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November 3, 2023 04:32
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Exact multinomial test of goodness-of-fit by Scipy
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$ python multinom_test.py | |
H0: the observed frequeicies follows the expected ones | |
H1: the observed frequeicies does not follow the expected ones | |
observed_frequencies = [0, 10, 6, 4, 5, 5] | |
alpha = 0.05 | |
chisquare: p = 0.064663, H0 is NOT rejected | |
multinom_test: p = 0.030745, H0 is rejected (# of possible events = 324632) |
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import numpy as np | |
from scipy import stats, special | |
import functools | |
# https://rpkgs.datanovia.com/rstatix/reference/multinom_test.html | |
# https://github.com/kassambara/rstatix/blob/v0.7.2/R/multinom_test.R | |
def multinom_test(x, p=None): | |
x = np.array(x) | |
if x.ndim != 1: | |
raise ValueError("'x' must be a vector") | |
if p is None: | |
p = np.repeat(1/len(x), len(x)) | |
if not np.isclose(np.sum(p), 1): | |
raise ValueError("sum of probabilities must be 1") | |
if len(x) != len(p): | |
raise ValueError("'x' and 'p' lengths differ") | |
size = np.sum(x) | |
groups = len(x) | |
num_events = int(special.comb(size + groups - 1, groups - 1)) | |
p_obs = stats.multinomial.pmf(x, size, p) | |
# use memoization to reduce repeated calls | |
@functools.cache | |
def find_vectors(groups, size): | |
if groups == 1: | |
mat = size | |
else: | |
mat = np.zeros((1, groups - 1)) | |
for i in range(1, size + 1): | |
mat = np.vstack((mat, find_vectors(groups - 1, i))) | |
mat = np.hstack((mat, size - np.sum(mat, axis=1).reshape(-1, 1))) | |
return mat | |
event_mat = find_vectors(groups, size) | |
event_prob = stats.multinomial.pmf(event_mat, size, p) | |
p_val = np.sum(event_prob[event_prob <= p_obs]) | |
return {'pvalue': p_val, 'num_events': num_events} | |
# observed frequeicies from discrete uniform distribution | |
# https://biolab.sakura.ne.jp/multinomial-test.html | |
observed_frequencies = [0, 10, 6, 4, 5, 5] | |
# significance level | |
alpha = 0.05 | |
print("""H0: the observed frequeicies follows the expected ones | |
H1: the observed frequeicies does not follow the expected ones | |
observed_frequencies = {} | |
alpha = {} | |
""".format(observed_frequencies, alpha)) | |
result = stats.chisquare(observed_frequencies) | |
s = "H0 is rejected" if result.pvalue < alpha else "H0 is NOT rejected" | |
print(" chisquare: p = {:f}, {}".format(result.pvalue, s)) | |
result = multinom_test(observed_frequencies) | |
s = "H0 is rejected" if result["pvalue"] < alpha else "H0 is NOT rejected" | |
print("multinom_test: p = {:f}, {} (# of possible events = {})".format(result["pvalue"], s, result["num_events"])) |
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