# Source code for pingouin.bayesian

```
# Author: Raphael Vallat <raphaelvallat9@gmail.com>
# Date: April 2018
import warnings
import numpy as np
from scipy.integrate import quad
from math import pi, exp, log, lgamma
__all__ = ["bayesfactor_ttest", "bayesfactor_pearson", "bayesfactor_binom"]
def _format_bf(bf, precision=3, trim='0'):
"""Format BF10 to floating point or scientific notation.
"""
if bf >= 1e4 or bf <= 1e-4:
out = np.format_float_scientific(bf, precision=precision, trim=trim)
else:
out = np.format_float_positional(bf, precision=precision, trim=trim)
return out
[docs]def bayesfactor_ttest(t, nx, ny=None, paired=False, tail='two-sided', r=.707):
"""
Bayes Factor of a T-test.
Parameters
----------
t : float
T-value of the T-test
nx : int
Sample size of first group
ny : int
Sample size of second group (only needed in case of an independent
two-sample T-test)
paired : boolean
Specify whether the two observations are related (i.e. repeated
measures) or independent.
tail : string
Specify whether the test is `'one-sided'` or `'two-sided'`. Can also be
`'greater'` or `'less'` to specify the direction of the test.
.. warning:: One-sided Bayes Factor (BF) are simply obtained by
doubling the two-sided BF, which is not exactly the same behavior
as R or JASP. Be extra careful when interpretating one-sided BF,
and if you can, always double-check your results.
r : float
Cauchy scale factor. Smaller values of ``r`` (e.g. 0.5), may be
appropriate when small effect sizes are expected a priori; larger
values of ``r`` are appropriate when large effect sizes are
expected (Rouder et al 2009). The default is
:math:`\\sqrt{2} / 2 \\approx 0.707`.
Returns
-------
bf : str
Scaled Jeffrey-Zellner-Siow (JZS) Bayes Factor (BF10).
The Bayes Factor quantifies the evidence in favour of the
alternative hypothesis.
See also
--------
ttest : T-test
pairwise_ttest : Pairwise T-tests
bayesfactor_pearson : Bayes Factor of a correlation
bayesfactor_binom : Bayes Factor of a binomial test
Notes
-----
Adapted from a Matlab code found at
https://github.com/anne-urai/Tools/tree/master/stats/BayesFactors
If you would like to compute the Bayes Factor directly from the raw data
instead of from the T-value, use the :py:func:`pingouin.ttest` function.
The JZS Bayes Factor is approximated using the formula described
in ref [1]_:
.. math::
\\text{BF}_{10} = \\frac{\\int_{0}^{\\infty}(1 + Ngr^2)^{-1/2}
(1 + \\frac{t^2}{v(1 + Ngr^2)})^{-(v+1) / 2}(2\\pi)^{-1/2}g^
{-3/2}e^{-1/2g}}{(1 + \\frac{t^2}{v})^{-(v+1) / 2}}
where :math:`t` is the T-value, :math:`v` the degrees of freedom,
:math:`N` the sample size, :math:`r` the Cauchy scale factor
(= prior on effect size) and :math:`g` is is an auxiliary variable
that is integrated out numerically.
Results have been validated against JASP and the BayesFactor R package.
References
----------
.. [1] Rouder, J.N., Speckman, P.L., Sun, D., Morey, R.D., Iverson, G.,
2009. Bayesian t tests for accepting and rejecting the null hypothesis.
Psychon. Bull. Rev. 16, 225–237. https://doi.org/10.3758/PBR.16.2.225
Examples
--------
1. Bayes Factor of an independent two-sample T-test
>>> from pingouin import bayesfactor_ttest
>>> bf = bayesfactor_ttest(3.5, 20, 20)
>>> print("Bayes Factor: %s (two-sample independent)" % bf)
Bayes Factor: 26.743 (two-sample independent)
2. Bayes Factor of a paired two-sample T-test
>>> bf = bayesfactor_ttest(3.5, 20, 20, paired=True)
>>> print("Bayes Factor: %s (two-sample paired)" % bf)
Bayes Factor: 17.185 (two-sample paired)
3. Bayes Factor of an one-sided one-sample T-test
>>> bf = bayesfactor_ttest(3.5, 20, tail='one-sided')
>>> print("Bayes Factor: %s (one-sample)" % bf)
Bayes Factor: 34.369 (one-sample)
4. Now specify the direction of the test
>>> tval = -3.5
>>> bf_greater = bayesfactor_ttest(tval, 20, tail='greater')
>>> bf_less = bayesfactor_ttest(tval, 20, tail='less')
>>> print("BF10-greater: %s | BF10-less: %s" % (bf_greater, bf_less))
BF10-greater: 0.029 | BF10-less: 34.369
"""
# Check tails
possible_tails = ['two-sided', 'one-sided', 'greater', 'less']
assert tail in possible_tails, 'Invalid tail argument.'
