Parameters
reps
andworkers
are irrelevant in this case. Only applies toDcorr
andHsic
.
Returns:  stat : float
The computed kSample statistic.
 pvalue : float
The computed kSample pvalue.
Examples
>>> import numpy as np >>> from hyppo.ksample import KSample >>> x = np.arange(7) >>> y = x >>> z = np.arange(10) >>> stat, pvalue = KSample("Dcorr").test(x, y) >>> '%.3f, %.1f' % (stat, pvalue) '0.136, 1.0'