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@ludovikcoba
Created August 31, 2019 19:32
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import numpy as np
import pandas as pd
import scipy.stats
from math import sqrt
def cramers_v(x, y):
confusion_matrix = pd.crosstab(x, y)
chi2 = scipy.stats.chi2_contingency(confusion_matrix)[0]
n = confusion_matrix.sum().sum()
phi2 = chi2 / n
r, k = confusion_matrix.shape
phi2corr = max(0, phi2 - ((k - 1) * (r - 1)) / (n - 1))
rcorr = r - ((r - 1) ** 2) / (n - 1)
kcorr = k - ((k - 1) ** 2) / (n - 1)
return np.sqrt(phi2corr / min((kcorr - 1), (rcorr - 1)))
def gini(list_of_values):
'''
Compute the Gini coefficient.
:param list_of_values: list/series
:return: Gini coefficient
'''
if isinstance(list_of_values, float):
return 1
sorted_list = sorted(list_of_values)
height, area = 0, 0
for value in sorted_list:
height += value
area += height - value / 2.
fair_area = height * len(list_of_values) / 2.
return (fair_area - area) / fair_area
def mean_confidence_interval(data, confidence=0.95):
'''
Confidence interval of the mean
:param data:
:param confidence:
:return:
'''
a = 1.0 * np.array(data)
n, se = len(a), scipy.stats.sem(a)
h = se * scipy.stats.t.ppf((1 + confidence) / 2., n - 1)
return h
def median_confidence_interval(data, confidence=0.95):
'''
Get the confidence interval over the median
:param data: an array/series
:param confidence:
:return:
'''
a = 1.0 * np.array(data)
n = len(a)
n, se = len(a), sqrt(n * .5 * .5)
h = se * scipy.stats.t.ppf((1 + confidence) / 2., n - 1)
return h
def test_diff(a, b):
'''
Run the Mann Whitney test
:param a: first list/series
:param b: second list/series
:return: U and p-val
'''
a, b = np.array(a), np.array(b)
if len(a) == 0 or len(b) == 0:
return 1
if np.array_equal(a, b):
return 1
t, p = scipy.stats.mannwhitneyu(a, b)
return p # "U = {}, p = {}".format(t, p)
def crombach_alpha(two_columns_df):
'''
Compute the Crombach alpha
:param two_columns_df: df
:return: the Crombach Alpha
'''
nr_items = len(two_columns_df.columns)
cov_mtr = two_columns_df.cov() # variance - covariance matrix
mean_var_item = sum(np.diagonal(cov_mtr)) / nr_items # mean variance
mean_cov_ii = sum(np.sum(cov_mtr)) - sum(
np.diagonal(cov_mtr)) # sume all the covariance among item, and remove the variance
mean_cov_ii = mean_cov_ii / (nr_items * nr_items - nr_items) # average
return nr_items * mean_cov_ii / (mean_var_item + (nr_items - 1) * mean_cov_ii)
def median_split(two_column_dataset):
"""
Split dataset on the median of the second column
:param two_column_dataset
:return: low, high subset
"""
two_column_dataset = two_column_dataset.sort_values(by=two_column_dataset.columns[1]) # order by scale
median_position = int(two_column_dataset.shape[0] / 2) # find median index
# split
low = two_column_dataset.iloc[:median_position, ]
high = two_column_dataset.iloc[median_position:, ]
return low, high
def low_high_split(two_column_dataset):
"""
Split dataset in three of the second column
:param two_column_dataset
:return: low, high subset
"""
two_column_dataset = two_column_dataset.sort_values(by=two_column_dataset.columns[1]) # order by scale
low_position = int(two_column_dataset.shape[0] / 3) # find median index
high_position = int(2 * two_column_dataset.shape[0]/3)
# split
low = two_column_dataset.iloc[:low_position, ]
high = two_column_dataset.iloc[high_position:, ]
return low, high
if __name__ == "__main__":
print("MAIN")
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