one_sample = True if ny is None or ny == 1 else False
# Check T-value
assert isinstance(t, (int, float)), 'The T-value must be a int or a float.'
if not np.isfinite(t):
return str(np.nan)
# Function to be integrated
def fun(g, t, n, r, df):
return (1 + n * g * r**2)**(-.5) * (1 + t**2 / ((1 + n * g * r**2)
* df))**(-(df + 1) / 2) * \
(2 * pi)**(-.5) * g**(-3. / 2) * exp(-1 / (2 * g))
# Define n and degrees of freedom
if one_sample or paired:
n = nx
df = n - 1
else:
n = nx * ny / (nx + ny)
df = nx + ny - 2
# JZS Bayes factor calculation: eq. 1 in Rouder et al. (2009)
integr = quad(fun, 0, np.inf, args=(t, n, r, df))[0]
bf10 = 1 / ((1 + t**2 / df)**(-(df + 1) / 2) / integr)
# Tail
tail_binary = 'two-sided' if tail == 'two-sided' else 'one-sided'
bf10 = bf10 * (1 / 0.5) if tail_binary == 'one-sided' else bf10
# Now check the direction of the test
if ((tail == 'greater' and t < 0) or (tail == 'less' and t > 0)) and bf10 > 1: # noqa
bf10 = 1 / bf10
return _format_bf(bf10)
[docs]def bayesfactor_pearson(r, n, tail='two-sided', method='ly', kappa=1.):
"""
Bayes Factor of a Pearson correlation.
Parameters
----------
r : float
Pearson correlation coefficient.
n : int
Sample size.
tail : str
Tail of the alternative hypothesis. Can be *'two-sided'*,
*'one-sided'*, *'greater'* or *'less'*. *'greater'* corresponds to a
positive correlation, *'less'* to a negative correlation.
If *'one-sided'*, the directionality is inferred based on the ``r``
value (= *'greater'* if ``r`` > 0, *'less'* if ``r`` < 0).
method : str
Method to compute the Bayes Factor. Can be *'ly'* (default) or
*'wetzels'*. The former has an exact analytical solution, while the
latter requires integral solving (and is therefore slower). *'wetzels'*
was the default in Pingouin <= 0.2.5. See notes for details.
kappa : float
Kappa factor. This is sometimes called the *rscale* parameter, and
is only used when ``method`` is *'ly'*.
Returns
-------
bf : str
Bayes Factor (BF10).
The Bayes Factor quantifies the evidence in favour of the alternative
hypothesis.
See also
--------
corr : (Robust) correlation between two variables
pairwise_corr : Pairwise correlation between columns of a pandas DataFrame
bayesfactor_ttest : Bayes Factor of a T-test
bayesfactor_binom : Bayes Factor of a binomial test
Notes
-----
If you would like to compute the Bayes Factor directly from the raw data
instead of from the correlation coefficient, use the
:py:func:`pingouin.corr` function.
The two-sided **Wetzels Bayes Factor** (also called *JZS Bayes Factor*)
is calculated using the equation 13 and associated R code of Wetzels &
Wagenmakers (2012):
.. math::
\\text{BF}_{10}(n, r) = \\frac{\\sqrt{n/2}}{\\gamma(1/2)}*
\\int_{0}^{\\infty}e((n-2)/2)*
log(1+g)+(-(n-1)/2)log(1+(1-r^2)*g)+(-3/2)log(g)-n/2g
where :math:`n` is the sample size, :math:`r` is the Pearson correlation
coefficient and :math:`g` is is an auxiliary variable that is integrated
out numerically. Since the Wetzels Bayes Factor requires solving an
integral, it is slower than the analytical solution described below.
