Module Expr Str ImportFrom alias ImportFrom alias Import alias identifier ImportFrom alias alias alias ImportFrom alias ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam NameParam NameParam NameParam defaults body Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call NameLoad NameLoad Assign AttributeStore NameLoad attr Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr Num attr If CompareGt AttributeLoad NameLoad attr Num body Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr ExtSlice Slice Index ListLoad Num Num orelse Assign AttributeStore NameLoad attr SubscriptLoad AttributeLoad NameLoad attr ExtSlice Slice Index ListLoad Num Num decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore ListComp Call NameLoad AttributeLoad NameLoad attr SubscriptLoad AttributeLoad NameLoad attr ExtSlice Slice Index NameLoad comprehension NameStore Call NameLoad AttributeLoad NameLoad attr Return NameLoad decorator_list NameLoad FunctionDef arguments args NameParam defaults body Assign NameStore Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr AttributeLoad NameLoad attr Return NameLoad decorator_list NameLoad FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore Call AttributeLoad NameLoad attr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad AttributeLoad NameLoad attr Assign NameStore Call NameLoad Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr Call AttributeLoad AttributeLoad AttributeLoad NameLoad attr attr attr keyword Str Return NameLoad decorator_list NameLoad FunctionDef arguments args NameParam NameParam defaults body Expr Str Return Call AttributeLoad NameLoad attr ListComp Call NameLoad NameLoad comprehension NameStore AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam NameParam NameParam defaults body Expr Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign NameStore AttributeLoad NameLoad attr If CompareLt AttributeLoad NameLoad attr Num body Assign TupleStore NameStore NameStore TupleLoad SubscriptLoad NameLoad Slice Num SubscriptLoad NameLoad Slice Num If CompareEq Call AttributeLoad NameLoad attr NameLoad Num body If CompareLt NameLoad SubscriptLoad NameLoad Index Num body Return SubscriptLoad NameLoad Index Num orelse If CompareGt NameLoad SubscriptLoad NameLoad Index Num body Return SubscriptLoad NameLoad Index Num Return SubscriptLoad Call Call NameLoad NameLoad NameLoad NameLoad Index TupleLoad orelse Assign NameStore CompareLt NameLoad SubscriptLoad NameLoad Index Num Assign NameStore CompareGt NameLoad SubscriptLoad NameLoad Index Num Assign NameStore UnaryOpInvert Call AttributeLoad NameLoad attr NameLoad NameLoad Assign NameStore BinOpMult AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr Assign SubscriptStore NameLoad Index NameLoad SubscriptLoad NameLoad Index Num Assign SubscriptStore NameLoad Index NameLoad SubscriptLoad NameLoad Index Num Assign SubscriptStore NameLoad Index NameLoad Call Call NameLoad NameLoad NameLoad SubscriptLoad NameLoad Index NameLoad Return NameLoad decorator_list FunctionDef arguments args NameParam NameParam NameParam defaults body Expr Str Return Call AttributeLoad NameLoad attr NameLoad NameLoad decorator_list FunctionDef arguments args NameParam NameParam NameParam defaults body Expr Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign NameStore AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign NameStore CompareGt NameLoad SubscriptLoad NameLoad Index Num Assign NameStore CompareLt 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attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Num Num Str TupleLoad Num Num Str Expr Call NameLoad Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr BinOpSub Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore SubscriptLoad NameLoad Index NameLoad attr Num AttributeLoad NameLoad attr AttributeLoad NameLoad attr Expr Call NameLoad Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr BinOpSub Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore AttributeLoad NameLoad attr attr Num AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr BinOpSub Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore AttributeLoad NameLoad attr attr Num AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad CompareLt Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore BinOpMult SubscriptLoad AttributeLoad NameLoad attr Slice Num Num attr Num BinOpSub AttributeLoad NameLoad attr Num SubscriptLoad NameLoad ExtSlice Slice Slice Num attr Expr Call NameLoad Call AttributeLoad CompareGt Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore BinOpMult SubscriptLoad AttributeLoad NameLoad attr Slice Num Num attr Num BinOpSub AttributeLoad NameLoad attr Num SubscriptLoad NameLoad ExtSlice Slice Slice Num attr Expr Call NameLoad Call AttributeLoad CompareGt Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr BinOpMult NameLoad Num SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore SubscriptLoad NameLoad ExtSlice Index NameLoad Slice Num attr Num BinOpSub AttributeLoad NameLoad attr Num SubscriptLoad AttributeLoad NameLoad attr Slice Num attr Expr Call NameLoad Call AttributeLoad CompareLt Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr BinOpMult NameLoad Num SubscriptLoad NameLoad Index NameLoad comprehension NameStore Call NameLoad Call NameLoad NameLoad comprehension NameStore SubscriptLoad NameLoad ExtSlice Index NameLoad Slice Num attr Num BinOpSub AttributeLoad NameLoad attr Num SubscriptLoad AttributeLoad NameLoad attr Slice Num attr Expr Call NameLoad Call AttributeLoad CompareGt Call AttributeLoad Call AttributeLoad NameLoad attr ListComp Call AttributeLoad NameLoad attr NameLoad BinOpMult SubscriptLoad NameLoad Index NameLoad Num comprehension NameStore Call NameLoad Num Call NameLoad NameLoad comprehension NameStore SubscriptLoad NameLoad ExtSlice Index NameLoad Slice Num attr Num BinOpSub AttributeLoad NameLoad attr Num SubscriptLoad AttributeLoad NameLoad attr Slice Num attr
N/A N/A 
Created on Sat Oct 01 20:20:16 2011

