philippeller/spacings

spacings

This python package implements several test statistics based on spacings, i.e. the spaces between ordered samples. The API is similar to scipy's tests, such as the kstest.

Installation

pip install spacings

Usage Example

import numpy as np
from spacings import rps, moran
from scipy.stats import kstest, cramervonmises

Generate random samples

rand = np.random.RandomState(0)
uniform = rand.rand(100)

• RPS test:

>>> rps(uniform, "uniform")
RPStestResult(statistic=0.9861622857523498, pvalue=0.6747286655166371)

• Moran test:

>>> moran(uniform, "uniform")
MorantestResult(statistic=525.7712608675467, pvalue=0.3920410695917047)

• KS test (scipy):

>>> kstest(uniform, "uniform")
KstestResult(statistic=0.0736727958814345, pvalue=0.6226614157861845)

• Cramer von Mises test (scipy):

>>> cramervonmises(uniform, "uniform")
CramerVonMisesResult(statistic=0.1203440927515015, pvalue=0.4947678804693505)