The two-sided **Ly Bayes Factor** (also called *Jeffreys
exact Bayes Factor*) is calculated using equation 25 of Ly et al, 2016:
.. math::
\\text{BF}_{10;k}(n, r) = \\frac{2^{\\frac{k-2}{k}}\\sqrt{\\pi}}
{\\beta(\\frac{1}{k}, \\frac{1}{k})} \\cdot
\\frac{\\Gamma(\\frac{2+k(n-1)}{2k})}{\\Gamma(\\frac{2+nk}{2k})}
\\cdot 2F_1(\\frac{n-1}{2}, \\frac{n-1}{2}, \\frac{2+nk}{2k}, r^2)
The one-sided version is described in eq. 27 and 28 of Ly et al, 2016.
Please take note that the one-sided test requires the
`mpmath <http://mpmath.org/>`_ package.
Results have been validated against JASP and the BayesFactor R package.
References
----------
.. [1] Ly, A., Verhagen, J. & Wagenmakers, E.-J. Harold Jeffreys’s default
Bayes factor hypothesis tests: Explanation, extension, and
application in psychology. J. Math. Psychol. 72, 19–32 (2016).
.. [2] Wetzels, R. & Wagenmakers, E.-J. A default Bayesian hypothesis test
for correlations and partial correlations. Psychon. Bull. Rev. 19,
1057–1064 (2012).
Examples
--------
Bayes Factor of a Pearson correlation
>>> from pingouin import bayesfactor_pearson
>>> r, n = 0.6, 20
>>> bf = bayesfactor_pearson(r, n)
>>> print("Bayes Factor: %s" % bf)
Bayes Factor: 10.634
Compare to Wetzels method:
>>> bf = bayesfactor_pearson(r, n, method='wetzels')
>>> print("Bayes Factor: %s" % bf)
Bayes Factor: 8.221
One-sided test
>>> bf10pos = bayesfactor_pearson(r, n, tail='greater')
>>> bf10neg = bayesfactor_pearson(r, n, tail='less')
>>> print("BF-pos: %s, BF-neg: %s" % (bf10pos, bf10neg))
BF-pos: 21.185, BF-neg: 0.082
We can also only pass ``tail='one-sided'`` and Pingouin will automatically
infer the directionality of the test based on the ``r`` value.
>>> print("BF: %s" % bayesfactor_pearson(r, n, tail='one-sided'))
BF: 21.185
"""
from scipy.special import gamma, betaln, hyp2f1
assert method.lower() in ['ly', 'wetzels'], 'Method not recognized.'
assert tail.lower() in ['two-sided', 'one-sided', 'greater', 'less',
'g', 'l', 'positive', 'negative', 'pos', 'neg']
# Wrong input
if not np.isfinite(r) or n < 2:
return str(np.nan)
assert -1 <= r <= 1, 'r must be between -1 and 1.'
if tail.lower() != 'two-sided' and method.lower() == 'wetzels':
warnings.warn("One-sided Bayes Factor are not supported by the "
"Wetzels's method. Switching to method='ly'.")
method = 'ly'
if method.lower() == 'wetzels':
# Wetzels & Wagenmakers, 2012. Integral solving
def fun(g, r, n):
return exp(((n - 2) / 2) * log(1 + g) + (-(n - 1) / 2)
* log(1 + (1 - r**2) * g) + (-3 / 2)
* log(g) + - n / (2 * g))
integr = quad(fun, 0, np.inf, args=(r, n))[0]
bf10 = np.sqrt((n / 2)) / gamma(1 / 2) * integr
else:
# Ly et al, 2016. Analytical solution.
k = kappa
lbeta = betaln(1 / k, 1 / k)
log_hyperterm = log(hyp2f1(((n - 1) / 2), ((n - 1) / 2),
((n + 2 / k) / 2), r**2))
bf10 = exp((1 - 2 / k) * log(2) + 0.5 * log(pi) - lbeta
+ lgamma((n + 2 / k - 1) / 2) - lgamma((n + 2 / k) / 2) +
log_hyperterm)
if tail.lower() != 'two-sided':
