# Copyright (c) Gary Strangman.  All rights reserved
#
# Disclaimer
#
# This software is provided "as-is".  There are no expressed or implied
# warranties of any kind, including, but not limited to, the warranties
# of merchantability and fitness for a given application.  In no event
# shall Gary Strangman be liable for any direct, indirect, incidental,
# special, exemplary or consequential damages (including, but not limited
# to, loss of use, data or profits, or business interruption) however
# caused and on any theory of liability, whether in contract, strict
# liability or tort (including negligence or otherwise) arising in any way
# out of the use of this software, even if advised of the possibility of
# such damage.
#

#
# Heavily adapted for use by SciPy 2002 by Travis Oliphant
"""
stats.py module

#################################################
#######  Written by:  Gary Strangman  ###########
#################################################

A collection of basic statistical functions for python.  The function
names appear below.

 Some scalar functions defined here are also available in the scipy.special
 package where they work on arbitrary sized arrays.

Disclaimers:  The function list is obviously incomplete and, worse, the
functions are not optimized.  All functions have been tested (some more
so than others), but they are far from bulletproof.  Thus, as with any
free software, no warranty or guarantee is expressed or implied. :-)  A
few extra functions that don't appear in the list below can be found by
interested treasure-hunters.  These functions don't necessarily have
both list and array versions but were deemed useful

CENTRAL TENDENCY:  gmean    (geometric mean)
                   hmean    (harmonic mean)
                   medianscore
                   mode

MOMENTS:  moment
          variation
          skew
          kurtosis
          normaltest (for arrays only)

MOMENTS HANDLING NAN: nanmean
                      nanmedian
                      nanstd

ALTERED VERSIONS:  tmean
                   tvar
                   tstd
                   tsem
                   describe

FREQUENCY STATS:  freqtable
                  itemfreq
                  scoreatpercentile
                  percentileofscore
                  histogram
                  cumfreq
                  relfreq

VARIABILITY:  obrientransform
              signaltonoise (for arrays only)
              sem

TRIMMING FCNS:  threshold (for arrays only)
                trimboth
                trim1
                around (round all vals to 'n' decimals)

CORRELATION FCNS:  paired
                   pearsonr
                   fisher_exact
                   spearmanr
                   pointbiserialr
                   kendalltau
                   linregress

INFERENTIAL STATS:  ttest_1samp
                    ttest_ind
                    ttest_rel
                    chisquare
                    ks_2samp
                    mannwhitneyu
                    ranksums
                    wilcoxon
                    kruskal
                    friedmanchisquare

PROBABILITY CALCS:  chisqprob
                    zprob
                    fprob
                    betai

## Note that scipy.stats.distributions has many more statistical probability
## functions defined.


ANOVA FUNCTIONS:  f_oneway
                  f_value

SUPPORT FUNCTIONS:  ss
                    square_of_sums
                    shellsort
                    rankdata

References
----------
[CRCProbStat2000]_

.. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
   Probability and Statistics Tables and Formulae. Chapman & Hall: New
   York. 2000.

"""
## CHANGE LOG:
## ===========
## since 2001-06-25 ... see scipy SVN changelog
## 05-11-29 ... fixed default axis to be 0 for consistency with scipy;
##              cleanup of redundant imports, dead code, {0,1} -> booleans
## 02-02-10 ... require Numeric, eliminate "list-only" functions
##              (only 1 set of functions now and no Dispatch class),
##              removed all references to aXXXX functions.
## 00-04-13 ... pulled all "global" statements, except from aanova()
##              added/fixed lots of documentation, removed io.py dependency
##              changed to version 0.5
## 99-11-13 ... added asign() function
## 99-11-01 ... changed version to 0.4 ... enough incremental changes now
## 99-10-25 ... added acovariance and acorrelation functions
## 99-10-10 ... fixed askew/akurtosis to avoid divide-by-zero errors
##              added aglm function (crude, but will be improved)
## 99-10-04 ... upgraded acumsum, ass, asummult, asamplevar, var, etc. to
##                   all handle lists of 'dimension's and keepdims
##              REMOVED ar0, ar2, ar3, ar4 and replaced them with around
##              reinserted fixes for abetai to avoid math overflows
## 99-09-05 ... rewrote achisqprob/aerfcc/aksprob/afprob/abetacf/abetai to
##                   handle multi-dimensional arrays (whew!)
## 99-08-30 ... fixed l/amoment, l/askew, l/akurtosis per D'Agostino (1990)
##              added anormaltest per same reference
##              re-wrote azprob to calc arrays of probs all at once
## 99-08-22 ... edited attest_ind printing section so arrays could be rounded
## 99-08-19 ... fixed amean and aharmonicmean for non-error(!) overflow on
##                   short/byte arrays (mean of #s btw 100-300 = -150??)
## 99-08-09 ... fixed asum so that the None case works for Byte arrays
## 99-08-08 ... fixed 7/3 'improvement' to handle t-calcs on N-D arrays
## 99-07-03 ... improved attest_ind, attest_rel (zero-division errortrap)
## 99-06-24 ... fixed bug(?) in attest_ind (n1=a.shape[0])
## 04/11/99 ... added asignaltonoise, athreshold functions, changed all
##                   max/min in array section to maximum/minimum,
##                   fixed square_of_sums to prevent integer overflow
## 04/10/99 ... !!! Changed function name ... sumsquared ==> square_of_sums
## 03/18/99 ... Added ar0, ar2, ar3 and ar4 rounding functions
## 02/28/99 ... Fixed aobrientransform to return an array rather than a list
## 01/15/99 ... Essentially ceased updating list-versions of functions (!!!)
## 01/13/99 ... CHANGED TO VERSION 0.3
##              fixed bug in a/lmannwhitneyu p-value calculation
## 12/31/98 ... fixed variable-name bug in ldescribe
## 12/19/98 ... fixed bug in findwithin (fcns needed pstat. prefix)
## 12/16/98 ... changed amedianscore to return float (not array) for 1 score
## 12/14/98 ... added atmin and atmax functions
##              removed umath from import line (not needed)
##              l/ageometricmean modified to reduce chance of overflows (take
##                   nth root first, then multiply)
## 12/07/98 ... added __version__variable (now 0.2)
##              removed all 'stats.' from anova() fcn
## 12/06/98 ... changed those functions (except shellsort) that altered
##                   arguments in-place ... cumsum, ranksort, ...
##              updated (and fixed some) doc-strings
## 12/01/98 ... added anova() function (requires NumPy)
##              incorporated Dispatch class
## 11/12/98 ... added functionality to amean, aharmonicmean, ageometricmean
##              added 'asum' function (added functionality to add.reduce)
##              fixed both moment and amoment (two errors)
##              changed name of skewness and askewness to skew and askew
##              fixed (a)histogram (which sometimes counted points <lowerlimit)

# Standard library imports.
import warnings
import math

# friedmanchisquare patch uses python sum
pysum = sum  # save it before it gets overwritten

# Scipy imports.
from numpy import array, asarray, dot, ma, zeros, sum
import scipy.special as special
import scipy.linalg as linalg
import numpy as np

import futil
import distributions

# Local imports.
import _support
from _support import _chk_asarray, _chk2_asarray

__all__ = ['gmean', 'hmean', 'cmedian', 'mode',
           'tmean', 'tvar', 'tmin', 'tmax', 'tstd', 'tsem',
           'moment', 'variation', 'skew', 'kurtosis', 'describe',
           'skewtest', 'kurtosistest', 'normaltest',
           'itemfreq', 'scoreatpercentile', 'percentileofscore',
           'histogram', 'histogram2', 'cumfreq', 'relfreq',
           'obrientransform', 'signaltonoise', 'sem', 'zmap', 'zscore',
           'threshold', 'sigmaclip', 'trimboth', 'trim1', 'trim_mean',
           'f_oneway', 'pearsonr', 'fisher_exact',
           'spearmanr', 'pointbiserialr', 'kendalltau', 'linregress',
           'ttest_1samp', 'ttest_ind', 'ttest_rel',
           'kstest', 'chisquare', 'ks_2samp', 'mannwhitneyu',
           'tiecorrect', 'ranksums', 'kruskal', 'friedmanchisquare',
           'zprob', 'chisqprob', 'ksprob', 'fprob', 'betai',
           'glm', 'f_value_wilks_lambda',
           'f_value', 'f_value_multivariate',
           'ss', 'square_of_sums',
           'fastsort', 'rankdata',
           'nanmean', 'nanstd', 'nanmedian',
          ]


def find_repeats(arr):
    """Find repeats in arr and return (repeats, repeat_count)
    """
    v1,v2, n = futil.dfreps(arr)
    return v1[:n],v2[:n]

#######
### NAN friendly functions
########

def nanmean(x, axis=0):
    """
    Compute the mean over the given axis ignoring nans.

    Parameters
    ----------
    x : ndarray
        Input array.
    axis : int, optional
        Axis along which the mean is computed. Default is 0, i.e. the
        first axis.

    Returns
    -------
    m : float
        The mean of `x`, ignoring nans.

    See Also
    --------
    nanstd, nanmedian

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.linspace(0, 4, 3)
    >>> a
    array([ 0.,  2.,  4.])
    >>> a[-1] = np.nan
    >>> stats.nanmean(a)
    1.0

    """
    x, axis = _chk_asarray(x,axis)
    x = x.copy()
    Norig = x.shape[axis]
    factor = 1.0-np.sum(np.isnan(x),axis)*1.0/Norig

    x[np.isnan(x)] = 0
    return np.mean(x,axis)/factor

def nanstd(x, axis=0, bias=False):
    """
    Compute the standard deviation over the given axis, ignoring nans.

    Parameters
    ----------
    x : array_like
        Input array.
    axis : int or None, optional
        Axis along which the standard deviation is computed. Default is 0.
        If None, compute over the whole array `x`.
    bias : bool, optional
        If True, the biased (normalized by N) definition is used. If False
        (default), the unbiased definition is used.

    Returns
    -------
    s : float
        The standard deviation.

    See Also
    --------
    nanmean, nanmedian

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.arange(10, dtype=float)
    >>> a[1:3] = np.nan
    >>> np.std(a)
    nan
    >>> stats.nanstd(a)
    2.9154759474226504
    >>> stats.nanstd(a.reshape(2, 5), axis=1)
    array([ 2.0817,  1.5811])
    >>> stats.nanstd(a.reshape(2, 5), axis=None)
    2.9154759474226504

    """
    x, axis = _chk_asarray(x,axis)
    x = x.copy()
    Norig = x.shape[axis]

    Nnan = np.sum(np.isnan(x),axis)*1.0
    n = Norig - Nnan

    x[np.isnan(x)] = 0.
    m1 = np.sum(x,axis)/n

    if axis:
        d = (x - np.expand_dims(m1, axis))**2.0
    else:
        d = (x - m1)**2.0

    m2 = np.sum(d,axis)-(m1*m1)*Nnan
    if bias:
        m2c = m2 / n
    else:
        m2c = m2 / (n - 1.)
    return np.sqrt(m2c)

def _nanmedian(arr1d):  # This only works on 1d arrays
    """Private function for rank a arrays. Compute the median ignoring Nan.

    Parameters
    ----------
    arr1d : ndarray
        Input array, of rank 1.

    Results
    -------
    m : float
        The median.
    """
    cond = 1-np.isnan(arr1d)
    x = np.sort(np.compress(cond,arr1d,axis=-1))
    if x.size == 0:
        return np.nan
    return np.median(x)

def nanmedian(x, axis=0):
    """
    Compute the median along the given axis ignoring nan values.

    Parameters
    ----------
    x : array_like
        Input array.
    axis : int, optional
        Axis along which the median is computed. Default is 0, i.e. the
        first axis.

    Returns
    -------
    m : float
        The median of `x` along `axis`.

    See Also
    --------
    nanstd, nanmean

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.array([0, 3, 1, 5, 5, np.nan])
    >>> stats.nanmedian(a)
    array(3.0)

    >>> b = np.array([0, 3, 1, 5, 5, np.nan, 5])
    >>> stats.nanmedian(b)
    array(4.0)

    Example with axis:

    >>> c = np.arange(30.).reshape(5,6)
    >>> idx = np.array([False, False, False, True, False] * 6).reshape(5,6)
    >>> c[idx] = np.nan
    >>> c
    array([[  0.,   1.,   2.,  nan,   4.,   5.],
           [  6.,   7.,  nan,   9.,  10.,  11.],
           [ 12.,  nan,  14.,  15.,  16.,  17.],
           [ nan,  19.,  20.,  21.,  22.,  nan],
           [ 24.,  25.,  26.,  27.,  nan,  29.]])
    >>> stats.nanmedian(c, axis=1)
    array([  2. ,   9. ,  15. ,  20.5,  26. ])

    """
    x, axis = _chk_asarray(x, axis)
    if x.ndim == 0:
        return float(x.item())
    x = x.copy()
    x = np.apply_along_axis(_nanmedian, axis, x)
    if x.ndim == 0:
        x = float(x.item())
    return x


#####################################
########  CENTRAL TENDENCY  ########
#####################################


def gmean(a, axis=0, dtype=None):
    """
    Compute the geometric mean along the specified axis.

    Returns the geometric average of the array elements.
    That is:  n-th root of (x1 * x2 * ... * xn)

    Parameters
    ----------
    a : array_like
        Input array or object that can be converted to an array.
    axis : int, optional, default axis=0
        Axis along which the geometric mean is computed.
    dtype : dtype, optional
        Type of the returned array and of the accumulator in which the
        elements are summed. If dtype is not specified, it defaults to the
        dtype of a, unless a has an integer dtype with a precision less than
        that of the default platform integer. In that case, the default
        platform integer is used.

    Returns
    -------
    gmean : ndarray,
        see dtype parameter above

    See Also
    --------
    numpy.mean : Arithmetic average
    numpy.average : Weighted average
    hmean: Harmonic mean

    Notes
    -----
    The geometric average is computed over a single dimension of the input
    array, axis=0 by default, or all values in the array if axis=None.
    float64 intermediate and return values are used for integer inputs.

    Use masked arrays to ignore any non-finite values in the input or that
    arise in the calculations such as Not a Number and infinity because masked
    arrays automatically mask any non-finite values.

    """
    if not isinstance(a, np.ndarray): #if not an ndarray object attempt to convert it
        log_a=np.log(np.array(a, dtype=dtype))
    elif dtype: #Must change the default dtype allowing array type
        if isinstance(a,np.ma.MaskedArray):
            log_a=np.log(np.ma.asarray(a, dtype=dtype))
        else:
            log_a=np.log(np.asarray(a, dtype=dtype))
    else:
        log_a = np.log(a)
    return np.exp(log_a.mean(axis=axis))

def hmean(a, axis=0, dtype=None):
    """
    Calculates the harmonic mean along the specified axis.

