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Can be used for ‘smelling’ the data, as well to choose a
parametric distribution for data obtained from non-parametric
testing (e.g. MCNullDist).
WiP: use with caution, API might change
Parameters :
data : np.ndarray
Array of the data for which to deduce the distribution. It has
to be sufficiently large to make a reliable conclusion
nsamples : int or None
If None – use all samples in data to estimate parametric
distribution. Otherwise use only specified number randomly selected
from data.
loc : float or None
Loc for the distribution (if known)
scale : float or None
Scale for the distribution (if known)
test : str
What kind of testing to do. Choices:
‘p-roc’
detection power for a given ROC. Needs two
parameters: p=0.05 and tail='both'
‘kstest’
‘full-body’ distribution comparison. The best
choice is made by minimal reported distance after estimating
parameters of the distribution. Parameter p=0.05 sets
threshold to reject null-hypothesis that distribution is the
same.
WARNING: older versions (e.g. 0.5.2 in etch) of scipy have
incorrect kstest implementation and do not function properly.
distributions : None or list of str or tuple(str, dict)
Distributions to check. If None, all known in scipy.stats
are tested. If distribution is specified as a tuple, then
it must contain name and additional parameters (name, loc,
scale, args) in the dictionary. Entry ‘scipy’ adds all known
in scipy.stats.
**kwargs :
Additional arguments which are needed for each particular test
(see above)