# Directional test.
# We need mpmath for the generalized hypergeometric function
from .utils import _is_mpmath_installed
_is_mpmath_installed(raise_error=True)
from mpmath import hyp3f2
hyper_term = float(hyp3f2(1, n / 2, n / 2, 3 / 2,
(2 + k * (n + 1)) / (2 * k),
r**2))
log_term = 2 * (lgamma(n / 2) - lgamma((n - 1) / 2)) - lbeta
C = 2**((3 * k - 2) / k) * k * r / (2 + (n - 1) * k) * \
exp(log_term) * hyper_term
bf10neg = bf10 - C
bf10pos = 2 * bf10 - bf10neg
if tail.lower() in ['one-sided']:
# Automatically find the directionality of the test based on r
bf10 = bf10pos if r >= 0 else bf10neg
elif tail.lower() in ['greater', 'g', 'positive', 'pos']:
# We expect the correlation to be positive
bf10 = bf10pos
else:
# We expect the correlation to be negative
bf10 = bf10neg
return _format_bf(bf10)
[docs]def bayesfactor_binom(k, n, p=.5):
"""
Bayes factor of a binomial test with :math:`k` successes,
:math:`n` trials and base probability :math:`p`.
Parameters
----------
k : int
Number of successes.
n : int
Number of trials.
p : float
Base probability of success (range from 0 to 1).
Returns
-------
bf10 : float
The Bayes Factor quantifies the evidence in favour of the
**alternative hypothesis**, where the null hypothesis is that
the random variable is binomially distributed with base probability
:math:`p`.
See also
--------
bayesfactor_pearson : Bayes Factor of a correlation
bayesfactor_ttest : Bayes Factor of a T-test
Notes
-----
Adapted from a Matlab code found at
https://github.com/anne-urai/Tools/blob/master/stats/BayesFactors/binombf.m
The Bayes Factor is given by the formula below:
.. math::
BF_{10} = \\frac{\\int_0^1 \\binom{n}{k}g^k(1-g)^{n-k}}
{\\binom{n}{k} p^k (1-p)^{n-k}}
References
----------
.. [1] http://pcl.missouri.edu/bf-binomial
.. [2] https://en.wikipedia.org/wiki/Bayes_factor
Examples
--------
We want to determine if a coin if fair. After tossing the coin 200 times
in a row, we report 115 heads (hereafter referred to as "successes") and 85
tails ("failures"). The Bayes Factor can be easily computed using Pingouin:
>>> import pingouin as pg
>>> bf = float(pg.bayesfactor_binom(k=115, n=200, p=0.5))
>>> # Note that Pingouin returns the BF-alt by default, formatted as a str.
>>> # BF-null is simply 1 / BF-alt
>>> print("BF-null: %.3f, BF-alt: %.3f" % (1 / bf, bf))
BF-null: 1.198, BF-alt: 0.835
Since the Bayes Factor of the null hypothesis ("the coin is fair") is
higher than the Bayes Factor of the alternative hypothesis
("the coin is not fair"), we can conclude that there is more evidence to
support the fact that the coin is indeed fair. However, the strength of the
evidence in favor of the null hypothesis (1.198) is "barely worth
mentionning" according to Jeffreys's rule of thumb.
Interestingly, a frequentist alternative to this test would give very
different results. It can be performed using the
:py:func:`scipy.stats.binom_test` function:
>>> from scipy.stats import binom_test
>>> pval = binom_test(115, 200, p=0.5)
>>> round(pval, 5)
0.04004
The binomial test rejects the null hypothesis that the coin is fair at the
5% significance level (p=0.04). Thus, whereas a frequentist hypothesis test
would yield significant results at the 5% significance level, the Bayes
factor does not find any evidence that the coin is unfair.
Last example using a different base probability of successes
>>> bf = pg.bayesfactor_binom(k=100, n=1000, p=0.1)
>>> print("Bayes Factor: %s" % bf)
Bayes Factor: 0.024
"""
from scipy.stats import binom
assert 0 < p < 1, 'p must be between 0 and 1.'
assert isinstance(k, int), 'k must be int.'
assert isinstance(n, int), 'n must be int.'
assert k <= n, 'k (successes) cannot be higher than n (trials).'
def fun(g, k, n):
return binom.pmf(k, n, g)
bf10 = quad(fun, 0, 1, args=(k, n))[0] / binom.pmf(k, n, p)
return _format_bf(bf10)
```