CODEWITHSUNDEEP
pythonstatisticsscipy
ximiki
ximiki

Reputation: 455

Studentized range statistic (q*) in Python Scipy

I am wondering if it is possible to find the Studentized range statistic (q*) in Python Scipy lib as an input into Tukey's HSD calculation, similar to interpolating a table such as this (http://cse.niaes.affrc.go.jp/miwa/probcalc/s-range/srng_tbl.html#fivepercent) or pulling from a continuous distribution.

I have found some guidance here (http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.tukeylambda.html#scipy.stats.tukeylambda), but lost on how to input the df (degrees of freedom) or k (# of samples groups).

I am looking for something like the critical F or critical t statistic, which can be obtained via

scipy.stats.f.isf(alpha, df-between, df-within)

or

scipy.stats.t.isf(alpha, df).

Upvotes: 4

Views: 3034

Answers (1)

Josef
Josef

Reputation: 22897

from statsmodels.stats.libqsturng import psturng, qsturng

provides cdf (or tail probabilities) and quantile function (inverse of cdf or of survival function, I don't remember)

It was written by Roger Lew as a package for interpolating the distribution of the studentized range statistic and was incorporated in statsmodels for use in tukeyhsd.

Until now it has only be used internally in statsmodels, and you would have to check the limitations and explanation in libqsturng.

As reference, statsmodels has a tukeyhsd function and a MultipleComparison class. http://statsmodels.sourceforge.net/devel/generated/statsmodels.stats.multicomp.pairwise_tukeyhsd.html

Upvotes: 4

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