Compute z-statistic for Wilcox Signed-Rank test (ZScoreForWilcoxSignedRankTest)¶
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class
cerebunit.statistics.stat_scores.zWilcoxSignedRankScore.ZScoreForWilcoxSignedRankTest(*args, **kwargs)¶ Compute z-statistic for Wilcox Signed Rank Test. Note that this is not Wilcoxon Signed Rank-Sum test.
Definitions Interpretation \(\eta_0\) some specified value \(^{\dagger}\) \(x_i\) each data value \(|x_i-\eta_0|\) absolute difference between data value and null value \(T\) ranks of the computed absolute difference (excluding difference = 0 ) \(T^+\) sum of ranks above \(\eta_0\); Wilcoxon signed-rank statistic \(n_U\) number of values in sample not equal to \(\eta_0\); sample size \(\mu_{T^+}\) assuming \(H_0: \nu = \nu_0\) is true, \(\mu_{T^+}\) = \(\frac{ n_U(1+n_U) }{ 4 }\) \(\sigma_{T^+}\) assuming \(H_0\) is true, \(\sigma_{T^+}\) = \(\sqrt{ \frac{ n_U(1+n_U)(1+2n_U) }{24} }\) z-statistic, z z = \(\frac{ T^+ - \mu_{T^+} }{ \sigma_{T^+} }\) \(^{\dagger} \eta_0\), null value is
- the model prediction for one sample testing
- 0 for testing with paired data (observation - prediction)
NOTE:
- use this test only when the distribution is symmetric (not necessarily bell-shaped)
- this test should not be used for skewed data
- the test is often applied to paired data
- \(\eta_0\) is the prediction if its not a list of same length as the observation data
- for paired data \(\eta_0 = 0\) for zero poulation median difference
Use Case:
x = ZScoreForWilcoxSignedRankTest.compute( observation, prediction ) score = ZScoreForWilcoxSignedRankTest(x)
Note: As part of the SciUnit framework this custom
TScoreshould have the following methods,compute()(class method)sort_key()(property)__str__()
Additionally,
get_observation_rank()(instance method)__orderdata_ranks()(private method)
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classmethod
compute(observation, prediction)¶ Argument Value type first argument dictionary; observation/experimental data second argument float or array; simulated data Note:
- observation must have the key “raw_data” whose value is the list of numbers
- simulation, i.e, model prediction is not a float it must also have the key “raw_data”
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classmethod
get_Tplus(data, null_value)¶ Returns computed Wilcoxon signed-rank statistic, Tplus.
- case1: data = observation[“raw_data”], null_value = prediction
- case2: data = observation[“raw_data”] + prediction, null_value = 0
Example for describing what ‘ranking’ means:
\(data = [65, 55, 60, 62, 70]\)
\(null\_value = 60\)
Then,
\(ordered\_data = [55, 60, 62, 65, 70]\)
\(absolute\_difference = [5, 0, 2, 5, 10]\)
\(absolute\_difference\_without\_zeros = [5, 2, 5, 10]\)
\(ordered\_data\_without\_zeros = [55, 62, 65, 70]\)
\(all\_ranks = [1, 2, 3, 4]\)
Therefore, \(T^+\), Wilcoxon signed-rank statistic is
\(Tplus= 1+2+3+4 = 10\)
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static
get_ranks(absdiff_without_zero)¶ Static function that orders the data and returns its appropriate rank.
Step-1:
- get unique values in the ordered data
- also get the number of frequencies for each unique value
Step-2:
- construct raw ranks based on the ordered data
Step-4:
- for each value in the ordered data find its index in unique values array
- if the corresponding count is more than one compute its midrank (sum ranks/its count)
- set ranks (in raw ranks) for the corresponding number of values with the computed midrank