Author: Josef Perktold
License: BSD-3


TODO:
check orientation, size and alpha should be increasing for interp1d,
but what is alpha? can be either sf or cdf probability
change it to use one consistent notation

check: instead of bound checking I could use the fill-value of the interpolators


 __future__ print_function statsmodels.compat.python range N/A numpy np scipy.interpolate interp1d interp2d Rbf statsmodels.tools.decorators cache_readonly TableDist N/A object N/A N/A Distribution, critical values and p-values from tables

    currently only 1 extra parameter, e.g. sample size

    Parameters
    ----------
    alpha : array_like, 1d
        probabiliy in the table, could be either sf (right tail) or cdf (left
        tail)
    size : array_like, 1d
        second paramater in the table
    crit_table : array_like, 2d
        array with critical values for sample size in rows and probability in
        columns

    Notes
    -----
    size and alpha should be increasing


     __init__ N/A N/A self alpha size crit_table N/A N/A N/A N/A self alpha N/A N/A np asarray alpha N/A N/A self size N/A N/A np asarray size N/A N/A self crit_table N/A N/A np asarray crit_table N/A N/A self n_alpha N/A len alpha N/A N/A self signcrit N/A N/A np sign N/A N/A N/A N/A np diff N/A self crit_table 1 mean N/A N/A N/A self signcrit 0 N/A N/A N/A self critv_bounds N/A N/A self crit_table N/A N/A N/A N/A 0 1 N/A N/A N/A self critv_bounds N/A N/A self crit_table N/A N/A N/A N/A 1 0 N/A polyn N/A N/A self N/A N/A N/A polyn N/A N/A interp1d N/A self size N/A N/A self crit_table N/A N/A N/A i N/A i N/A range N/A self n_alpha N/A polyn N/A cache_readonly poly2d N/A N/A self N/A N/A N/A poly2d N/A interp2d N/A self size N/A self alpha N/A self crit_table N/A poly2d N/A cache_readonly polyrbf N/A N/A self N/A N/A N/A N/A xs xa N/A N/A np meshgrid N/A N/A N/A self size astype float N/A self alpha N/A polyrbf N/A Rbf N/A N/A xs ravel N/A N/A xa ravel N/A N/A N/A N/A self crit_table T ravel function linear N/A polyrbf N/A cache_readonly _critvals N/A N/A self n N/A N/A N/A rows of the table, linearly interpolated for given sample size

        Parameters
        ----------
        n : float
            sample size, second parameter of the table

        Returns
        -------
        critv : ndarray, 1d
            critical values (ppf) corresponding to a row of the table

        Notes
        -----
        This is used in two step interpolation, or if we want to know the
        critical values for all alphas for any sample size that we can obtain
        through interpolation

         N/A N/A N/A np array N/A N/A p n N/A p N/A self polyn N/A prob N/A N/A self x n N/A N/A N/A find pvalues by interpolation, eiter cdf(x) or sf(x)

        returns extrem probabilities, 0.001 and 0.2, for out of range

        Parameters
        ----------
        x : array_like
            observed value, assumed to follow the distribution in the table
        n : float
            sample size, second parameter of the table

        Returns
        -------
        prob : arraylike
            This is the probability for each value of x, the p-value in
            underlying distribution is for a statistical test.

