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1 | 1 | scikit-covtest documentation |
2 | 2 | ============================ |
3 | 3 |
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| 4 | +scikit-covtest is a Python package for high dimensional covariance matrix |
| 5 | +testing, with a focus on both classical and high-dimensional tests |
| 6 | + |
| 7 | +It provides statistically principled tests for: |
| 8 | + |
| 9 | +- Identity and sphericity of covariance matrices |
| 10 | +- Proportionality between two covariance matrices |
| 11 | +- Two-sample equality testing in high dimensions |
| 12 | +- Multiple testing control for large test families |
| 13 | + |
| 14 | +The library is designed for: |
| 15 | + |
| 16 | +- Statistical genomics and gene expression analysis |
| 17 | +- High dimensional machine learning diagnostics |
| 18 | +- Simulation driven theoretical validation |
| 19 | +- Large scale hypothesis testing pipelines |
| 20 | + |
| 21 | +Installation |
| 22 | +------------ |
| 23 | + |
| 24 | +Install from PyPI: |
| 25 | + |
| 26 | +.. code-block:: bash |
| 27 | +
|
| 28 | + pip install scikit-covtest |
| 29 | +
|
| 30 | +Or install from source: |
| 31 | + |
| 32 | +.. code-block:: bash |
| 33 | +
|
| 34 | + git clone https://github.com/bystrogenomics/scikit-covtest.git |
| 35 | + cd scikit-covtest |
| 36 | + pip install . |
| 37 | +
|
| 38 | +Quickstart |
| 39 | +---------- |
| 40 | + |
| 41 | +Minimal example using a covariance identity test: |
| 42 | + |
| 43 | +.. code-block:: python |
| 44 | +
|
| 45 | + import numpy as np |
| 46 | + from covtest.methods import hypothesis_identity as hi |
| 47 | +
|
| 48 | + rng = np.random.default_rng(0) |
| 49 | + X = rng.normal(size=(200, 50)) |
| 50 | +
|
| 51 | + result = hi.ahmad2015_identity(X) |
| 52 | + print("Statistic: ", result['stat']) |
| 53 | + print("p-value: ", result['p_value']) |
| 54 | +
|
| 55 | +User guide |
| 56 | +---------- |
| 57 | + |
4 | 58 | .. toctree:: |
5 | 59 | :maxdepth: 2 |
6 | 60 | :caption: User guide |
7 | 61 |
|
8 | 62 | user_guide/multiple_testing |
9 | 63 |
|
| 64 | +API reference |
| 65 | +------------- |
| 66 | + |
10 | 67 | .. toctree:: |
11 | 68 | :maxdepth: 1 |
12 | 69 | :caption: API reference |
13 | 70 |
|
14 | | - api/covtest.multiplicity |
| 71 | + api/covtest.datasets |
| 72 | + api/covtest.diagnostics |
15 | 73 | api/covtest.methods |
| 74 | + api/covtest.multiplicity |
| 75 | + api/covtest.plotting |
| 76 | + api/covtest.simulation |
| 77 | + api/covtest.testing |
16 | 78 |
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