import numpy as np import scipy.stats as st import matplotlib.pyplot as plt import matplotlib.gridspec as gridspec import matplotlib.ticker as ticker from plotstyle import * rng = np.random.RandomState(637281) # generate data that differ in their mein by d: n = 200 d = 0.7 x = rng.randn(n) + d; y = rng.randn(n); #x = rng.exponential(1.0, n); #y = rng.exponential(1.0, n) + d; # histogram of data: db = 0.5 bins = np.arange(-2.5, 2.6, db) hx, _ = np.histogram(x, bins) hy, _ = np.histogram(y, bins) # Diference of means, pooled standard deviation and Cohen's d: ad = np.mean(x)-np.mean(y) s = np.sqrt(((len(x)-1)*np.var(x)+(len(y)-1)*np.var(y))/(len(x)+len(y)-2)) cd = ad/s # permutation: nperm = 1000 ads = [] xy = np.hstack((x, y)) for i in range(nperm) : xyp = rng.permutation(xy) ads.append(np.mean(xyp[:len(x)])-np.mean(xyp[len(x):])) # histogram of shuffled data: hxp, _ = np.histogram(xyp[:len(x)], bins) hyp, _ = np.histogram(xyp[len(x):], bins) # pdf of the differences of means: h, b = np.histogram(ads, 20, density=True) # significance: dq = np.percentile(ads, 95.0) print('Measured difference of means = %.2f, difference at 95%% percentile of permutation = %.2f' % (ad, dq)) da = 1.0-0.01*st.percentileofscore(ads, ad) print('Measured difference of means %.2f is at %.2f%% percentile of permutation' % (ad, 100.0*da)) ap, at = st.ttest_ind(x, y) print('Measured difference of means %.2f is at %.2f%% percentile of test' % (ad, ap)) fig = plt.figure(figsize=cm_size(figure_width, 1.8*figure_height)) gs = gridspec.GridSpec(nrows=2, ncols=2, wspace=0.35, hspace=0.8, **adjust_fs(fig, left=5.0, right=1.5, top=1.0, bottom=2.7)) ax = fig.add_subplot(gs[0,0]) ax.bar(bins[:-1]-0.25*db, hy, 0.5*db, **fsA) ax.bar(bins[:-1]+0.25*db, hx, 0.5*db, **fsB) ax.annotate('', xy=(0.0, 45.0), xytext=(d, 45.0), arrowprops=dict(arrowstyle='<->')) ax.text(0.5*d, 50.0, 'd=%.1f' % d, ha='center') ax.set_xlim(-2.5, 2.5) ax.set_ylim(0.0, 50) ax.yaxis.set_major_locator(ticker.MultipleLocator(20.0)) ax.set_xlabel('Original x and y values') ax.set_ylabel('Counts') ax = fig.add_subplot(gs[0,1]) ax.bar(bins[:-1]-0.25*db, hyp, 0.5*db, **fsA) ax.bar(bins[:-1]+0.25*db, hxp, 0.5*db, **fsB) ax.set_xlim(-2.5, 2.5) ax.set_ylim(0.0, 50) ax.yaxis.set_major_locator(ticker.MultipleLocator(20.0)) ax.set_xlabel('Shuffled x and y values') ax.set_ylabel('Counts') ax = fig.add_subplot(gs[1,:]) ax.annotate('Measured\ndifference\nis significant!', xy=(ad, 1.2), xycoords='data', xytext=(ad-0.1, 2.2), textcoords='data', ha='right', arrowprops=dict(arrowstyle="->", relpos=(1.0,0.5), connectionstyle="angle3,angleA=-20,angleB=100") ) ax.annotate('95% percentile', xy=(0.19, 0.9), xycoords='data', xytext=(0.3, 5.0), textcoords='data', ha='left', arrowprops=dict(arrowstyle="->", relpos=(0.1,0.0), connectionstyle="angle3,angleA=40,angleB=80") ) ax.annotate('Distribution of\nnullhypothesis', xy=(-0.08, 3.0), xycoords='data', xytext=(-0.22, 4.5), textcoords='data', ha='left', arrowprops=dict(arrowstyle="->", relpos=(0.2,0.0), connectionstyle="angle3,angleA=60,angleB=150") ) ax.bar(b[:-1], h, width=b[1]-b[0], **fsC) ax.bar(b[:-1][b[:-1]>=dq], h[b[:-1]>=dq], width=b[1]-b[0], **fsB) ax.plot( [ad, ad], [0, 1], **lsA) ax.set_xlim(-0.25, 0.85) ax.set_ylim(0.0, 5.0) ax.yaxis.set_major_locator(ticker.MultipleLocator(2.0)) ax.set_xlabel('Difference of means') ax.set_ylabel('PDF of H0') plt.savefig('permuteaverage.pdf')