         N/A critv N/A N/A self _critvals n N/A alpha N/A self alpha N/A N/A N/A self signcrit 1 N/A N/A N/A critv alpha N/A N/A critv N/A -1 N/A alpha N/A -1 N/A N/A N/A N/A np size x 1 N/A N/A N/A x N/A critv N/A 0 N/A N/A N/A alpha N/A 0 N/A N/A N/A x N/A critv N/A -1 N/A N/A N/A alpha N/A -1 N/A N/A N/A N/A interp1d critv alpha x N/A N/A N/A N/A cond_low N/A x N/A critv N/A 0 N/A cond_high N/A x N/A critv N/A -1 N/A cond_interior N/A N/A N/A np logical_or cond_low cond_high N/A probs N/A N/A np nan N/A N/A np ones N/A x shape N/A N/A probs N/A cond_low N/A alpha N/A 0 N/A N/A probs N/A cond_low N/A alpha N/A -1 N/A N/A probs N/A cond_interior N/A N/A interp1d critv alpha N/A x N/A cond_interior N/A probs N/A crit2 N/A N/A self prob n N/A N/A N/A returns interpolated quantiles, similar to ppf or isf

        this can be either cdf or sf depending on the table, twosided?

        this doesn't work, no more knots warning

         N/A N/A N/A self poly2d n prob N/A crit N/A N/A self prob n N/A N/A N/A returns interpolated quantiles, similar to ppf or isf

        use two sequential 1d interpolation, first by n then by prob

        Parameters
        ----------
        prob : array_like
            probabilities corresponding to the definition of table columns
        n : int or float
            sample size, second parameter of the table

        Returns
        -------
        ppf : array_like
            critical values with same shape as prob

         N/A prob N/A N/A np asarray prob N/A alpha N/A self alpha N/A critv N/A N/A self _critvals n N/A cond_ilow N/A prob N/A alpha N/A 0 N/A cond_ihigh N/A prob N/A alpha N/A -1 N/A cond_interior N/A N/A np logical_or cond_ilow cond_ihigh N/A N/A N/A prob size 1 N/A N/A cond_interior N/A N/A N/A N/A interp1d alpha critv prob N/A N/A N/A np nan N/A quantile N/A N/A np nan N/A N/A np ones N/A prob shape N/A N/A quantile N/A cond_interior N/A N/A interp1d alpha critv N/A prob N/A cond_interior N/A quantile N/A crit3 N/A N/A self prob n N/A N/A N/A returns interpolated quantiles, similar to ppf or isf

        uses Rbf to interpolate critical values as function of `prob` and `n`

        Parameters
        ----------
        prob : array_like
            probabilities corresponding to the definition of table columns
        n : int or float
            sample size, second parameter of the table

        Returns
        -------
        ppf : array_like
            critical values with same shape as prob, returns nan for arguments
            that are outside of the table bounds