    That is:  n / (1/x1 + 1/x2 + ... + 1/xn)

    Parameters
    ----------
    a : array_like
        Input array, masked array or object that can be converted to an array.
    axis : int, optional, default axis=0
        Axis along which the harmonic mean is computed.
    dtype : dtype, optional
        Type of the returned array and of the accumulator in which the
        elements are summed. If `dtype` is not specified, it defaults to the
        dtype of `a`, unless `a` has an integer `dtype` with a precision less
        than that of the default platform integer. In that case, the default
        platform integer is used.

    Returns
    -------
    hmean : ndarray,
        see `dtype` parameter above

    See Also
    --------
    numpy.mean : Arithmetic average
    numpy.average : Weighted average
    gmean: Geometric mean

    Notes
    -----
    The harmonic mean is computed over a single dimension of the input
    array, axis=0 by default, or all values in the array if axis=None.
    float64 intermediate and return values are used for integer inputs.

    Use masked arrays to ignore any non-finite values in the input or that
    arise in the calculations such as Not a Number and infinity.

    """
    if not isinstance(a, np.ndarray):
        a=np.array(a, dtype=dtype)
    if np.all(a >0): # Harmonic mean only defined if greater than zero
        if isinstance(a, np.ma.MaskedArray):
            size = a.count(axis)
        else:
            if axis == None:
               a=a.ravel()
               size = a.shape[0]
            else:
               size = a.shape[axis]
        return size / np.sum(1.0/a, axis=axis, dtype=dtype)
    else:
        raise ValueError("Harmonic mean only defined if all elements greater than zero")


def cmedian(a, numbins=1000):
    """
    Returns the computed median value of an array.

    All of the values in the input array are used. The input array is first
    histogrammed using `numbins` bins. The bin containing the median is
    selected by searching for the halfway point in the cumulative histogram.
    The median value is then computed by linearly interpolating across that
    bin.

    Parameters
    ----------
    a : array_like
        Input array.
    numbins : int
        The number of bins used to histogram the data. More bins give greater
        accuracy to the approximation of the median.

    Returns
    -------
    cmedian : float
        An approximation of the median.

    References
    ----------
    [CRCProbStat2000]_ Section 2.2.6

    .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
       Probability and Statistics Tables and Formulae. Chapman & Hall: New
       York. 2000.

    """
    # TODO: numpy.median() always seems to be a better choice.
    # A better version of this function would take already-histogrammed data
    # and compute the median from that.
    a = np.ravel(a)
    n = float(len(a))

    # We will emulate the (fixed!) bounds selection scheme used by
    # scipy.stats.histogram(), but use numpy.histogram() since it is faster.
    amin = a.min()
    amax = a.max()
    estbinwidth = (amax - amin)/float(numbins - 1)
    binsize = (amax - amin + estbinwidth) / float(numbins)
    (hist, bins) = np.histogram(a, numbins,
        range=(amin-binsize*0.5, amax+binsize*0.5))
    binsize = bins[1] - bins[0]
    cumhist = np.cumsum(hist)           # make cumulative histogram
    cfbin = np.searchsorted(cumhist, n/2.0)
    LRL = bins[cfbin]      # get lower read limit of that bin
    if cfbin == 0:
        cfbelow = 0.0
    else:
        cfbelow = cumhist[cfbin-1]       # cum. freq. below bin
    freq = hist[cfbin]                  # frequency IN the 50%ile bin
    median = LRL + ((n/2.0-cfbelow)/float(freq))*binsize # MEDIAN
    return median


def mode(a, axis=0):
    """
    Returns an array of the modal (most common) value in the passed array.

    If there is more than one such value, only the first is returned.
    The bin-count for the modal bins is also returned.

    Parameters
    ----------
    a : array_like
        n-dimensional array of which to find mode(s).
    axis : int, optional
        Axis along which to operate. Default is 0, i.e. the first axis.

    Returns
    -------
    vals : ndarray
        Array of modal values.
    counts : ndarray
        Array of counts for each mode.

    Examples
    --------
    >>> a = np.array([[6, 8, 3, 0],
                      [3, 2, 1, 7],
                      [8, 1, 8, 4],
                      [5, 3, 0, 5],
                      [4, 7, 5, 9]])
    >>> from scipy import stats
    >>> stats.mode(a)
    (array([[ 3.,  1.,  0.,  0.]]), array([[ 1.,  1.,  1.,  1.]]))

    To get mode of whole array, specify axis=None:

    >>> stats.mode(a, axis=None)
    (array([ 3.]), array([ 3.]))

    """
    a, axis = _chk_asarray(a, axis)
    scores = np.unique(np.ravel(a))       # get ALL unique values
    testshape = list(a.shape)
    testshape[axis] = 1
    oldmostfreq = np.zeros(testshape)
    oldcounts = np.zeros(testshape)
    for score in scores:
        template = (a == score)
        counts = np.expand_dims(np.sum(template, axis),axis)
        mostfrequent = np.where(counts > oldcounts, score, oldmostfreq)
        oldcounts = np.maximum(counts, oldcounts)
        oldmostfreq = mostfrequent
    return mostfrequent, oldcounts

def mask_to_limits(a, limits, inclusive):
    """Mask an array for values outside of given limits.

    This is primarily a utility function.

    Parameters
    ----------
    a : array
    limits : (float or None, float or None)
        A tuple consisting of the (lower limit, upper limit).  Values in the
        input array less than the lower limit or greater than the upper limit
        will be masked out. None implies no limit.
    inclusive : (bool, bool)
        A tuple consisting of the (lower flag, upper flag).  These flags
        determine whether values exactly equal to lower or upper are allowed.

    Returns
    -------
    A MaskedArray.

    Raises
    ------
    A ValueError if there are no values within the given limits.
    """
    lower_limit, upper_limit = limits
    lower_include, upper_include = inclusive
    am = ma.MaskedArray(a)
    if lower_limit is not None:
        if lower_include:
            am = ma.masked_less(am, lower_limit)
        else:
            am = ma.masked_less_equal(am, lower_limit)
    if upper_limit is not None:
        if upper_include:
            am = ma.masked_greater(am, upper_limit)
        else:
            am = ma.masked_greater_equal(am, upper_limit)
    if am.count() == 0:
        raise ValueError("No array values within given limits")
    return am

def tmean(a, limits=None, inclusive=(True, True)):
    """
    Compute the trimmed mean

    This function finds the arithmetic mean of given values, ignoring values
    outside the given `limits`.

    Parameters
    ----------
    a : array_like
        array of values
    limits : None or (lower limit, upper limit), optional
        Values in the input array less than the lower limit or greater than the
        upper limit will be ignored. When limits is None, then all values are
        used. Either of the limit values in the tuple can also be None
        representing a half-open interval.  The default value is None.
    inclusive : (bool, bool), optional
        A tuple consisting of the (lower flag, upper flag).  These flags
        determine whether values exactly equal to the lower or upper limits
        are included.  The default value is (True, True).

    Returns
    -------
    tmean : float

    """
    a = asarray(a)

    # Cast to a float if this is an integer array. If it is already a float
    # array, leave it as is to preserve its precision.
    if issubclass(a.dtype.type, np.integer):
        a = a.astype(float)

    # No trimming.
    if limits is None:
        return np.mean(a,None)

    am = mask_to_limits(a.ravel(), limits, inclusive)
    return am.mean()

def masked_var(am):
    m = am.mean()
    s = ma.add.reduce((am - m)**2)
    n = am.count() - 1.0
    return s / n

def tvar(a, limits=None, inclusive=(1,1)):
    """
    Compute the trimmed variance

    This function computes the sample variance of an array of values,
    while ignoring values which are outside of given `limits`.

    Parameters
    ----------
    a : array_like
        array of values
    limits : None or (lower limit, upper limit), optional
        Values in the input array less than the lower limit or greater than the
        upper limit will be ignored. When limits is None, then all values are
        used. Either of the limit values in the tuple can also be None
        representing a half-open interval.  The default value is None.
    inclusive : (bool, bool), optional
        A tuple consisting of the (lower flag, upper flag).  These flags
        determine whether values exactly equal to the lower or upper limits
        are included.  The default value is (True, True).

    Returns
    -------
    tvar : float

    """
    a = asarray(a)
    a = a.astype(float).ravel()
    if limits is None:
        n = len(a)
        return a.var()*(n/(n-1.))
    am = mask_to_limits(a, limits, inclusive)
    return masked_var(am)

def tmin(a, lowerlimit=None, axis=0, inclusive=True):
    """
    Compute the trimmed minimum

    This function finds the miminum value of an array `a` along the
    specified axis, but only considering values greater than a specified
    lower limit.

    Parameters
    ----------
    a : array_like
        array of values
    lowerlimit : None or float, optional
        Values in the input array less than the given limit will be ignored.
        When lowerlimit is None, then all values are used. The default value
        is None.
    axis : None or int, optional
        Operate along this axis.  None means to use the flattened array and
        the default is zero
    inclusive : {True, False}, optional
        This flag determines whether values exactly equal to the lower limit
        are included.  The default value is True.

    Returns
    -------
    tmin: float

    """
    a, axis = _chk_asarray(a, axis)
    am = mask_to_limits(a, (lowerlimit, None), (inclusive, False))
    return ma.minimum.reduce(am, axis)

def tmax(a, upperlimit, axis=0, inclusive=True):
    """
    Compute the trimmed maximum

    This function computes the maximum value of an array along a given axis,
    while ignoring values larger than a specified upper limit.

    Parameters
    ----------
    a : array_like
        array of values
    upperlimit : None or float, optional
        Values in the input array greater than the given limit will be ignored.
        When upperlimit is None, then all values are used. The default value
        is None.
    axis : None or int, optional
        Operate along this axis.  None means to use the flattened array and
        the default is zero.
    inclusive : {True, False}, optional
        This flag determines whether values exactly equal to the upper limit
        are included.  The default value is True.

    Returns
    -------
    tmax : float

    """
    a, axis = _chk_asarray(a, axis)
    am = mask_to_limits(a, (None, upperlimit), (False, inclusive))
    return ma.maximum.reduce(am, axis)

def tstd(a, limits=None, inclusive=(1,1)):
    """
    Compute the trimmed sample standard deviation

    This function finds the sample standard deviation of given values,
    ignoring values outside the given `limits`.

    Parameters
    ----------
    a : array_like
        array of values
    limits : None or (lower limit, upper limit), optional
        Values in the input array less than the lower limit or greater than the
        upper limit will be ignored. When limits is None, then all values are
        used. Either of the limit values in the tuple can also be None
        representing a half-open interval.  The default value is None.
    inclusive : (bool, bool), optional
        A tuple consisting of the (lower flag, upper flag).  These flags
        determine whether values exactly equal to the lower or upper limits
        are included.  The default value is (True, True).

    Returns
    -------
    tstd : float

    """
    return np.sqrt(tvar(a,limits,inclusive))


def tsem(a, limits=None, inclusive=(True,True)):
    """
    Compute the trimmed standard error of the mean

    This function finds the standard error of the mean for given
    values, ignoring values outside the given `limits`.

    Parameters
    ----------
    a : array_like
        array of values
    limits : None or (lower limit, upper limit), optional
        Values in the input array less than the lower limit or greater than the
        upper limit will be ignored. When limits is None, then all values are
        used. Either of the limit values in the tuple can also be None
        representing a half-open interval.  The default value is None.
    inclusive : (bool, bool), optional
        A tuple consisting of the (lower flag, upper flag).  These flags
        determine whether values exactly equal to the lower or upper limits
        are included.  The default value is (True, True).

    Returns
    -------
    tsem : float

    """
    a = np.asarray(a).ravel()
    if limits is None:
        n = float(len(a))
        return a.std()/np.sqrt(n)
    am = mask_to_limits(a.ravel(), limits, inclusive)
    sd = np.sqrt(masked_var(am))
    return sd / am.count()


#####################################
############  MOMENTS  #############
#####################################

def moment(a, moment=1, axis=0):
    """
    Calculates the nth moment about the mean for a sample.

    Generally used to calculate coefficients of skewness and
    kurtosis.

    Parameters
    ----------
    a : array_like
       data
    moment : int
       order of central moment that is returned
    axis : int or None
       Axis along which the central moment is computed. If None, then the data
       array is raveled. The default axis is zero.

    Returns
    -------
    n-th central moment : ndarray or float
       The appropriate moment along the given axis or over all values if axis
       is None. The denominator for the moment calculation is the number of
       observations, no degrees of freedom correction is done.

    """
    a, axis = _chk_asarray(a, axis)
    if moment == 1:
        # By definition the first moment about the mean is 0.
        shape = list(a.shape)
        del shape[axis]
        if shape:
            # return an actual array of the appropriate shape
            return np.zeros(shape, dtype=float)
        else:
            # the input was 1D, so return a scalar instead of a rank-0 array
            return np.float64(0.0)
    else:
        mn = np.expand_dims(np.mean(a,axis), axis)
        s = np.power((a-mn), moment)
        return np.mean(s, axis)


def variation(a, axis=0):
    """
    Computes the coefficient of variation, the ratio of the biased standard
    deviation to the mean.

    Parameters
    ----------
    a : array_like
        Input array.
    axis : int or None
        Axis along which to calculate the coefficient of variation.

    References
    ----------
    [CRCProbStat2000]_ Section 2.2.20

    .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
       Probability and Statistics Tables and Formulae. Chapman & Hall: New
       York. 2000.

    """
    a, axis = _chk_asarray(a, axis)
    n = a.shape[axis]
    return a.std(axis)/a.mean(axis)


def skew(a, axis=0, bias=True):
    """
    Computes the skewness of a data set.

    For normally distributed data, the skewness should be about 0. A skewness
    value > 0 means that there is more weight in the left tail of the
    distribution. The function `skewtest` can be used to determine if the
    skewness value is close enough to 0, statistically speaking.

    Parameters
    ----------
    a : ndarray
        data
    axis : int or None
        axis along which skewness is calculated
    bias : bool
        If False, then the calculations are corrected for statistical bias.

    Returns
    -------
    skewness : ndarray
        The skewness of values along an axis, returning 0 where all values are
        equal.

    References
    ----------
    [CRCProbStat2000]_ Section 2.2.24.1

    .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
       Probability and Statistics Tables and Formulae. Chapman & Hall: New
       York. 2000.

    """
    a, axis = _chk_asarray(a,axis)
    n = a.shape[axis]
    m2 = moment(a, 2, axis)
    m3 = moment(a, 3, axis)
    zero = (m2 == 0)
    vals = np.where(zero, 0, m3 / m2**1.5)
    if not bias:
        can_correct = (n > 2) & (m2 > 0)
        if can_correct.any():
            m2 = np.extract(can_correct, m2)
            m3 = np.extract(can_correct, m3)
            nval = np.sqrt((n-1.0)*n)/(n-2.0)*m3/m2**1.5
            np.place(vals, can_correct, nval)
    if vals.ndim == 0:
        return vals.item()
    return vals

def kurtosis(a, axis=0, fisher=True, bias=True):
    """
    Computes the kurtosis (Fisher or Pearson) of a dataset.

