【发布时间】:2019-01-09 15:03:17
【问题描述】:
这是我想要做的:
- 我想使用discrete Kolmogorov-Smirov Goodness-of-fit test,目前仅在 R 中可用。此外,R has the normal KS test as well -- 我不想使用此测试。
- 我是python用户,所以需要将离散KS测试移植到python,这样做I am trying to use
rpy2。
我面临的问题,如更多统计细节here 中所述,rpy2 似乎用标准版本替换了导入的离散测试。我知道这一点是因为它在测试时不会产生正确的答案。
目前的尝试
import rpy2.robjects.packages as r
utils = r.importr("utils")
package_name = "dgof"
utils.install_packages(package_name)
结果
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning:
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning:
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: The downloaded source packages are in
‘/tmp/RtmpTBas6a/downloaded_packages’
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: Updating HTML index of packages in '.Library'
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: Making 'packages.html' ...
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: done
warnings.warn(x, RRuntimeWarning)
rpy2.rinterface.NULL
好的,到目前为止一切顺利,应该已经安装了它。所以让我们导入它:
# Import Discrete goodness-of-fit package which includes KS and CVM tests.
dgof = rpackages.importr('dgof')
真的进口了吗?让我们看看:
env = r.wherefrom('dgof')
返回
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: Error: object 'dgof' not found
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: In addition:
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: Warning message:
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: In (function (x, y, ..., alternative = c("two.sided", "less", "greater"), :
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning:
warnings.warn(x, RRuntimeWarning)
/home/usr/anaconda3/lib/python3.6/site-packages/rpy2/rinterface/__init__.py:146: RRuntimeWarning: cannot compute correct p-values with ties
warnings.warn(x, RRuntimeWarning)
warnings.warn(x, RRuntimeWarning)
好吧,这很奇怪,但也许它仍然有效,让我们看看 (this is exactly the same example as used on the R side 并且应该返回 D = 0.66667, p-value = 0.07407):
import rpy2.robjects.numpy2ri
rpy2.robjects.numpy2ri.activate()
import numpy as np
a = np.array([1,1,1])
b = np.arange(1,3)
dgof.ks_test(a,b)
返回
D = 0.5, p-value = 0.925086
如果这对你来说没有任何意义,那你需要知道它是错误的。这似乎是错误的,因为不知何故,标准ks_test 被加载以代替离散的(我们在上面列表中的第2 项中讨论的那个)。让我们通过加载标准库和 KS 测试来验证:
from rpy2.robjects.packages import importr
base = importr('base')
stats = importr('stats')
import rpy2.robjects.numpy2ri
rpy2.robjects.numpy2ri.activate()
import numpy as np
a = np.array([1,1,1])
b = np.arange(1,3)
stats.ks_test(a,b)
返回
D = 0.5, p-value = 0.925086
这很酷——有人知道为什么会发生这种情况吗?
注意: this question is related to my other question,但在 python 方面有更多细节。
【问题讨论】:
标签: python r rpy2 kolmogorov-smirnov