Source code for statsmodels.sandbox.descstats

'''
Glue for returning descriptive statistics.
'''
import os

import numpy as np
from scipy import stats

from statsmodels.stats.descriptivestats import sign_test

#############################################
#
#============================================
#       Univariate Descriptive Statistics
#============================================
#


[docs]
def descstats(data, cols=None, axis=0):
    '''
    Prints descriptive statistics for one or multiple variables.

    Parameters
    ----------
    data: numpy array
        `x` is the data

    v: list, optional
        A list of the column number of variables.
        Default is all columns.

    axis: 1 or 0
        axis order of data.  Default is 0 for column-ordered data.

    Examples
    --------
    >>> descstats(data.exog,v=['x_1','x_2','x_3'])
    '''

    x = np.array(data)  # or rather, the data we're interested in
    if cols is None:
        x = x[:, None]
    if cols is None and x.ndim == 1:
        x = x[:,None]

    if x.shape[1] == 1:
        desc = '''
    ---------------------------------------------
    Univariate Descriptive Statistics
    ---------------------------------------------

    Var. Name   %(name)12s
    ----------
    Obs.          %(nobs)22i  Range                  %(range)22s
    Sum of Wts.   %(sum)22s  Coeff. of Variation     %(coeffvar)22.4g
    Mode          %(mode)22.4g  Skewness                %(skewness)22.4g
    Repeats       %(nmode)22i  Kurtosis                %(kurtosis)22.4g
    Mean          %(mean)22.4g  Uncorrected SS          %(uss)22.4g
    Median        %(median)22.4g  Corrected SS            %(ss)22.4g
    Variance      %(variance)22.4g  Sum Observations        %(sobs)22.4g
    Std. Dev.     %(stddev)22.4g
    ''' % {'name': cols, 'sum': 'N/A', 'nobs': len(x), 'mode': \
    stats.mode(x)[0][0], 'nmode': stats.mode(x)[1][0], \
    'mean': x.mean(), 'median': np.median(x), 'range': \
    '('+str(x.min())+', '+str(x.max())+')', 'variance': \
    x.var(), 'stddev': x.std(), 'coeffvar': \
    stats.variation(x), 'skewness': stats.skew(x), \
    'kurtosis': stats.kurtosis(x), 'uss': np.sum(x**2, axis=0),\
    'ss': np.sum((x-x.mean())**2, axis=0), 'sobs': np.sum(x)}

        desc+= '''

    Percentiles
    -------------
    1  %%          %12.4g
    5  %%          %12.4g
    10 %%          %12.4g
    25 %%          %12.4g

    50 %%          %12.4g

    75 %%          %12.4g
    90 %%          %12.4g
    95 %%          %12.4g
    99 %%          %12.4g
    ''' % tuple([stats.scoreatpercentile(x,per) for per in (1,5,10,25,
                50,75,90,95,99)])
        t,p_t=stats.ttest_1samp(x,0)
        M,p_M=sign_test(x)
        S,p_S=stats.wilcoxon(np.squeeze(x))

        desc+= '''

    Tests of Location (H0: Mu0=0)
    -----------------------------
    Test                Statistic       Two-tailed probability
    -----------------+-----------------------------------------
    Student's t      |  t {:7.5f}   Pr > |t|   <{:.4f}
    Sign             |  M {:8.2f}   Pr >= |M|  <{:.4f}
    Signed Rank      |  S {:8.2f}   Pr >= |S|  <{:.4f}

    '''.format(t,p_t,M,p_M,S,p_S)
# Should this be part of a 'descstats'
# in any event these should be split up, so that they can be called
# individually and only returned together if someone calls summary
# or something of the sort

    elif x.shape[1] > 1:
        desc ='''
    Var. Name   |     Obs.        Mean    Std. Dev.           Range
    ------------+--------------------------------------------------------'''+\
            os.linesep

        for var in range(x.shape[1]):
            xv = x[:, var]
            kwargs = {
                'name': var,
                'obs': len(xv),
                'mean': xv.mean(),
                'stddev': xv.std(),
                'range': '('+str(xv.min())+', '+str(xv.max())+')'+os.linesep
                }
            desc += ("%(name)15s %(obs)9i %(mean)12.4g %(stddev)12.4g "
                     "%(range)20s" % kwargs)
    else:
        raise ValueError("data not understood")

    return desc


#if __name__=='__main__':
# test descstats
#    import os
#    loc='http://eagle1.american.edu/~js2796a/data/handguns_data.csv'
#    relpath=(load_dataset(loc))
#    dta=np.genfromtxt(relpath, delimiter=",")
#    descstats(dta,['stpop'])
#    raw_input('Hit enter for multivariate test')
#    descstats(dta,['stpop','avginc','vio'])

# with plain arrays
#    import string2dummy as s2d
#    dts=s2d.string2dummy(dta)
#    ndts=np.vstack(dts[col] for col in dts.dtype.names)
# observations in columns and data in rows
# is easier for the call to stats

# what to make of
# ndts=np.column_stack(dts[col] for col in dts.dtype.names)
# ntda=ntds.swapaxis(1,0)
# ntda is ntds returns false?

# or now we just have detailed information about the different strings
# would this approach ever be inappropriate for a string typed variable
# other than dates?
#    descstats(ndts, [1])
#    raw_input("Enter to try second part")
#    descstats(ndts, [1,20,3])

if __name__ == '__main__':
    import statsmodels.api as sm
    data = sm.datasets.longley.load()
    data.exog = sm.add_constant(data.exog, prepend=False)
    sum1 = descstats(data.exog)
    sum1a = descstats(data.exog[:,:1])

#    loc='http://eagle1.american.edu/~js2796a/data/handguns_data.csv'
#    dta=np.genfromtxt(loc, delimiter=",")
#    summary2 = descstats(dta,['stpop'])
#    summary3 =  descstats(dta,['stpop','avginc','vio'])
#TODO: needs a by argument
#    summary4 = descstats(dta) this fails
# this is a bug
# p = dta[['stpop']]
# p.view(dtype = np.float, type = np.ndarray)
# this works
# p.view(dtype = np.int, type = np.ndarray)

### This is *really* slow ###
    if os.path.isfile('./Econ724_PS_I_Data.csv'):
        data2 = np.genfromtxt('./Econ724_PS_I_Data.csv', delimiter=",")
        sum2 = descstats(data2.ahe)
        sum3 = descstats(np.column_stack((data2.ahe,data2.yrseduc)))
        sum4 = descstats(np.column_stack([data2[_] for \
                _ in data2.dtype.names]))