    Kurtosis is the fourth central moment divided by the square of the
    variance. If Fisher's definition is used, then 3.0 is subtracted from
    the result to give 0.0 for a normal distribution.

    If bias is False then the kurtosis is calculated using k statistics to
    eliminate bias coming from biased moment estimators

    Use `kurtosistest` to see if result is close enough to normal.

    Parameters
    ----------
    a : array
        data for which the kurtosis is calculated
    axis : int or None
        Axis along which the kurtosis is calculated
    fisher : bool
        If True, Fisher's definition is used (normal ==> 0.0). If False,
        Pearson's definition is used (normal ==> 3.0).
    bias : bool
        If False, then the calculations are corrected for statistical bias.

    Returns
    -------
    kurtosis : array
        The kurtosis of values along an axis. If all values are equal,
        return -3 for Fisher's definition and 0 for Pearson's definition.


    References
    ----------
    [CRCProbStat2000]_ Section  2.2.25

    .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
       Probability and Statistics Tables and Formulae. Chapman & Hall: New
       York. 2000.

    """
    a, axis = _chk_asarray(a, axis)
    n = a.shape[axis]
    m2 = moment(a,2,axis)
    m4 = moment(a,4,axis)
    zero = (m2 == 0)
    vals = np.where(zero, 0, m4/ m2**2.0)
    if not bias:
        can_correct = (n > 3) & (m2 > 0)
        if can_correct.any():
            m2 = np.extract(can_correct, m2)
            m4 = np.extract(can_correct, m4)
            nval = 1.0/(n-2)/(n-3)*((n*n-1.0)*m4/m2**2.0-3*(n-1)**2.0)
            np.place(vals, can_correct, nval+3.0)

    if vals.ndim == 0:
        vals = vals.item() # array scalar

    if fisher:
        return vals - 3
    else:
        return vals

def describe(a, axis=0):
    """
    Computes several descriptive statistics of the passed array.

    Parameters
    ----------
    a : array_like
       data
    axis : int or None
       axis along which statistics are calculated. If axis is None, then data
       array is raveled. The default axis is zero.

    Returns
    -------
    size of the data : int
       length of data along axis
    (min, max): tuple of ndarrays or floats
       minimum and maximum value of data array
    arithmetic mean : ndarray or float
       mean of data along axis
    unbiased variance : ndarray or float
       variance of the data along axis, denominator is number of observations
       minus one.
    biased skewness : ndarray or float
       skewness, based on moment calculations with denominator equal to the
       number of observations, i.e. no degrees of freedom correction
    biased kurtosis : ndarray or float
       kurtosis (Fisher), the kurtosis is normalized so that it is zero for the
       normal distribution. No degrees of freedom or bias correction is used.

    See Also
    --------
    skew
    kurtosis

    """
    a, axis = _chk_asarray(a, axis)
    n = a.shape[axis]
    #mm = (np.minimum.reduce(a), np.maximum.reduce(a))
    mm = (np.min(a, axis=axis), np.max(a, axis=axis))
    m = np.mean(a, axis=axis)
    v = np.var(a, axis=axis, ddof=1)
    sk = skew(a, axis)
    kurt = kurtosis(a, axis)
    return n, mm, m, v, sk, kurt

#####################################
########  NORMALITY TESTS  ##########
#####################################

def skewtest(a, axis=0):
    """
    Tests whether the skew is different from the normal distribution.

    This function tests the null hypothesis that the skewness of
    the population that the sample was drawn from is the same
    as that of a corresponding normal distribution.

    Parameters
    ----------
    a : array
    axis : int or None

    Returns
    -------
    z-score : float
        The computed z-score for this test.
    p-value : float
        a 2-sided p-value for the hypothesis test

    Notes
    -----
    The sample size should be at least 8.

    """
    a, axis = _chk_asarray(a, axis)
    if axis is None:
        a = np.ravel(a)
        axis = 0
    b2 = skew(a,axis)
    n = float(a.shape[axis])
    if n < 8:
        warnings.warn(
            "skewtest only valid for n>=8 ... continuing anyway, n=%i" %
            int(n))
    y = b2 * math.sqrt(((n+1)*(n+3)) / (6.0*(n-2)) )
    beta2 = ( 3.0*(n*n+27*n-70)*(n+1)*(n+3) ) / ( (n-2.0)*(n+5)*(n+7)*(n+9) )
    W2 = -1 + math.sqrt(2*(beta2-1))
    delta = 1/math.sqrt(0.5*math.log(W2))
    alpha = math.sqrt(2.0/(W2-1))
    y = np.where(y==0, 1, y)
    Z = delta*np.log(y/alpha + np.sqrt((y/alpha)**2+1))
    return Z, 2 * distributions.norm.sf(np.abs(Z))

def kurtosistest(a, axis=0):
    """
    Tests whether a dataset has normal kurtosis

    This function tests the null hypothesis that the kurtosis
    of the population from which the sample was drawn is that
    of the normal distribution: ``kurtosis = 3(n-1)/(n+1)``.

    Parameters
    ----------
    a : array
        array of the sample data
    axis : int or None
        the axis to operate along, or None to work on the whole array.
        The default is the first axis.

    Returns
    -------
    z-score : float
        The computed z-score for this test.
    p-value : float
        The 2-sided p-value for the hypothesis test

    Notes
    -----
    Valid only for n>20.  The Z-score is set to 0 for bad entries.

    """
    a, axis = _chk_asarray(a, axis)
    n = float(a.shape[axis])
    if n < 20:
        warnings.warn(
            "kurtosistest only valid for n>=20 ... continuing anyway, n=%i" %
            int(n))
    b2 = kurtosis(a, axis, fisher=False)
    E = 3.0*(n-1) /(n+1)
    varb2 = 24.0*n*(n-2)*(n-3) / ((n+1)*(n+1)*(n+3)*(n+5))
    x = (b2-E)/np.sqrt(varb2)
    sqrtbeta1 = 6.0*(n*n-5*n+2)/((n+7)*(n+9)) * np.sqrt((6.0*(n+3)*(n+5))/
                                                       (n*(n-2)*(n-3)))
    A = 6.0 + 8.0/sqrtbeta1 *(2.0/sqrtbeta1 + np.sqrt(1+4.0/(sqrtbeta1**2)))
    term1 = 1 -2/(9.0*A)
    denom = 1 +x*np.sqrt(2/(A-4.0))
    denom = np.where(denom < 0, 99, denom)
    term2 = np.where(denom < 0, term1, np.power((1-2.0/A)/denom,1/3.0))
    Z = ( term1 - term2 ) / np.sqrt(2/(9.0*A))
    Z = np.where(denom == 99, 0, Z)
    if Z.ndim == 0:
        Z = Z[()]
    #JPNote: p-value sometimes larger than 1
    #zprob uses upper tail, so Z needs to be positive
    return Z, 2 * distributions.norm.sf(np.abs(Z))


def normaltest(a, axis=0):
    """
    Tests whether a sample differs from a normal distribution

    This function tests the null hypothesis that a sample comes
    from a normal distribution.  It is based on D'Agostino and
    Pearson's [1]_, [2]_ test that combines skew and kurtosis to
    produce an omnibus test of normality.


    Parameters
    ----------
    a : array
    axis : int or None

    Returns
    -------
    p-value : float
       A 2-sided chi squared probability for the hypothesis test

    References
    ----------
    .. [1] D'Agostino, R. B. and Pearson, E. S. (1971), "An Omnibus Test of
           Normality for Moderate and Large Sample Size,"
           Biometrika, 58, 341-348

    .. [2] D'Agostino, R. B. and Pearson, E. S. (1973), "Testing for
           departures from Normality," Biometrika, 60, 613-622

    """
    a, axis = _chk_asarray(a, axis)
    s,p = skewtest(a,axis)
    k,p = kurtosistest(a,axis)
    k2 = s*s + k*k
    return k2, chisqprob(k2,2)

# Martinez-Iglewicz test
# K-S test

#####################################
######  FREQUENCY FUNCTIONS  #######
#####################################

def itemfreq(a):
    """
    Returns a 2D array of item frequencies.

    Parameters
    ----------
    a : array_like of rank 1
        Input array.

    Returns
    -------
    itemfreq : ndarray of rank 2
        A 2D frequency table (col [0:n-1]=scores, col n=frequencies).
        Column 1 contains item values, column 2 contains their respective
        counts.

    Notes
    -----
    This uses a loop that is only reasonably fast if the number of unique
    elements is not large. For integers, numpy.bincount is much faster.
    This function currently does not support strings or multi-dimensional
    scores.

    Examples
    --------
    >>> a = np.array([1, 1, 5, 0, 1, 2, 2, 0, 1, 4])
    >>> stats.itemfreq(a)
    array([[ 0.,  2.],
           [ 1.,  4.],
           [ 2.,  2.],
           [ 4.,  1.],
           [ 5.,  1.]])
    >>> np.bincount(a)
    array([2, 4, 2, 0, 1, 1])

    >>> stats.itemfreq(a/10.)
    array([[ 0. ,  2. ],
           [ 0.1,  4. ],
           [ 0.2,  2. ],
           [ 0.4,  1. ],
           [ 0.5,  1. ]])

    """
    # TODO: I'm not sure I understand what this does. The docstring is
    # internally inconsistent.
    # comment: fortunately, this function doesn't appear to be used elsewhere
    scores = _support.unique(a)
    scores = np.sort(scores)
    freq = zeros(len(scores))
    for i in range(len(scores)):
        freq[i] = np.add.reduce(np.equal(a,scores[i]))
    return array(_support.abut(scores, freq))


def _interpolate(a, b, fraction):
    """Returns the point at the given fraction between a and b, where
    'fraction' must be between 0 and 1.
    """
    return a + (b - a)*fraction;

def scoreatpercentile(a, per, limit=()):
    """
    Calculate the score at the given `per` percentile of the sequence `a`.

    For example, the score at per=50 is the median. If the desired quantile
    lies between two data points, we interpolate between them. If the parameter
    `limit` is provided, it should be a tuple (lower, upper) of two values.
    Values of `a` outside this (closed) interval will be ignored.

    Parameters
    ----------
    a : ndarray
        Values from which to extract score.
    per : int or float
        Percentile at which to extract score.
    limit : tuple, optional
        Tuple of two scalars, the lower and upper limits within which to
        compute the percentile.

    Returns
    -------
    score : float
        Score at percentile.

    See Also
    --------
    percentileofscore

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.arange(100)
    >>> stats.scoreatpercentile(a, 50)
    49.5

    """
    # TODO: this should be a simple wrapper around a well-written quantile
    # function.  GNU R provides 9 quantile algorithms (!), with differing
    # behaviour at, for example, discontinuities.
    values = np.sort(a,axis=0)
    if limit:
        values = values[(limit[0] <= values) & (values <= limit[1])]

    idx = per /100. * (values.shape[0] - 1)
    if (idx % 1 == 0):
        return values[idx]
    else:
        return _interpolate(values[int(idx)], values[int(idx) + 1], idx % 1)


def percentileofscore(a, score, kind='rank'):
    '''
    The percentile rank of a score relative to a list of scores.

    A `percentileofscore` of, for example, 80% means that 80% of the
    scores in `a` are below the given score. In the case of gaps or
    ties, the exact definition depends on the optional keyword, `kind`.

    Parameters
    ----------
    a: array like
        Array of scores to which `score` is compared.
    score: int or float
        Score that is compared to the elements in `a`.
    kind: {'rank', 'weak', 'strict', 'mean'}, optional
        This optional parameter specifies the interpretation of the
        resulting score:

        - "rank": Average percentage ranking of score.  In case of
                  multiple matches, average the percentage rankings of
                  all matching scores.
        - "weak": This kind corresponds to the definition of a cumulative
                  distribution function.  A percentileofscore of 80%
                  means that 80% of values are less than or equal
                  to the provided score.
        - "strict": Similar to "weak", except that only values that are
                    strictly less than the given score are counted.
        - "mean": The average of the "weak" and "strict" scores, often used in
                  testing.  See

                  http://en.wikipedia.org/wiki/Percentile_rank

    Returns
    -------
    pcos : float
        Percentile-position of score (0-100) relative to `a`.

    Examples
    --------
    Three-quarters of the given values lie below a given score:

    >>> percentileofscore([1, 2, 3, 4], 3)
    75.0

    With multiple matches, note how the scores of the two matches, 0.6
    and 0.8 respectively, are averaged:

    >>> percentileofscore([1, 2, 3, 3, 4], 3)
    70.0

    Only 2/5 values are strictly less than 3:

    >>> percentileofscore([1, 2, 3, 3, 4], 3, kind='strict')
    40.0

    But 4/5 values are less than or equal to 3:

    >>> percentileofscore([1, 2, 3, 3, 4], 3, kind='weak')
    80.0

    The average between the weak and the strict scores is

    >>> percentileofscore([1, 2, 3, 3, 4], 3, kind='mean')
    60.0

    '''
    a = np.array(a)
    n = len(a)

    if kind == 'rank':
        if not(np.any(a == score)):
            a = np.append(a, score)
            a_len = np.array(range(len(a)))
        else:
            a_len = np.array(range(len(a))) + 1.0

        a = np.sort(a)
        idx = [a == score]
        pct = (np.mean(a_len[idx]) / n) * 100.0
        return pct

    elif kind == 'strict':
        return sum(a < score) / float(n) * 100
    elif kind == 'weak':
        return sum(a <= score) / float(n) * 100
    elif kind == 'mean':
        return (sum(a < score) + sum(a <= score)) * 50 / float(n)
    else:
        raise ValueError("kind can only be 'rank', 'strict', 'weak' or 'mean'")


def histogram2(a, bins):
    """
    Compute histogram using divisions in bins.

    Count the number of times values from array `a` fall into
    numerical ranges defined by `bins`.  Range x is given by
    bins[x] <= range_x < bins[x+1] where x =0,N and N is the
    length of the `bins` array.  The last range is given by
    bins[N] <= range_N < infinity.  Values less than bins[0] are
    not included in the histogram.

    Parameters
    ----------
    a : array_like of rank 1
        The array of values to be assigned into bins
    bins : array_like of rank 1
        Defines the ranges of values to use during histogramming.

    Returns
    -------
    histogram2 : ndarray of rank 1
        Each value represents the occurrences for a given bin (range) of
        values.

    """
    # comment: probably obsoleted by numpy.histogram()
    n = np.searchsorted(np.sort(a), bins)
    n = np.concatenate([ n, [len(a)]])
    return n[ 1:]-n[:-1]


def histogram(a, numbins=10, defaultlimits=None, weights=None, printextras=False):
    """
    Separates the range into several bins and returns the number of instances
    of a in each bin. This histogram is based on numpy's histogram but has a
    larger range by default if default limits is not set.