         N/A prob N/A N/A np asarray prob N/A alpha N/A self alpha N/A cond_ilow N/A prob N/A alpha N/A 0 N/A cond_ihigh N/A prob N/A alpha N/A -1 N/A cond_interior N/A N/A np logical_or cond_ilow cond_ihigh N/A N/A N/A prob size 1 N/A N/A cond_interior N/A N/A N/A N/A self polyrbf n prob N/A N/A N/A np nan N/A quantile N/A N/A np nan N/A N/A np ones N/A prob shape N/A N/A quantile N/A cond_interior N/A N/A self polyrbf n N/A prob N/A cond_interior N/A quantile N/A N/A N/A N/A __name__ __main__ N/A N/A 
    example Lilliefors test for normality
    An Analytic Approximation to the Distribution of Lilliefors's Test Statistic for Normality
    Author(s): Gerard E. Dallal and Leland WilkinsonSource: The American Statistician, Vol. 40, No. 4 (Nov., 1986), pp. 294-296Published by: American Statistical AssociationStable URL: http://www.jstor.org/stable/2684607 .
     N/A alpha N/A N/A N/A np array N/A 0.2 0.15 0.1 0.05 0.01 0.001 N/A -1 N/A size N/A N/A np array N/A 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 25 30 40 100 400 900 float N/A crit_lf N/A N/A N/A N/A np array N/A N/A 303 321 346 376 413 433 N/A 289 303 319 343 397 439 N/A 269 281 297 323 371 424 N/A 252 264 280 304 351 402 N/A 239 250 265 288 333 384 N/A 227 238 252 274 317 365 N/A 217 228 241 262 304 352 N/A 208 218 231 251 291 338 N/A 200 210 222 242 281 325 N/A 193 202 215 234 271 314 N/A 187 196 208 226 262 305 N/A 181 190 201 219 254 296 N/A 176 184 195 213 247 287 N/A 171 179 190 207 240 279 N/A 167 175 185 202 234 273 N/A 163 170 181 197 228 266 N/A 159 166 176 192 223 260 N/A 143 150 159 173 201 236 N/A 131 138 146 159 185 217 N/A 115 120 128 139 162 189 N/A 74 77 82 89 104 122 N/A 37 39 41 45 52 61 N/A 25 26 28 30 35 42 N/A N/A N/A -1 1000.0 N/A lf N/A TableDist alpha size crit_lf N/A N/A print N/A N/A lf prob 0.166 20 should be: 0.15 N/A N/A print N/A N/A print N/A N/A lf crit2 0.15 20 should be: 0.166 interp2d bad N/A N/A print N/A N/A lf crit 0.15 20 should be: 0.166 two 1d N/A N/A print N/A N/A lf crit3 0.15 20 should be: 0.166 Rbf N/A N/A print N/A N/A print N/A N/A lf crit2 0.17 20 should be in: N/A 0.159 0.166 interp2d bad N/A N/A print N/A N/A lf crit 0.17 20 should be in: N/A 0.159 0.166 two 1d N/A N/A print N/A N/A lf crit3 0.17 20 should be in: N/A 0.159 0.166 Rbf N/A N/A print N/A N/A print N/A N/A lf crit2 0.19 20 should be in: N/A 0.159 0.166 interp2d bad N/A N/A print N/A N/A lf crit 0.19 20 should be in: N/A 0.159 0.166 two 1d N/A N/A print N/A N/A lf crit3 0.19 20 should be in: N/A 0.159 0.166 Rbf N/A N/A print N/A N/A print N/A N/A lf crit2 0.199 20 should be in: N/A 0.159 0.166 interp2d bad N/A N/A print N/A N/A lf crit 0.199 20 should be in: N/A 0.159 0.166 two 1d N/A N/A print N/A N/A lf crit3 0.199 20 should be in: N/A 0.159 0.166 Rbf N/A N/A print N/A N/A np max N/A N/A np abs N/A N/A N/A N/A N/A np array N/A N/A N/A lf prob c N/A size N/A i N/A i N/A range N/A len size N/A c N/A crit_lf N/A i reshape -1 N/A lf n_alpha N/A lf alpha N/A N/A print N/A N/A np max N/A N/A np abs N/A N/A N/A N/A N/A np array N/A N/A N/A lf crit c N/A size N/A i N/A i N/A range N/A len size N/A c N/A lf alpha reshape -1 N/A lf n_alpha crit_lf N/A N/A print N/A N/A np max N/A N/A np abs N/A N/A N/A N/A N/A np array N/A N/A N/A lf crit3 c N/A size N/A i N/A i N/A range N/A len size N/A c N/A lf alpha reshape -1 N/A lf n_alpha crit_lf N/A N/A print N/A N/A N/A N/A N/A N/A N/A np array N/A N/A N/A lf crit3 c N/A size N/A i N/A i N/A range N/A len size N/A c N/A N/A N/A lf alpha N/A -1 1.1 reshape -1 N/A N/A lf n_alpha 1 N/A crit_lf N/A N/A N/A -1 all N/A N/A print N/A N/A N/A N/A N/A N/A N/A np array N/A N/A N/A lf crit3 c N/A size N/A i N/A i N/A range N/A len size N/A c N/A N/A N/A lf alpha N/A -1 1.1 reshape -1 N/A N/A lf n_alpha 1 N/A crit_lf N/A N/A N/A 1 all N/A N/A print N/A N/A N/A N/A N/A N/A N/A np array N/A N/A N/A lf prob N/A c 0.9 N/A size N/A i N/A i N/A range N/A len size N/A c N/A crit_lf N/A N/A i N/A -1 reshape -1 N/A N/A lf n_alpha 1 N/A N/A lf alpha N/A -1 all N/A N/A print N/A N/A N/A N/A N/A N/A N/A np array N/A N/A N/A lf prob N/A c 1.1 N/A size N/A i N/A i N/A range N/A len size N/A c N/A crit_lf N/A N/A i N/A 1 reshape -1 N/A N/A lf n_alpha 1 N/A N/A lf alpha N/A 1 all N/A N/A print N/A N/A N/A N/A N/A N/A N/A np array N/A N/A N/A lf prob c N/A N/A size N/A i 0.9 N/A i N/A range 2 N/A len size N/A c N/A crit_lf N/A N/A i N/A -1 reshape -1 N/A N/A lf n_alpha 1 N/A N/A lf alpha N/A -1 all