3.11.9. statsmodels.stats.gof

extra statistical function and helper functions

contains:

  • goodness-of-fit tests - powerdiscrepancy - gof_chisquare_discrete - gof_binning_discrete

Author: Josef Perktold License : BSD-3

3.11.9.1. changes

2013-02-25 : add chisquare_power, effectsize and “value”

3.11.9.2. Functions

chisquare(f_obs[, f_exp, value, ddof, ...]) chisquare goodness-of-fit test
chisquare_effectsize(probs0, probs1[, ...]) effect size for a chisquare goodness-of-fit test
chisquare_power(effect_size, nobs, n_bins[, ...]) power of chisquare goodness of fit test
gof_binning_discrete(rvs, distfn, arg[, nsupp]) get bins for chisquare type gof tests for a discrete distribution
gof_chisquare_discrete(distfn, arg, rvs, ...) perform chisquare test for random sample of a discrete distribution
powerdiscrepancy(observed, expected[, ...]) Calculates power discrepancy, a class of goodness-of-fit tests as a measure of discrepancy between observed and expected data.