    Parameters
    ----------
    a: array_like
        Array of scores which will be put into bins.
    numbins: int, optional
        The number of bins to use for the histogram. Default is 10.
    defaultlimits: tuple (lower, upper), optional
        The lower and upper values for the range of the histogram.
        If no value is given, a range slightly larger then the range of the
        values in a is used. Specifically ``(a.min() - s, a.max() + s)``,
            where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``.
    weights: array_like, optional
        The weights for each value in `a`. Default is None, which gives each
        value a weight of 1.0
    printextras: bool, optional
        If True, the number of extra points is printed to standard output.
        Default is False.

    Returns
    -------
    histogram: ndarray
        Number of points (or sum of weights) in each bin.
    low_range: float
        Lowest value of histogram, the lower limit of the first bin.
    binsize: float
        The size of the bins (all bins have the same size).
    extrapoints: int
        The number of points outside the range of the histogram.

    See Also
    --------
    numpy.histogram

    """
    a = np.ravel(a)               # flatten any >1D arrays
    if defaultlimits is None:
        # no range given, so use values in a
        data_min = a.min()
        data_max = a.max()
        # Have bins extend past min and max values slightly
        s = (data_max - data_min) / (2. * (numbins - 1.))
        defaultlimits = (data_min - s, data_max + s)
    # use numpy's histogram method to compute bins
    hist, bin_edges = np.histogram(a, bins=numbins, range=defaultlimits,
                                   weights=weights)
    # hist are not always floats, convert to keep with old output
    hist = np.array(hist, dtype=float)
    # fixed width for bins is assumed, as numpy's histogram gives
    # fixed width bins for int values for 'bins'
    binsize = bin_edges[1] - bin_edges[0]
    # calculate number of extra points
    extrapoints = len([v for v in a
                       if defaultlimits[0] > v or v > defaultlimits[1]])
    if extrapoints > 0 and printextras:
        warnings.warn("Points outside given histogram range = %s" \
                      %extrapoints)
    return (hist, defaultlimits[0], binsize, extrapoints)


def cumfreq(a, numbins=10, defaultreallimits=None, weights=None):
    """
    Returns a cumulative frequency histogram, using the histogram function.

    Parameters
    ----------
    a : array_like
        Input array.
    numbins: int, optional
        The number of bins to use for the histogram. Default is 10.
    defaultlimits: tuple (lower, upper), optional
        The lower and upper values for the range of the histogram.
        If no value is given, a range slightly larger then the range of the
        values in a is used. Specifically ``(a.min() - s, a.max() + s)``,
            where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``.
    weights: array_like, optional
        The weights for each value in `a`. Default is None, which gives each
        value a weight of 1.0

    Returns
    -------
    cumfreq : ndarray
        Binned values of cumulative frequency.
    lowerreallimit : float
        Lower real limit
    binsize : float
        Width of each bin.
    extrapoints : int
        Extra points.

    Examples
    --------
    >>> x = [1, 4, 2, 1, 3, 1]
    >>> cumfreqs, lowlim, binsize, extrapoints = sp.stats.cumfreq(x, numbins=4)
    >>> cumfreqs
    array([ 3.,  4.,  5.,  6.])
    >>> cumfreqs, lowlim, binsize, extrapoints = \
    ...     sp.stats.cumfreq(x, numbins=4, defaultreallimits=(1.5, 5))
    >>> cumfreqs
    array([ 1.,  2.,  3.,  3.])
    >>> extrapoints
    3

    """
    h,l,b,e = histogram(a, numbins, defaultreallimits, weights=weights)
    cumhist = np.cumsum(h*1, axis=0)
    return cumhist,l,b,e


def relfreq(a, numbins=10, defaultreallimits=None, weights=None):
    """
    Returns a relative frequency histogram, using the histogram function.

    Parameters
    ----------
    a : array_like
        Input array.
    numbins: int, optional
        The number of bins to use for the histogram. Default is 10.
    defaultlimits: tuple (lower, upper), optional
        The lower and upper values for the range of the histogram.
        If no value is given, a range slightly larger then the range of the
        values in a is used. Specifically ``(a.min() - s, a.max() + s)``,
            where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``.
    weights: array_like, optional
        The weights for each value in `a`. Default is None, which gives each
        value a weight of 1.0

    Returns
    -------
    relfreq : ndarray
        Binned values of relative frequency.
    lowerreallimit : float
        Lower real limit
    binsize : float
        Width of each bin.
    extrapoints : int
        Extra points.

    Examples
    --------
    >>> a = np.array([1, 4, 2, 1, 3, 1])
    >>> relfreqs, lowlim, binsize, extrapoints = sp.stats.relfreq(a, numbins=4)
    >>> relfreqs
    array([ 0.5       ,  0.16666667,  0.16666667,  0.16666667])
    >>> np.sum(relfreqs)  # relative frequencies should add up to 1
    0.99999999999999989

    """
    h, l, b, e = histogram(a, numbins, defaultreallimits, weights=weights)
    h = np.array(h / float(np.array(a).shape[0]))
    return h, l, b, e


#####################################
######  VARIABILITY FUNCTIONS  #####
#####################################

def obrientransform(*args):
    """
Computes a transform on input data (any number of columns).  Used to
test for homogeneity of variance prior to running one-way stats.  Each
array in *args is one level of a factor.  If an F_oneway() run on the
transformed data and found significant, variances are unequal.   From
Maxwell and Delaney, p.112.

Returns: transformed data for use in an ANOVA
"""
    TINY = 1e-10
    k = len(args)
    n = zeros(k)
    v = zeros(k)
    m = zeros(k)
    nargs = []
    for i in range(k):
        nargs.append(args[i].astype(float))
        n[i] = float(len(nargs[i]))
        v[i] = np.var(nargs[i], ddof=1)
        m[i] = np.mean(nargs[i])
    for j in range(k):
        for i in range(int(n[j])):
            t1 = (n[j]-1.5)*n[j]*(nargs[j][i]-m[j])**2
            t2 = 0.5*v[j]*(n[j]-1.0)
            t3 = (n[j]-1.0)*(n[j]-2.0)
            nargs[j][i] = (t1-t2) / float(t3)
    check = 1
    for j in range(k):
        if v[j] - np.mean(nargs[j]) > TINY:
            check = 0
    if check != 1:
        raise ValueError('Lack of convergence in obrientransform.')
    else:
        return array(nargs)


def signaltonoise(a, axis=0, ddof=0):
    """
    Calculates the signal-to-noise ratio, defined as the ratio between the mean
    and the standard deviation.


    Parameters
    ----------
    a: array-like
        An array like object containing the sample data
    axis: int or None, optional
        If axis is equal to None, the array is first ravel'd. If axis is an
        integer, this is the axis over which to operate. Defaults to None???0
    ddof : integer, optional, default 0
        degrees of freedom correction for standard deviation


    Returns
    -------
    array containing the value of the ratio of the mean to the standard
    deviation along axis, or 0, when the standard deviation is equal to 0
    """
    a = np.asanyarray(a)
    m = a.mean(axis)
    sd = a.std(axis=axis, ddof=ddof)
    return np.where(sd == 0, 0, m/sd)


def sem(a, axis=0, ddof=1):
    """
    Calculates the standard error of the mean (or standard error of
    measurement) of the values in the input array.

    Parameters
    ----------
    a : array_like
        An array containing the values for which the standard error is
        returned.
    axis : int or None, optional.
        If axis is None, ravel `a` first. If axis is an integer, this will be
        the axis over which to operate. Defaults to 0.
    ddof : int, optional
        Delta degrees-of-freedom. How many degrees of freedom to adjust
        for bias in limited samples relative to the population estimate
        of variance. Defaults to 1.

    Returns
    -------
    s : ndarray or float
        The standard error of the mean in the sample(s), along the input axis.

    Notes
    -----
    The default value for `ddof` is different to the default (0) used by other
    ddof containing routines, such as np.std nd stats.nanstd.

    Examples
    --------
    Find standard error along the first axis:

    >>> from scipy import stats
    >>> a = np.arange(20).reshape(5,4)
    >>> stats.sem(a)
    array([ 2.8284,  2.8284,  2.8284,  2.8284])

    Find standard error across the whole array, using n degrees of freedom:

    >>> stats.sem(a, axis=None, ddof=0)
    1.2893796958227628

    """
    a, axis = _chk_asarray(a, axis)
    n = a.shape[axis]
    s = np.std(a,axis=axis, ddof=ddof) / np.sqrt(n) #JP check normalization
    return s


def zscore(a, axis=0, ddof=0):
    """
    Calculates the z score of each value in the sample, relative to the sample
    mean and standard deviation.

    Parameters
    ----------
    a : array_like
        An array like object containing the sample data.
    axis : int or None, optional
        If `axis` is equal to None, the array is first raveled. If `axis` is
        an integer, this is the axis over which to operate. Default is 0.
    ddof : int, optional
        Degrees of freedom correction in the calculation of the
        standard deviation. Default is 0.

    Returns
    -------
    zscore : array_like
        The z-scores, standardized by mean and standard deviation of input
        array `a`.

    Notes
    -----
    This function preserves ndarray subclasses, and works also with
    matrices and masked arrays (it uses `asanyarray` instead of `asarray`
    for parameters).

    Examples
    --------
    >>> a = np.array([ 0.7972,  0.0767,  0.4383,  0.7866,  0.8091,  0.1954,
                       0.6307, 0.6599,  0.1065,  0.0508])
    >>> from scipy import stats
    >>> stats.zscore(a)
    array([ 1.1273, -1.247 , -0.0552,  1.0923,  1.1664, -0.8559,  0.5786,
            0.6748, -1.1488, -1.3324])

    Computing along a specified axis, using n-1 degrees of freedom (``ddof=1``)
    to calculate the standard deviation:

    >>> b = np.array([[ 0.3148,  0.0478,  0.6243,  0.4608],
                      [ 0.7149,  0.0775,  0.6072,  0.9656],
                      [ 0.6341,  0.1403,  0.9759,  0.4064],
                      [ 0.5918,  0.6948,  0.904 ,  0.3721],
                      [ 0.0921,  0.2481,  0.1188,  0.1366]])
    >>> stats.zscore(b, axis=1, ddof=1)
    array([[-1.1649, -1.4319, -0.8554, -1.0189],
           [-0.8661, -1.5035, -0.9737, -0.6154],
           [-0.888 , -1.3817, -0.5461, -1.1156],
           [-2.3043, -2.2014, -1.9921, -2.5241],
           [-2.0773, -1.9212, -2.0506, -2.0328]])

    """
    a = np.asanyarray(a)
    mns = a.mean(axis=axis)
    sstd = a.std(axis=axis, ddof=ddof)
    if axis and mns.ndim < a.ndim:
        return ((a - np.expand_dims(mns, axis=axis) /
                 np.expand_dims(sstd,axis=axis)))
    else:
        return (a - mns) / sstd


def zmap(scores, compare, axis=0, ddof=0):
    """
    Calculates the relative z-scores.

    Returns an array of z-scores, i.e., scores that are standardized to zero
    mean and unit variance, where mean and variance are calculated from the
    comparison array.

    Parameters
    ----------
    scores : array_like
        The input for which z-scores are calculated.
    compare : array_like
        The input from which the mean and standard deviation of the
        normalization are taken; assumed to have the same dimension as
        `scores`.
    axis : int or None, optional
        Axis over which mean and variance of `compare` are calculated.
        Default is 0.
    ddof : int, optional
        Degrees of freedom correction in the calculation of the
        standard deviation. Default is 0.

    Returns
    -------
    zscore : array_like
        Z-scores, in the same shape as `scores`.

    Notes
    -----
    This function preserves ndarray subclasses, and works also with
    matrices and masked arrays (it uses `asanyarray` instead of `asarray`
    for parameters).

    """
    scores, compare = map(np.asanyarray, [scores, compare])
    mns = compare.mean(axis=axis)
    sstd = compare.std(axis=axis, ddof=ddof)
    if axis and mns.ndim < compare.ndim:
        return ((scores - np.expand_dims(mns, axis=axis) /
                 np.expand_dims(sstd,axis=axis)))
    else:
        return (scores - mns) / sstd




#####################################
#######  TRIMMING FUNCTIONS  #######
#####################################

def threshold(a, threshmin=None, threshmax=None, newval=0):
    """
    Clip array to a given value.

    Similar to numpy.clip(), except that values less than `threshmin` or
    greater than `threshmax` are replaced by `newval`, instead of by
    `threshmin` and `threshmax` respectively.

    Parameters
    ----------
    a : array_like
        Data to threshold.
    threshmin : float, int or None, optional
        Minimum threshold, defaults to None.
    threshmax : float, int or None, optional
        Maximum threshold, defaults to None.
    newval : float or int, optional
        Value to put in place of values in `a` outside of bounds.
        Defaults to 0.

    Returns
    -------
    out : ndarray
        The clipped input array, with values less than `threshmin` or
        greater than `threshmax` replaced with `newval`.

    Examples
    --------
    >>> a = np.array([9, 9, 6, 3, 1, 6, 1, 0, 0, 8])
    >>> from scipy import stats
    >>> stats.threshold(a, threshmin=2, threshmax=8, newval=-1)
    array([-1, -1,  6,  3, -1,  6, -1, -1, -1,  8])

    """
    a = asarray(a).copy()
    mask = zeros(a.shape, dtype=bool)
    if threshmin is not None:
        mask |= (a < threshmin)
    if threshmax is not None:
        mask |= (a > threshmax)
    a[mask] = newval
    return a



def sigmaclip(a, low=4., high=4.):
    """
    Iterative sigma-clipping of array elements.

    The output array contains only those elements of the input array `c`
    that satisfy the conditions ::

        mean(c) - std(c)*low < c < mean(c) + std(c)*high

    Starting from the full sample, all elements outside the critical range are
    removed. The iteration continues with a new critical range until no
    elements are outside the range.

    Parameters
    ----------
    a : array_like
        Data array, will be raveled if not 1-D.
    low : float, optional
        Lower bound factor of sigma clipping. Default is 4.
    high : float, optional
        Upper bound factor of sigma clipping. Default is 4.

    Returns
    -------
    c : ndarray
        Input array with clipped elements removed.
    critlower : float
        Lower threshold value use for clipping.
    critlupper : float
        Upper threshold value use for clipping.

    Examples
    --------
    >>> a = np.concatenate((np.linspace(9.5,10.5,31), np.linspace(0,20,5)))
    >>> fact = 1.5
    >>> c, low, upp = sigmaclip(a, fact, fact)
    >>> c
    array([  9.96666667,  10.        ,  10.03333333,  10.        ])
    >>> c.var(), c.std()
    (0.00055555555555555165, 0.023570226039551501)
    >>> low, c.mean() - fact*c.std(), c.min()
    (9.9646446609406727, 9.9646446609406727, 9.9666666666666668)
    >>> upp, c.mean() + fact*c.std(), c.max()
    (10.035355339059327, 10.035355339059327, 10.033333333333333)

    >>> a = np.concatenate((np.linspace(9.5,10.5,11),
        np.linspace(-100,-50,3)))
    >>> c, low, upp = sigmaclip(a, 1.8, 1.8)
    >>> (c == np.linspace(9.5,10.5,11)).all()
    True

    """
    c = np.asarray(a).ravel()
    delta = 1
    while delta:
        c_std = c.std()
        c_mean = c.mean()
        size = c.size
        critlower = c_mean - c_std*low
        critupper = c_mean + c_std*high
        c = c[(c>critlower) & (c<critupper)]
        delta = size-c.size
    return c, critlower, critupper


def trimboth(a, proportiontocut):
    """
    Slices off a proportion of items from both ends of an array.

    Slices off the passed proportion of items from both ends of the passed
    array (i.e., with `proportiontocut` = 0.1, slices leftmost 10% **and**
    rightmost 10% of scores).  You must pre-sort the array if you want
    'proper' trimming.  Slices off less if proportion results in a
    non-integer slice index (i.e., conservatively slices off
    `proportiontocut`).

    Parameters
    ----------
    a : array_like
        Data to trim.
    proportiontocut : float or int
        Proportion of total data set to trim of each end.

    Returns
    -------
    out : ndarray
        Trimmed version of array `a`.

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.arange(20)
    >>> b = stats.trimboth(a, 0.1)
    >>> b.shape
    (16,)

    """
    a = asarray(a)
    lowercut = int(proportiontocut*len(a))
    uppercut = len(a) - lowercut
    if (lowercut >= uppercut):
        raise ValueError("Proportion too big.")
    return a[lowercut:uppercut]


def trim1(a, proportiontocut, tail='right'):
    """
    Slices off a proportion of items from ONE end of the passed array
    distribution.

    If `proportiontocut` = 0.1, slices off 'leftmost' or 'rightmost'
    10% of scores.  Slices off LESS if proportion results in a non-integer
    slice index (i.e., conservatively slices off `proportiontocut` ).

    Parameters
    ----------
    a : array_like
        Input array
    proportiontocut : float
        Fraction to cut off of 'left' or 'right' of distribution
    tail : string, {'left', 'right'}, optional
        Defaults to 'right'.

    Returns
    -------
    trim1 : ndarray
        Trimmed version of array `a`

    """
    a = asarray(a)
    if tail.lower() == 'right':
        lowercut = 0
        uppercut = len(a) - int(proportiontocut*len(a))
    elif tail.lower() == 'left':
        lowercut = int(proportiontocut*len(a))
        uppercut = len(a)
    return a[lowercut:uppercut]

def trim_mean(a, proportiontocut):
    """
    Return mean of array after trimming distribution from both lower and upper
    tails.

    If `proportiontocut` = 0.1, slices off 'leftmost' and 'rightmost' 10% of
    scores. Slices off LESS if proportion results in a non-integer slice
    index (i.e., conservatively slices off `proportiontocut` ).

    Parameters
    ----------
    a : array_like
        Input array
    proportiontocut : float
        Fraction to cut off of both tails of the distribution

    Returns
    -------
    trim_mean : ndarray
        Mean of trimmed array.

    """
    newa = trimboth(np.sort(a),proportiontocut)
    return np.mean(newa,axis=0)


def f_oneway(*args):
    """
    Performs a 1-way ANOVA.

    The one-way ANOVA tests the null hypothesis that two or more groups have
    the same population mean.  The test is applied to samples from two or
    more groups, possibly with differing sizes.

    Parameters
    ----------
    sample1, sample2, ... : array_like
        The sample measurements for each group.

    Returns
    -------
    F-value : float
        The computed F-value of the test.
    p-value : float
        The associated p-value from the F-distribution.

    Notes
    -----
    The ANOVA test has important assumptions that must be satisfied in order
    for the associated p-value to be valid.

    1. The samples are independent.
    2. Each sample is from a normally distributed population.
    3. The population standard deviations of the groups are all equal.  This
       property is known as homoscedasticity.

    If these assumptions are not true for a given set of data, it may still be
    possible to use the Kruskal-Wallis H-test (`stats.kruskal`_) although with
    some loss of power.

    The algorithm is from Heiman[2], pp.394-7.


    References
    ----------
    .. [1] Lowry, Richard.  "Concepts and Applications of Inferential
           Statistics". Chapter 14. http://faculty.vassar.edu/lowry/ch14pt1.html

    .. [2] Heiman, G.W.  Research Methods in Statistics. 2002.

    """
    na = len(args)            # ANOVA on 'na' groups, each in it's own array
    tmp = map(np.array,args)
    alldata = np.concatenate(args)
    bign = len(alldata)
    sstot = ss(alldata)-(square_of_sums(alldata)/float(bign))
    ssbn = 0
    for a in args:
        ssbn = ssbn + square_of_sums(array(a))/float(len(a))
    ssbn = ssbn - (square_of_sums(alldata)/float(bign))
    sswn = sstot-ssbn
    dfbn = na-1
    dfwn = bign - na
    msb = ssbn/float(dfbn)
    msw = sswn/float(dfwn)
    f = msb/msw
    prob = fprob(dfbn,dfwn,f)
    return f, prob



def pearsonr(x, y):
    """Calculates a Pearson correlation coefficient and the p-value for testing
    non-correlation.

    The Pearson correlation coefficient measures the linear relationship
    between two datasets. Strictly speaking, Pearson's correlation requires
    that each dataset be normally distributed. Like other correlation
    coefficients, this one varies between -1 and +1 with 0 implying no
    correlation. Correlations of -1 or +1 imply an exact linear
    relationship. Positive correlations imply that as x increases, so does
    y. Negative correlations imply that as x increases, y decreases.

    The p-value roughly indicates the probability of an uncorrelated system
    producing datasets that have a Pearson correlation at least as extreme
    as the one computed from these datasets. The p-values are not entirely
    reliable but are probably reasonable for datasets larger than 500 or so.

    Parameters
    ----------
    x : 1D array
    y : 1D array the same length as x

    Returns
    -------
    (Pearson's correlation coefficient,
     2-tailed p-value)

    References
    ----------
    http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation
    """
    # x and y should have same length.
    x = np.asarray(x)
    y = np.asarray(y)
    n = len(x)
    mx = x.mean()
    my = y.mean()
    xm, ym = x-mx, y-my
    r_num = n*(np.add.reduce(xm*ym))
    r_den = n*np.sqrt(ss(xm)*ss(ym))
    r = (r_num / r_den)

    # Presumably, if abs(r) > 1, then it is only some small artifact of floating
    # point arithmetic.
    r = max(min(r, 1.0), -1.0)
    df = n-2
    if abs(r) == 1.0:
        prob = 0.0
    else:
        t_squared = r*r * (df / ((1.0 - r) * (1.0 + r)))
        prob = betai(0.5*df, 0.5, df / (df + t_squared))
    return r, prob


def fisher_exact(table) :
    """Performs a Fisher exact test on a 2x2 contingency table.

    Parameters
    ----------
    table : array_like of ints
        A 2x2 contingency table.

    Returns
    -------
    oddsratio : float
        This is prior odds ratio and not a posterior estimate.
    p_value : float
        P-value for 2-sided hypothesis of independence.

    Notes
    -----
    The calculated odds ratio is different from the one R uses. In R language,
    this implementation returns the (more common) "unconditional Maximum
    Likelihood Estimate", while R uses the "conditional Maximum Likelihood
    Estimate".

    Examples
    --------
    >>> fisher_exact([[100, 2], [1000, 5]])
    (0.25, 0.13007593634330314)
    """
    hypergeom = distributions.hypergeom
    c = np.asarray(table, dtype=np.int64)  # int32 is not enough for the algorithm
    if not c.shape == (2, 2):
        raise ValueError("The input `table` must be of shape (2, 2).")

    if c[1,0] > 0 and c[0,1] > 0:
        odssratio = c[0,0] * c[1,1] / float(c[1,0] * c[0,1])
    else:
        odssratio = np.inf

    n1 = c[0,0] + c[0,1]
    n2 = c[1,0] + c[1,1]
    n  = c[0,0] + c[1,0]

    mode = int(float((n + 1) * (n1 + 1)) / (n1 + n2 + 2))
    pexact = hypergeom.pmf(c[0,0], n1 + n2, n1, n)
    pmode = hypergeom.pmf(mode, n1 + n2, n1, n)

    epsilon = 1 - 1e-4
    if float(np.abs(pexact - pmode)) / np.abs(np.max(pexact, pmode)) <= 1 - epsilon:
        return odssratio, 1

    elif c[0,0] < mode:
        plower = hypergeom.cdf(c[0,0], n1 + n2, n1, n)

        if hypergeom.pmf(n, n1 + n2, n1, n) > pexact / epsilon:
            return odssratio, plower

        # Binary search for where to begin upper half.
        minval = mode
        maxval = n
        guess = -1
        while maxval - minval > 1:
            if maxval == minval + 1 and guess == minval:
                guess = maxval
            else:
                guess = (maxval + minval) // 2

            pguess = hypergeom.pmf(guess, n1 + n2, n1, n)
            if pguess <= pexact and hypergeom.pmf(guess - 1, n1 + n2, n1, n) > pexact:
                break
            elif pguess < pexact:
                maxval = guess
            else:
                minval = guess

        if guess == -1:
            guess = minval

        while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon:
            guess -= 1

        while hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon:
            guess += 1

        p = plower + hypergeom.sf(guess - 1, n1 + n2, n1, n)
        if p > 1.0:
            p = 1.0
        return odssratio, p
    else:
        pupper = hypergeom.sf(c[0,0] - 1, n1 + n2, n1, n)
        if hypergeom.pmf(0, n1 + n2, n1, n) > pexact / epsilon:
            return odssratio, pupper

        # Binary search for where to begin lower half.
        minval = 0
        maxval = mode
        guess = -1
        while maxval - minval > 1:
            if maxval == minval + 1 and guess == minval:
                guess = maxval
            else:
                guess = (maxval + minval) // 2
            pguess = hypergeom.pmf(guess, n1 + n2, n1, n)
            if pguess <= pexact and hypergeom.pmf(guess + 1, n1 + n2, n1, n) > pexact:
                break
            elif pguess <= pexact:
                minval = guess
            else:
                maxval = guess

        if guess == -1:
            guess = minval

        while hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon:
            guess += 1

        while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon:
            guess -= 1

        p = pupper + hypergeom.cdf(guess, n1 + n2, n1, n)
        if p > 1.0:
            p = 1.0
        return odssratio, p


def spearmanr(a, b=None, axis=0):
    """
    Calculates a Spearman rank-order correlation coefficient and the p-value
    to test for non-correlation.

    The Spearman correlation is a nonparametric measure of the monotonicity
    of the relationship between two datasets. Unlike the Pearson correlation,
    the Spearman correlation does not assume that both datasets are normally
    distributed. Like other correlation coefficients, this one varies
    between -1 and +1 with 0 implying no correlation. Correlations of -1 or
    +1 imply an exact monotonic relationship. Positive correlations imply that
    as x increases, so does y. Negative correlations imply that as x
    increases, y decreases.

    The p-value roughly indicates the probability of an uncorrelated system
    producing datasets that have a Spearman correlation at least as extreme
    as the one computed from these datasets. The p-values are not entirely
    reliable but are probably reasonable for datasets larger than 500 or so.

    Parameters
    ----------
    a, b : 1D or 2D array_like, b is optional
        One or two 1-D or 2-D arrays containing multiple variables and
        observations. Each column of `a` and `b` represents a variable, and
        each row entry a single observation of those variables. See also
        `axis`. Both arrays need to have the same length in the `axis`
        dimension.
    axis : int or None, optional
        If axis=0 (default), then each column represents a variable, with
        observations in the rows. If axis=0, the relationship is transposed:
        each row represents a variable, while the columns contain observations.
        If axis=None, then both arrays will be raveled.

    Returns
    -------
    rho: float or ndarray (2-D square)
        Spearman correlation matrix or correlation coefficient (if only 2
        variables are given as parameters. Correlation matrix is square with
        length equal to total number of variables (columns or rows) in a and b
        combined.
    p-value : float
        The two-sided p-value for a hypothesis test whose null hypothesis is
        that two sets of data are uncorrelated, has same dimension as rho.

    Notes
    -----
    Changes in scipy 0.8.0: rewrite to add tie-handling, and axis.

    References
    ----------
    [CRCProbStat2000]_ Section  14.7

    .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard
       Probability and Statistics Tables and Formulae. Chapman & Hall: New
       York. 2000.

    Examples
    --------
    >>> spearmanr([1,2,3,4,5],[5,6,7,8,7])
    (0.82078268166812329, 0.088587005313543798)
    >>> np.random.seed(1234321)
    >>> x2n=np.random.randn(100,2)
    >>> y2n=np.random.randn(100,2)
    >>> spearmanr(x2n)
    (0.059969996999699973, 0.55338590803773591)
    >>> spearmanr(x2n[:,0], x2n[:,1])
    (0.059969996999699973, 0.55338590803773591)
    >>> rho, pval = spearmanr(x2n,y2n)
    >>> rho
    array([[ 1.        ,  0.05997   ,  0.18569457,  0.06258626],
           [ 0.05997   ,  1.        ,  0.110003  ,  0.02534653],
           [ 0.18569457,  0.110003  ,  1.        ,  0.03488749],
           [ 0.06258626,  0.02534653,  0.03488749,  1.        ]])
    >>> pval
    array([[ 0.        ,  0.55338591,  0.06435364,  0.53617935],
           [ 0.55338591,  0.        ,  0.27592895,  0.80234077],
           [ 0.06435364,  0.27592895,  0.        ,  0.73039992],
           [ 0.53617935,  0.80234077,  0.73039992,  0.        ]])
    >>> rho, pval = spearmanr(x2n.T, y2n.T, axis=1)
    >>> rho
    array([[ 1.        ,  0.05997   ,  0.18569457,  0.06258626],
           [ 0.05997   ,  1.        ,  0.110003  ,  0.02534653],
           [ 0.18569457,  0.110003  ,  1.        ,  0.03488749],
           [ 0.06258626,  0.02534653,  0.03488749,  1.        ]])
    >>> spearmanr(x2n, y2n, axis=None)
    (0.10816770419260482, 0.1273562188027364)
    >>> spearmanr(x2n.ravel(), y2n.ravel())
    (0.10816770419260482, 0.1273562188027364)

    >>> xint = np.random.randint(10,size=(100,2))
    >>> spearmanr(xint)
    (0.052760927029710199, 0.60213045837062351)

    """
    a, axisout = _chk_asarray(a, axis)
    ar = np.apply_along_axis(rankdata,axisout,a)

    br = None
    if not b is None:
        b, axisout = _chk_asarray(b, axis)
        br = np.apply_along_axis(rankdata,axisout,b)
    n = a.shape[axisout]
    rs = np.corrcoef(ar,br,rowvar=axisout)

    olderr = np.seterr(divide='ignore')  # rs can have elements equal to 1
    try:
        t = rs * np.sqrt((n-2) / ((rs+1.0)*(1.0-rs)))
    finally:
        np.seterr(**olderr)
    prob = distributions.t.sf(np.abs(t),n-2)*2

    if rs.shape == (2,2):
        return rs[1,0], prob[1,0]
    else:
        return rs, prob


def pointbiserialr(x, y):
    # comment: I am changing the semantics somewhat. The original function is
    # fairly general and accepts an x sequence that has any type of thing in it as
    # along as there are only two unique items. I am going to restrict this to
    # a boolean array for my sanity.
    """Calculates a point biserial correlation coefficient and the associated
    p-value.

    The point biserial correlation is used to measure the relationship
    between a binary variable, x, and a continuous variable, y. Like other
    correlation coefficients, this one varies between -1 and +1 with 0
    implying no correlation. Correlations of -1 or +1 imply a determinative
    relationship.

    This function uses a shortcut formula but produces the same result as
    `pearsonr`.

    Parameters
    ----------
    x : array_like of bools
        Input array.
    y : array_like
        Input array.

    Returns
    -------
    r : float
        R value
    p-value : float
        2-tailed p-value

    References
    ----------
    http://www.childrens-mercy.org/stats/definitions/biserial.htm

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.array([0, 0, 0, 1, 1, 1, 1])
    >>> b = np.arange(7)
    >>> stats.pointbiserialr(a, b)
    (0.8660254037844386, 0.011724811003954652)
    >>> stats.pearsonr(a, b)
    (0.86602540378443871, 0.011724811003954626)
    >>> np.corrcoef(a, b)
    array([[ 1.       ,  0.8660254],
           [ 0.8660254,  1.       ]])
    """

    ## Test data: http://support.sas.com/ctx/samples/index.jsp?sid=490&tab=output
    # x = [1,0,1,1,1,1,0,1,0,0,0,1,1,0,0,0,1,1,1,0,0,0,0,0,0,0,0,1,0,0,0,0,0,1]
    # y = [14.8,13.8,12.4,10.1,7.1,6.1,5.8,4.6,4.3,3.5,3.3,3.2,3.0,2.8,2.8,2.5,
    #      2.4,2.3,2.1,1.7,1.7,1.5,1.3,1.3,1.2,1.2,1.1,0.8,0.7,0.6,0.5,0.2,0.2,
    #      0.1]
    # rpb = 0.36149

    x = np.asarray(x, dtype=bool)
    y = np.asarray(y, dtype=float)
    n = len(x)

    # phat is the fraction of x values that are True
    phat = x.sum() / float(len(x))
    y0 = y[~x]  # y-values where x is False
    y1 = y[x]  # y-values where x is True
    y0m = y0.mean()
    y1m = y1.mean()

    # phat - phat**2 is more stable than phat*(1-phat)
    rpb = (y1m - y0m) * np.sqrt(phat - phat**2) / y.std()

    df = n-2
    # fixme: see comment about TINY in pearsonr()
    TINY = 1e-20
    t = rpb*np.sqrt(df/((1.0-rpb+TINY)*(1.0+rpb+TINY)))
    prob = betai(0.5*df, 0.5, df/(df+t*t))
    return rpb, prob


def kendalltau(x, y, initial_lexsort=True):
    """
    Calculates Kendall's tau, a correlation measure for ordinal data.

    Kendall's tau is a measure of the correspondence between two rankings.
    Values close to 1 indicate strong agreement, values close to -1 indicate
    strong disagreement.  This is the tau-b version of Kendall's tau which
    accounts for ties.

    Parameters
    ----------
    x, y : array_like
        Arrays of rankings, of the same shape. If arrays are not 1-D, they will
        be flattened to 1-D.
    initial_lexsort : bool, optional
        Whether to use lexsort or quicksort as the sorting method for the
        initial sort of the inputs. Default is lexsort (True), for which
        `kendalltau` is of complexity O(n log(n)). If False, the complexity is
        O(n^2), but with a smaller pre-factor (so quicksort may be faster for
        small arrays).

    Returns
    -------
    Kendall's tau : float
       The tau statistic.
    p-value : float
       The two-sided p-value for a hypothesis test whose null hypothesis is
       an absence of association, tau = 0.

    References
    ----------
    W.R. Knight, "A Computer Method for Calculating Kendall's Tau with
    Ungrouped Data", Journal of the American Statistical Association, Vol. 61,
    No. 314, Part 1, pp. 436-439, 1966.

    Notes
    -----
    The definition of Kendall's tau that is used is::

      tau = (P - Q) / sqrt((P + Q + T) * (P + Q + U))

    where P is the number of concordant pairs, Q the number of discordant
    pairs, T the number of ties only in `x`, and U the number of ties only in
    `y`.  If a tie occurs for the same pair in both `x` and `y`, it is not added
    to either T or U.

    Examples
    --------
    >>> x1 = [12, 2, 1, 12, 2]
    >>> x2 = [1, 4, 7, 1, 0]
    >>> tau, p_value = sp.stats.kendalltau(x1, x2)
    >>> tau
    -0.47140452079103173
    >>> p_value
    0.24821309157521476

    """

    x = np.asarray(x).ravel()
    y = np.asarray(y).ravel()
    n = len(x)
    temp = range(n) # support structure used by mergesort
    # this closure recursively sorts sections of perm[] by comparing
    # elements of y[perm[]] using temp[] as support
    # returns the number of swaps required by an equivalent bubble sort
    def mergesort(offs, length):
        exchcnt = 0
        if length == 1:
            return 0
        if length == 2:
            if y[perm[offs]] <= y[perm[offs+1]]:
                return 0
            t = perm[offs]
            perm[offs] = perm[offs+1]
            perm[offs+1] = t
            return 1
        length0 = length // 2
        length1 = length - length0
        middle = offs + length0
        exchcnt += mergesort(offs, length0)
        exchcnt += mergesort(middle, length1)
        if y[perm[middle - 1]] < y[perm[middle]]:
            return exchcnt
        # merging
        i = j = k = 0
        while j < length0 or k < length1:
            if k >= length1 or (j < length0 and y[perm[offs + j]] <=
                                                y[perm[middle + k]]):
                temp[i] = perm[offs + j]
                d = i - j
                j += 1
            else:
                temp[i] = perm[middle + k]
                d = (offs + i) - (middle + k)
                k += 1
            if d > 0:
                exchcnt += d;
            i += 1
        perm[offs:offs+length] = temp[0:length]
        return exchcnt

    # initial sort on values of x and, if tied, on values of y
    if initial_lexsort:
        # sort implemented as mergesort, worst case: O(n log(n))
        perm = np.lexsort((y, x))
    else:
        # sort implemented as quicksort, 30% faster but with worst case: O(n^2)
        perm = range(n)
        perm.sort(key=lambda a: (x[a], y[a]))

    # compute joint ties
    first = 0
    t = 0
    for i in xrange(1, n):
        if x[perm[first]] != x[perm[i]] or y[perm[first]] != y[perm[i]]:
            t += ((i - first) * (i - first - 1)) // 2
            first = i
    t += ((n - first) * (n - first - 1)) // 2

    # compute ties in x
    first = 0
    u = 0
    for i in xrange(1,n):
        if x[perm[first]] != x[perm[i]]:
            u += ((i - first) * (i - first - 1)) // 2
            first = i
    u += ((n - first) * (n - first - 1)) // 2

    # count exchanges
    exchanges = mergesort(0, n)
    # compute ties in y after mergesort with counting
    first = 0
    v = 0
    for i in xrange(1,n):
        if y[perm[first]] != y[perm[i]]:
            v += ((i - first) * (i - first - 1)) // 2
            first = i
    v += ((n - first) * (n - first - 1)) // 2

    tot = (n * (n - 1)) // 2
    if tot == u and tot == v:
        return 1    # Special case for all ties in both ranks

    tau = ((tot - (v + u - t)) - 2.0 * exchanges) / \
                    np.sqrt((tot - u) * (tot - v))

    # what follows reproduces the ending of Gary Strangman's original
    # stats.kendalltau() in SciPy
    svar = (4.0 * n + 10.0) / (9.0 * n * (n - 1))
    z = tau / np.sqrt(svar)
    prob = special.erfc(np.abs(z) / 1.4142136)

    return tau, prob


def linregress(x, y=None):
    """
    Calculate a regression line

    This computes a least-squares regression for two sets of measurements.

    Parameters
    ----------
    x, y : array_like
        two sets of measurements.  Both arrays should have the same length.
        If only x is given (and y=None), then it must be a two-dimensional
        array where one dimension has length 2.  The two sets of measurements
        are then found by splitting the array along the length-2 dimension.

    Returns
    -------
    slope : float
        slope of the regression line
    intercept : float
        intercept of the regression line
    r-value : float
        correlation coefficient
    p-value : float
        two-sided p-value for a hypothesis test whose null hypothesis is
        that the slope is zero.
    stderr : float
        Standard error of the estimate


    Examples
    --------
    >>> from scipy import stats
    >>> import numpy as np
    >>> x = np.random.random(10)
    >>> y = np.random.random(10)
    >>> slope, intercept, r_value, p_value, std_err = stats.linregress(x,y)

    # To get coefficient of determination (r_squared)

    >>> print "r-squared:", r_value**2
    r-squared: 0.15286643777

    """
    TINY = 1.0e-20
    if y is None:  # x is a (2, N) or (N, 2) shaped array_like
        x = asarray(x)
        if x.shape[0] == 2:
            x, y = x
        elif x.shape[1] == 2:
            x, y = x.T
        else:
            msg = "If only `x` is given as input, it has to be of shape (2, N) \
            or (N, 2), provided shape was %s" % str(x.shape)
            raise ValueError(msg)
    else:
        x = asarray(x)
        y = asarray(y)
    n = len(x)
    xmean = np.mean(x,None)
    ymean = np.mean(y,None)

    # average sum of squares:
    ssxm, ssxym, ssyxm, ssym = np.cov(x, y, bias=1).flat
    r_num = ssxym
    r_den = np.sqrt(ssxm*ssym)
    if r_den == 0.0:
        r = 0.0
    else:
        r = r_num / r_den
        if (r > 1.0): r = 1.0 # from numerical error
    #z = 0.5*log((1.0+r+TINY)/(1.0-r+TINY))
    df = n-2
    t = r*np.sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)))
    prob = distributions.t.sf(np.abs(t),df)*2
    slope = r_num / ssxm
    intercept = ymean - slope*xmean
    sterrest = np.sqrt((1-r*r)*ssym / ssxm / df)
    return slope, intercept, r, prob, sterrest


#####################################
#####  INFERENTIAL STATISTICS  #####
#####################################

def ttest_1samp(a, popmean, axis=0):
    """Calculates the T-test for the mean of ONE group of scores `a`.

    This is a two-sided test for the null hypothesis that the expected value
    (mean) of a sample of independent observations is equal to the given
    population mean, `popmean`.

    Parameters
    ----------
    a : array_like
        sample observation
    popmean : float or array_like
        expected value in null hypothesis, if array_like than it must have the
        same shape as `a` excluding the axis dimension
    axis : int, optional, (default axis=0)
        Axis can equal None (ravel array first), or an integer (the axis
        over which to operate on a).

    Returns
    -------
    t : float or array
        t-statistic
    prob : float or array
        two-tailed p-value

    Examples
    --------

    >>> from scipy import stats
    >>> import numpy as np

    >>> #fix seed to get the same result
    >>> np.random.seed(7654567)
    >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

    test if mean of random sample is equal to true mean, and different mean.
    We reject the null hypothesis in the second case and don't reject it in
    the first case

    >>> stats.ttest_1samp(rvs,5.0)
    (array([-0.68014479, -0.04323899]), array([ 0.49961383,  0.96568674]))
    >>> stats.ttest_1samp(rvs,0.0)
    (array([ 2.77025808,  4.11038784]), array([ 0.00789095,  0.00014999]))

    examples using axis and non-scalar dimension for population mean

    >>> stats.ttest_1samp(rvs,[5.0,0.0])
    (array([-0.68014479,  4.11038784]), array([  4.99613833e-01,   1.49986458e-04]))
    >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1)
    (array([-0.68014479,  4.11038784]), array([  4.99613833e-01,   1.49986458e-04]))
    >>> stats.ttest_1samp(rvs,[[5.0],[0.0]])
    (array([[-0.68014479, -0.04323899],
           [ 2.77025808,  4.11038784]]), array([[  4.99613833e-01,   9.65686743e-01],
           [  7.89094663e-03,   1.49986458e-04]]))

"""


    a, axis = _chk_asarray(a, axis)
    n = a.shape[axis]
    df=n-1

    d = np.mean(a,axis) - popmean
    v = np.var(a, axis, ddof=1)

    t = d / np.sqrt(v/float(n))
    t = np.where((d==0)*(v==0), 1.0, t) #define t=0/0 = 1, identical mean, var
    prob = distributions.t.sf(np.abs(t),df)*2  #use np.abs to get upper tail
    #distributions.t.sf currently does not propagate nans
    #this can be dropped, if distributions.t.sf propagates nans
    #if this is removed, then prob = prob[()] needs to be removed
    prob = np.where(np.isnan(t), np.nan, prob)

    if t.ndim == 0:
        t = t[()]
        prob = prob[()]
    return t,prob


def ttest_ind(a, b, axis=0):
    """Calculates the T-test for the means of TWO INDEPENDENT samples of scores.

    This is a two-sided test for the null hypothesis that 2 independent samples
    have identical average (expected) values.

    Parameters
    ----------
    a, b : sequence of ndarrays
        The arrays must have the same shape, except in the dimension
        corresponding to `axis` (the first, by default).
    axis : int, optional
        Axis can equal None (ravel array first), or an integer (the axis
        over which to operate on a and b).

    Returns
    -------
    t : float or array
        t-statistic
    prob : float or array
        two-tailed p-value


    Notes
    -----

    We can use this test, if we observe two independent samples from
    the same or different population, e.g. exam scores of boys and
    girls or of two ethnic groups. The test measures whether the
    average (expected) value differs significantly across samples. If
    we observe a large p-value, for example larger than 0.05 or 0.1,
    then we cannot reject the null hypothesis of identical average scores.
    If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%,
    then we reject the null hypothesis of equal averages.

    References
    ----------

       http://en.wikipedia.org/wiki/T-test#Independent_two-sample_t-test


    Examples
    --------

    >>> from scipy import stats
    >>> import numpy as np

    >>> #fix seed to get the same result
    >>> np.random.seed(12345678)

    test with sample with identical means

    >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500)
    >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500)
    >>> stats.ttest_ind(rvs1,rvs2)
    (0.26833823296239279, 0.78849443369564765)


    test with sample with different means

    >>> rvs3 = stats.norm.rvs(loc=8,scale=10,size=500)
    >>> stats.ttest_ind(rvs1,rvs3)
    (-5.0434013458585092, 5.4302979468623391e-007)

    """
    a, b, axis = _chk2_asarray(a, b, axis)

    v1 = np.var(a,axis,ddof = 1)
    v2 = np.var(b,axis,ddof = 1)
    n1 = a.shape[axis]
    n2 = b.shape[axis]
    df = n1+n2-2

    d = np.mean(a,axis) - np.mean(b,axis)
    svar = ((n1-1)*v1+(n2-1)*v2) / float(df)

    t = d/np.sqrt(svar*(1.0/n1 + 1.0/n2))
    t = np.where((d==0)*(svar==0), 1.0, t) #define t=0/0 = 0, identical means
    prob = distributions.t.sf(np.abs(t),df)*2#use np.abs to get upper tail

    #distributions.t.sf currently does not propagate nans
    #this can be dropped, if distributions.t.sf propagates nans
    #if this is removed, then prob = prob[()] needs to be removed
    prob = np.where(np.isnan(t), np.nan, prob)

    if t.ndim == 0:
        t = t[()]
        prob = prob[()]

    return t, prob


def ttest_rel(a,b,axis=0):
    """
    Calculates the T-test on TWO RELATED samples of scores, a and b.

    This is a two-sided test for the null hypothesis that 2 related or
    repeated samples have identical average (expected) values.

    Parameters
    ----------
    a, b : sequence of ndarrays
        The arrays must have the same shape.
    axis : int, optional, (default axis=0)
        Axis can equal None (ravel array first), or an integer (the axis
        over which to operate on a and b).

    Returns
    -------
    t : float or array
        t-statistic
    prob : float or array
        two-tailed p-value

    Notes
    -----
    Examples for the use are scores of the same set of student in
    different exams, or repeated sampling from the same units. The
    test measures whether the average score differs significantly
    across samples (e.g. exams). If we observe a large p-value, for
    example greater than 0.05 or 0.1 then we cannot reject the null
    hypothesis of identical average scores. If the p-value is smaller
    than the threshold, e.g. 1%, 5% or 10%, then we reject the null
    hypothesis of equal averages. Small p-values are associated with
    large t-statistics.

    References
    ----------

        http://en.wikipedia.org/wiki/T-test#Dependent_t-test

    Examples
    --------

    >>> from scipy import stats
    >>> np.random.seed(12345678) # fix random seed to get same numbers
    >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500)
    >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) +
    ...         stats.norm.rvs(scale=0.2,size=500))
    >>> stats.ttest_rel(rvs1,rvs2)
    (0.24101764965300962, 0.80964043445811562)
    >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) +
    ...         stats.norm.rvs(scale=0.2,size=500))
    >>> stats.ttest_rel(rvs1,rvs3)
    (-3.9995108708727933, 7.3082402191726459e-005)

    """
    a, b, axis = _chk2_asarray(a, b, axis)
    if a.shape[axis] != b.shape[axis]:
        raise ValueError('unequal length arrays')
    n = a.shape[axis]
    df = float(n-1)

    d = (a-b).astype('d')
    v = np.var(d,axis,ddof=1)
    dm = np.mean(d, axis)

    t = dm / np.sqrt(v/float(n))
    t = np.where((dm==0)*(v==0), 1.0, t) #define t=0/0 = 1, zero mean and var
    prob = distributions.t.sf(np.abs(t),df)*2 #use np.abs to get upper tail
    #distributions.t.sf currently does not propagate nans
    #this can be dropped, if distributions.t.sf propagates nans
    #if this is removed, then prob = prob[()] needs to be removed
    prob = np.where(np.isnan(t), np.nan, prob)

##    if not np.isscalar(t):
##        probs = np.reshape(probs, t.shape) # this should be redundant
##    if not np.isscalar(prob) and len(prob) == 1:
##        prob = prob[0]
    if t.ndim == 0:
        t = t[()]
        prob = prob[()]

    return t, prob


#import scipy.stats
#import distributions
def kstest(rvs, cdf, args=(), N=20, alternative = 'two_sided', mode='approx',**kwds):
    """
    Perform the Kolmogorov-Smirnov test for goodness of fit

    This performs a test of the distribution G(x) of an observed
    random variable against a given distribution F(x). Under the null
    hypothesis the two distributions are identical, G(x)=F(x). The
    alternative hypothesis can be either 'two_sided' (default), 'less'
    or 'greater'. The KS test is only valid for continuous distributions.

    Parameters
    ----------
    rvs : string or array or callable
        string: name of a distribution in scipy.stats

        array: 1-D observations of random variables

        callable: function to generate random variables, requires keyword
        argument `size`

    cdf : string or callable
        string: name of a distribution in scipy.stats, if rvs is a string then
        cdf can evaluate to `False` or be the same as rvs
        callable: function to evaluate cdf

    args : tuple, sequence
        distribution parameters, used if rvs or cdf are strings
    N : int
        sample size if rvs is string or callable
    alternative : 'two_sided' (default), 'less' or 'greater'
        defines the alternative hypothesis (see explanation)

    mode : 'approx' (default) or 'asymp'
        defines the distribution used for calculating p-value

        'approx' : use approximation to exact distribution of test statistic

        'asymp' : use asymptotic distribution of test statistic


    Returns
    -------
    D : float
        KS test statistic, either D, D+ or D-
    p-value :  float
        one-tailed or two-tailed p-value

    Notes
    -----

    In the one-sided test, the alternative is that the empirical
    cumulative distribution function of the random variable is "less"
    or "greater" than the cumulative distribution function F(x) of the
    hypothesis, G(x)<=F(x), resp. G(x)>=F(x).

    Examples
    --------

    >>> from scipy import stats
    >>> import numpy as np
    >>> from scipy.stats import kstest

    >>> x = np.linspace(-15,15,9)
    >>> kstest(x,'norm')
    (0.44435602715924361, 0.038850142705171065)

    >>> np.random.seed(987654321) # set random seed to get the same result
    >>> kstest('norm','',N=100)
    (0.058352892479417884, 0.88531190944151261)

    is equivalent to this

    >>> np.random.seed(987654321)
    >>> kstest(stats.norm.rvs(size=100),'norm')
    (0.058352892479417884, 0.88531190944151261)

    Test against one-sided alternative hypothesis:

    >>> np.random.seed(987654321)

    Shift distribution to larger values, so that cdf_dgp(x)< norm.cdf(x):

    >>> x = stats.norm.rvs(loc=0.2, size=100)
    >>> kstest(x,'norm', alternative = 'less')
    (0.12464329735846891, 0.040989164077641749)

    Reject equal distribution against alternative hypothesis: less

    >>> kstest(x,'norm', alternative = 'greater')
    (0.0072115233216311081, 0.98531158590396395)

    Don't reject equal distribution against alternative hypothesis: greater

    >>> kstest(x,'norm', mode='asymp')
    (0.12464329735846891, 0.08944488871182088)


    Testing t distributed random variables against normal distribution:

    With 100 degrees of freedom the t distribution looks close to the normal
    distribution, and the kstest does not reject the hypothesis that the sample
    came from the normal distribution

    >>> np.random.seed(987654321)
    >>> stats.kstest(stats.t.rvs(100,size=100),'norm')
    (0.072018929165471257, 0.67630062862479168)

    With 3 degrees of freedom the t distribution looks sufficiently different
    from the normal distribution, that we can reject the hypothesis that the
    sample came from the normal distribution at a alpha=10% level

    >>> np.random.seed(987654321)
    >>> stats.kstest(stats.t.rvs(3,size=100),'norm')
    (0.131016895759829, 0.058826222555312224)

    """
    if isinstance(rvs, basestring):
        #cdf = getattr(stats, rvs).cdf
        if (not cdf) or (cdf == rvs):
            cdf = getattr(distributions, rvs).cdf
            rvs = getattr(distributions, rvs).rvs
        else:
            raise AttributeError('if rvs is string, cdf has to be the same distribution')


    if isinstance(cdf, basestring):
        cdf = getattr(distributions, cdf).cdf
    if callable(rvs):
        kwds = {'size':N}
        vals = np.sort(rvs(*args,**kwds))
    else:
        vals = np.sort(rvs)
        N = len(vals)
    cdfvals = cdf(vals, *args)

    if alternative in ['two_sided', 'greater']:
        Dplus = (np.arange(1.0, N+1)/N - cdfvals).max()
        if alternative == 'greater':
            return Dplus, distributions.ksone.sf(Dplus,N)

    if alternative in ['two_sided', 'less']:
        Dmin = (cdfvals - np.arange(0.0, N)/N).max()
        if alternative == 'less':
            return Dmin, distributions.ksone.sf(Dmin,N)

    if alternative == 'two_sided':
        D = np.max([Dplus,Dmin])
        if mode == 'asymp':
            return D, distributions.kstwobign.sf(D*np.sqrt(N))
        if mode == 'approx':
            pval_two = distributions.kstwobign.sf(D*np.sqrt(N))
            if N > 2666 or pval_two > 0.80 - N*0.3/1000.0 :
                return D, distributions.kstwobign.sf(D*np.sqrt(N))
            else:
                return D, distributions.ksone.sf(D,N)*2

def chisquare(f_obs, f_exp=None, ddof=0):
    """
    Calculates a one-way chi square test.

    The chi square test tests the null hypothesis that the categorical data
    has the given frequencies.

    Parameters
    ----------
    f_obs : array
        observed frequencies in each category
    f_exp : array, optional
        expected frequencies in each category.  By default the categories are
        assumed to be equally likely.
    ddof : int, optional
        adjustment to the degrees of freedom for the p-value

    Returns
    -------
    chisquare statistic : float
        The chisquare test statistic
    p : float
        The p-value of the test.

    Notes
    -----
    This test is invalid when the observed or expected frequencies in each
    category are too small.  A typical rule is that all of the observed
    and expected frequencies should be at least 5.
    The default degrees of freedom, k-1, are for the case when no parameters
    of the distribution are estimated. If p parameters are estimated by
    efficient maximum likelihood then the correct degrees of freedom are
    k-1-p. If the parameters are estimated in a different way, then then
    the dof can be between k-1-p and k-1. However, it is also possible that
    the asymptotic distributions is not a chisquare, in which case this
    test is not appropriate.

    References
    ----------

    .. [1] Lowry, Richard.  "Concepts and Applications of Inferential
           Statistics". Chapter 8. http://faculty.vassar.edu/lowry/ch8pt1.html

    """

    f_obs = asarray(f_obs)
    k = len(f_obs)
    if f_exp is None:
        f_exp = array([np.sum(f_obs,axis=0)/float(k)] * len(f_obs),float)
    f_exp = f_exp.astype(float)
    chisq = np.add.reduce((f_obs-f_exp)**2 / f_exp)
    return chisq, chisqprob(chisq, k-1-ddof)


def ks_2samp(data1, data2):
    """
    Computes the Kolmogorov-Smirnof statistic on 2 samples.

    This is a two-sided test for the null hypothesis that 2 independent samples
    are drawn from the same continuous distribution.

    Parameters
    ----------
    a, b : sequence of 1-D ndarrays
        two arrays of sample observations assumed to be drawn from a continuous
        distribution, sample sizes can be different


    Returns
    -------
    D : float
        KS statistic
    p-value : float
        two-tailed p-value


    Notes
    -----

    This tests whether 2 samples are drawn from the same distribution. Note
    that, like in the case of the one-sample K-S test, the distribution is
    assumed to be continuous.

    This is the two-sided test, one-sided tests are not implemented.
    The test uses the two-sided asymptotic Kolmogorov-Smirnov distribution.

    If the K-S statistic is small or the p-value is high, then we cannot
    reject the hypothesis that the distributions of the two samples
    are the same.

    Examples
    --------

    >>> from scipy import stats
    >>> import numpy as np
    >>> from scipy.stats import ks_2samp

    >>> #fix random seed to get the same result
    >>> np.random.seed(12345678);

    >>> n1 = 200  # size of first sample
    >>> n2 = 300  # size of second sample

    different distribution
    we can reject the null hypothesis since the pvalue is below 1%

    >>> rvs1 = stats.norm.rvs(size=n1,loc=0.,scale=1);
    >>> rvs2 = stats.norm.rvs(size=n2,loc=0.5,scale=1.5)
    >>> ks_2samp(rvs1,rvs2)
    (0.20833333333333337, 4.6674975515806989e-005)

    slightly different distribution
    we cannot reject the null hypothesis at a 10% or lower alpha since
    the pvalue at 0.144 is higher than 10%

    >>> rvs3 = stats.norm.rvs(size=n2,loc=0.01,scale=1.0)
    >>> ks_2samp(rvs1,rvs3)
    (0.10333333333333333, 0.14498781825751686)

    identical distribution
    we cannot reject the null hypothesis since the pvalue is high, 41%

    >>> rvs4 = stats.norm.rvs(size=n2,loc=0.0,scale=1.0)
    >>> ks_2samp(rvs1,rvs4)
    (0.07999999999999996, 0.41126949729859719)

    """
    data1, data2 = map(asarray, (data1, data2))
    n1 = data1.shape[0]
    n2 = data2.shape[0]
    n1 = len(data1)
    n2 = len(data2)
    data1 = np.sort(data1)
    data2 = np.sort(data2)
    data_all = np.concatenate([data1,data2])
    cdf1 = np.searchsorted(data1,data_all,side='right')/(1.0*n1)
    cdf2 = (np.searchsorted(data2,data_all,side='right'))/(1.0*n2)
    d = np.max(np.absolute(cdf1-cdf2))
    #Note: d absolute not signed distance
    en = np.sqrt(n1*n2/float(n1+n2))
    try:
        prob = ksprob((en+0.12+0.11/en)*d)
    except:
        prob = 1.0
    return d, prob


def mannwhitneyu(x, y, use_continuity=True):
    """
    Computes the Mann-Whitney rank test on samples x and y.

    Parameters
    ----------
    x, y : array_like
        Array of samples, should be one-dimensional.
    use_continuity : bool, optional
            Whether a continuity correction (1/2.) should be taken into
            account. Default is True.

    Returns
    -------
    u : float
        The Mann-Whitney statistics.
    prob : float
        One-sided p-value assuming a asymptotic normal distribution.

    Notes
    -----
    Use only when the number of observation in each sample is > 20 and
    you have 2 independent samples of ranks. Mann-Whitney U is
    significant if the u-obtained is LESS THAN or equal to the critical
    value of U.

    This test corrects for ties and by default uses a continuity correction.
    The reported p-value is for a one-sided hypothesis, to get the two-sided
    p-value multiply the returned p-value by 2.

    """
    x = asarray(x)
    y = asarray(y)
    n1 = len(x)
    n2 = len(y)
    ranked = rankdata(np.concatenate((x,y)))
    rankx = ranked[0:n1]       # get the x-ranks
    #ranky = ranked[n1:]        # the rest are y-ranks
    u1 = n1*n2 + (n1*(n1+1))/2.0 - np.sum(rankx,axis=0)  # calc U for x
    u2 = n1*n2 - u1                            # remainder is U for y
    bigu = max(u1,u2)
    smallu = min(u1,u2)
    #T = np.sqrt(tiecorrect(ranked))  # correction factor for tied scores
    T = tiecorrect(ranked)
    if T == 0:
        raise ValueError('All numbers are identical in amannwhitneyu')
    sd = np.sqrt(T*n1*n2*(n1+n2+1)/12.0)

    if use_continuity:
        # normal approximation for prob calc with continuity correction
        z = abs((bigu-0.5-n1*n2/2.0) / sd)
    else:
        z = abs((bigu-n1*n2/2.0) / sd)  # normal approximation for prob calc
    return smallu, distributions.norm.sf(z)  #(1.0 - zprob(z))


def tiecorrect(rankvals):
    """Tie-corrector for ties in Mann Whitney U and Kruskal Wallis H tests.
    See Siegel, S. (1956) Nonparametric Statistics for the Behavioral
    Sciences.  New York: McGraw-Hill.  Code adapted from |Stat rankind.c
    code.

    Returns: T correction factor for U or H
    """
    sorted,posn = fastsort(asarray(rankvals))
    n = len(sorted)
    T = 0.0
    i = 0
    while (i<n-1):
        if sorted[i] == sorted[i+1]:
            nties = 1
            while (i<n-1) and (sorted[i] == sorted[i+1]):
                nties = nties +1
                i = i +1
            T = T + nties**3 - nties
        i = i+1
    T = T / float(n**3-n)
    return 1.0 - T


def ranksums(x, y):
    """
    Compute the Wilcoxon rank-sum statistic for two samples.

    The Wilcoxon rank-sum test tests the null hypothesis that two sets
    of measurements are drawn from the same distribution.  The alternative
    hypothesis is that values in one sample are more likely to be
    larger than the values in the other sample.

    This test should be used to compare two samples from continuous
    distributions.  It does not handle ties between measurements
    in x and y.  For tie-handling and an optional continuity correction
    see `stats.mannwhitneyu`_

    Parameters
    ----------
    x,y : array_like
        The data from the two samples

    Returns
    -------
    z-statistic : float
        The test statistic under the large-sample approximation that the
        rank sum statistic is normally distributed
    p-value : float
        The two-sided p-value of the test

    References
    ----------
    .. [1] http://en.wikipedia.org/wiki/Wilcoxon_rank-sum_test

    """
    x,y = map(np.asarray, (x, y))
    n1 = len(x)
    n2 = len(y)
    alldata = np.concatenate((x,y))
    ranked = rankdata(alldata)
    x = ranked[:n1]
    y = ranked[n1:]
    s = np.sum(x,axis=0)
    expected = n1*(n1+n2+1) / 2.0
    z = (s - expected) / np.sqrt(n1*n2*(n1+n2+1)/12.0)
    prob = 2 * distributions.norm.sf(abs(z))
    return z, prob



def kruskal(*args):
    """
    Compute the Kruskal-Wallis H-test for independent samples

    The Kruskal-Wallis H-test tests the null hypothesis that the population
    median of all of the groups are equal.  It is a non-parametric version of
    ANOVA.  The test works on 2 or more independent samples, which may have
    different sizes.  Note that rejecting the null hypothesis does not
    indicate which of the groups differs.  Post-hoc comparisons between
    groups are required to determine which groups are different.

    Parameters
    ----------
    sample1, sample2, ... : array_like
       Two or more arrays with the sample measurements can be given as
       arguments.

    Returns
    -------
    H-statistic : float
       The Kruskal-Wallis H statistic, corrected for ties
    p-value : float
       The p-value for the test using the assumption that H has a chi
       square distribution

    Notes
    -----
    Due to the assumption that H has a chi square distribution, the number
    of samples in each group must not be too small.  A typical rule is
    that each sample must have at least 5 measurements.

    References
    ----------
    .. [1] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance

    """
    assert len(args) >= 2, "Need at least 2 groups in stats.kruskal()"
    n = map(len,args)
    all = []
    for i in range(len(args)):
        all.extend(args[i].tolist())
    ranked = list(rankdata(all))
    T = tiecorrect(ranked)
    args = list(args)
    for i in range(len(args)):
        args[i] = ranked[0:n[i]]
        del ranked[0:n[i]]
    rsums = []
    for i in range(len(args)):
        rsums.append(np.sum(args[i],axis=0)**2)
        rsums[i] = rsums[i] / float(n[i])
    ssbn = np.sum(rsums,axis=0)
    totaln = np.sum(n,axis=0)
    h = 12.0 / (totaln*(totaln+1)) * ssbn - 3*(totaln+1)
    df = len(args) - 1
    if T == 0:
        raise ValueError('All numbers are identical in kruskal')
    h = h / float(T)
    return h, chisqprob(h,df)


def friedmanchisquare(*args):
    """
    Computes the Friedman test for repeated measurements

    The Friedman test tests the null hypothesis that repeated measurements of
    the same individuals have the same distribution.  It is often used
    to test for consistency among measurements obtained in different ways.
    For example, if two measurement techniques are used on the same set of
    individuals, the Friedman test can be used to determine if the two
    measurement techniques are consistent.

    Parameters
    ----------
    measurements1, measurements2, measurements3... : array_like
        Arrays of measurements.  All of the arrays must have the same number
        of elements.  At least 3 sets of measurements must be given.

    Returns
    -------
    friedman chi-square statistic : float
        the test statistic, correcting for ties
    p-value : float
        the associated p-value assuming that the test statistic has a chi
        squared distribution

    Notes
    -----
    Due to the assumption that the test statistic has a chi squared
    distribution, the p-value is only reliable for n > 10 and more than
    6 repeated measurements.

    References
    ----------
    .. [1] http://en.wikipedia.org/wiki/Friedman_test

    """
    k = len(args)
    if k < 3:
        raise ValueError('\nLess than 3 levels.  Friedman test not appropriate.\n')
    n = len(args[0])
    for i in range(1,k):
        if len(args[i]) <> n:
            raise ValueError('Unequal N in friedmanchisquare.  Aborting.')

    # Rank data
    data = apply(_support.abut,args)
    data = data.astype(float)
    for i in range(len(data)):
        data[i] = rankdata(data[i])

    # Handle ties
    ties = 0
    for i in range(len(data)):
        replist, repnum = find_repeats(array(data[i]))
        for t in repnum:
            ties += t*(t*t-1)
    c = 1 - ties / float(k*(k*k-1)*n)

    ssbn = pysum(pysum(data)**2)
    chisq = ( 12.0 / (k*n*(k+1)) * ssbn - 3*n*(k+1) ) / c
    return chisq, chisqprob(chisq,k-1)


#####################################
####  PROBABILITY CALCULATIONS  ####
#####################################

zprob = special.ndtr

def chisqprob(chisq, df):
    """
    Probability value (1-tail) for the Chi^2 probability distribution.

    Broadcasting rules apply.

    Parameters
    ----------
    chisq : array_like or float > 0

    df : array_like or float, probably int >= 1

    Returns
    -------
    chisqprob : ndarray
        The area from `chisq` to infinity under the Chi^2 probability
        distribution with degrees of freedom `df`.

    """
    return special.chdtrc(df,chisq)

ksprob = special.kolmogorov
fprob = special.fdtrc

def betai(a, b, x):
    """
    Returns the incomplete beta function.

    I_x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt)

    where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma
    function of a.

    The standard broadcasting rules apply to a, b, and x.

    Parameters
    ----------
    a : array_like or float > 0

    b : array_like or float > 0

    x : array_like or float
        x will be clipped to be no greater than 1.0 .

    Returns
    -------
    betai : ndarray
        Incomplete beta function.

    """
    x = np.asarray(x)
    x = np.where(x < 1.0, x, 1.0)  # if x > 1 then return 1.0
    return special.betainc(a, b, x)

#####################################
#######  ANOVA CALCULATIONS  #######
#####################################

def glm(data, para):
    """Calculates a linear model fit ...
    anova/ancova/lin-regress/t-test/etc. Taken from:

    Peterson et al. Statistical limitations in functional neuroimaging
    I. Non-inferential methods and statistical models.  Phil Trans Royal Soc
    Lond B 354: 1239-1260.

    Returns: statistic, p-value ???
    """
    if len(para) != len(data):
        raise ValueError("data and para must be same length in aglm")
    n = len(para)
    p = _support.unique(para)
    x = zeros((n,len(p)))  # design matrix
    for l in range(len(p)):
        x[:,l] = para == p[l]
    # fixme: normal equations are bad. Use linalg.lstsq instead.
    b = dot(dot(linalg.inv(dot(np.transpose(x),x)),  # i.e., b=inv(X'X)X'Y
                    np.transpose(x)),data)
    diffs = (data - dot(x,b))
    s_sq = 1./(n-len(p)) * dot(np.transpose(diffs), diffs)

    if len(p) == 2:  # ttest_ind
        c = array([1,-1])
        df = n-2
        fact = np.sum(1.0/np.sum(x,0),axis=0)  # i.e., 1/n1 + 1/n2 + 1/n3 ...
        t = dot(c,b) / np.sqrt(s_sq*fact)
        probs = betai(0.5*df,0.5,float(df)/(df+t*t))
        return t, probs
    else:
        raise ValueError("only ttest_ind implemented")


def f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b):
    """Calculation of Wilks lambda F-statistic for multivarite data, per
    Maxwell & Delaney p.657.
    """
    if isinstance(ER, (int, float)):
        ER = array([[ER]])
    if isinstance(EF, (int, float)):
        EF = array([[EF]])
    lmbda = linalg.det(EF) / linalg.det(ER)
    if (a-1)**2 + (b-1)**2 == 5:
        q = 1
    else:
        q = np.sqrt( ((a-1)**2*(b-1)**2 - 2) / ((a-1)**2 + (b-1)**2 -5) )
    n_um = (1 - lmbda**(1.0/q))*(a-1)*(b-1)
    d_en = lmbda**(1.0/q) / (n_um*q - 0.5*(a-1)*(b-1) + 1)
    return n_um / d_en

def f_value(ER, EF, dfR, dfF):
    """
    Returns an F-statistic for a restricted vs. unrestricted model.

    Parameters
    ----------
    ER : float
         `ER` is the sum of squared residuals for the restricted model
          or null hypothesis

    EF : float
         `EF` is the sum of squared residuals for the unrestricted model
          or alternate hypothesis

    dfR : int
          `dfR` is the degrees of freedom in the restricted model

    dfF : int
          `dfF` is the degrees of freedom in the unrestricted model

    Returns
    -------
    F-statistic : float

    """
    return ((ER-EF)/float(dfR-dfF) / (EF/float(dfF)))



def f_value_multivariate(ER, EF, dfnum, dfden):
    """
    Returns a multivariate F-statistic.

    Parameters
    ----------
    ER : ndarray
        Error associated with the null hypothesis (the Restricted model).
        From a multivariate F calculation.
    EF : ndarray
        Error associated with the alternate hypothesis (the Full model)
        From a multivariate F calculation.
    dfnum : int
        Degrees of freedom the Restricted model.
    dfden : int
        Degrees of freedom associated with the Restricted model.

    Returns
    -------
    fstat : float
        The computed F-statistic.

    """
    if isinstance(ER, (int, float)):
        ER = array([[ER]])
    if isinstance(EF, (int, float)):
        EF = array([[EF]])
    n_um = (linalg.det(ER) - linalg.det(EF)) / float(dfnum)
    d_en = linalg.det(EF) / float(dfden)
    return n_um / d_en


#####################################
#######  SUPPORT FUNCTIONS  ########
#####################################

def ss(a, axis=0):
    """
    Squares each element of the input array, and returns the square(s) of that.

    Parameters
    ----------
    a : array_like
        Input array.
    axis : int or None, optional
        The axis along which to calculate. If None, use whole array.
        Default is 0, i.e. along the first axis.

    Returns
    -------
    ss : ndarray
        The sum along the given axis for (a**2).

    See also
    --------
    square_of_sums : The square(s) of the sum(s) (the opposite of `ss`).

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.array([1., 2., 5.])
    >>> stats.ss(a)
    30.0

    And calculating along an axis:

    >>> b = np.array([[1., 2., 5.], [2., 5., 6.]])
    >>> stats.ss(b, axis=1)
    array([ 30., 65.])

    """
    a, axis = _chk_asarray(a, axis)
    return np.sum(a*a, axis)


def square_of_sums(a, axis=0):
    """
    Sums elements of the input array, and returns the square(s) of that sum.

    Parameters
    ----------
    a : array_like
        Input array.
    axis : int or None, optional
        If axis is None, ravel `a` first. If `axis` is an integer, this will
        be the axis over which to operate. Defaults to 0.

    Returns
    -------
    ss : float or ndarray
        The square of the sum over `axis`.

    See also
    --------
    ss : The sum of squares (the opposite of `square_of_sums`).

    Examples
    --------
    >>> from scipy import stats
    >>> a = np.arange(20).reshape(5,4)
    >>> stats.square_of_sums(a)
    array([ 1600.,  2025.,  2500.,  3025.])
    >>> stats.square_of_sums(a, axis=None)
    36100.0

    """
    a, axis = _chk_asarray(a, axis)
    s = np.sum(a,axis)
    if not np.isscalar(s):
        return s.astype(float)*s
    else:
        return float(s)*s


def fastsort(a):
    """
    Sort an array and provide the argsort.

    Parameters
    ----------
    a : array_like
        Input array.

    Returns
    -------
    fastsort : ndarray of type int
        sorted indices into the original array

    """
    # TODO: the wording in the docstring is nonsense.
    it = np.argsort(a)
    as_ = a[it]
    return as_, it

def rankdata(a):
    """
    Ranks the data, dealing with ties appropriately.

    Equal values are assigned a rank that is the average of the ranks that
    would have been otherwise assigned to all of the values within that set.
    Ranks begin at 1, not 0.

    Parameters
    ----------
    a : array_like
        This array is first flattened.

    Returns
    -------
    rankdata : ndarray
         An array of length equal to the size of `a`, containing rank scores.

    Examples
    --------
    >>> stats.rankdata([0, 2, 2, 3])
    array([ 1. ,  2.5,  2.5,  4. ])

    """
    a = np.ravel(a)
    n = len(a)
    svec, ivec = fastsort(a)
    sumranks = 0
    dupcount = 0
    newarray = np.zeros(n, float)
    for i in xrange(n):
        sumranks += i
        dupcount += 1
        if i==n-1 or svec[i] != svec[i+1]:
            averank = sumranks / float(dupcount) + 1
            for j in xrange(i-dupcount+1,i+1):
                newarray[ivec[j]] = averank
            sumranks = 0
            dupcount = 0
    return newarray
