python rpy2时间序列_rpy2:在python中调用R函数的一个实例

python与R是当前数据科学计算的两大支柱，就我个人的使用经验而言，R更直观、简单和上手一些。很多专业的统计分析Python并没有提供R中的对应体，而你想要使用Python做数据分析，这时候就需要使用rpy2包来构建这个桥梁了。

比如我最近遇到一个分析问题，Python无法计算非参数统计检验wilcoxon test的置信区间，如果你仔细查看Python提供的非参数检验，你会发现它使用的是正态逼近，这在样本量大的时候(根据中心极限定理服从正态分布)当然可以使用Python计算，当如果你是小样本，比如大多数生物医学数据处理与分析中普遍样本少的可怜。在Stack overflow上有人讨论过并检查统计检验的p值，结论是算检验，R更靠谱些，优先采用。

言归正传，在银行统计工作室rpy2使用示例一文中对rpy2包各方面的使用都有介绍，加rpy2官方文档基本上可以掌握rpy2的使用，这里我提供这两天实现的一个实例——从python中调用R的wilcox.test函数进行非参数检验，如果大家有这方面需求可以作为一个参考。

代码已经封装为一个函数，略写了一下文档。

# 推荐使用conda管理环境

# conda create --name test python=3.6

# source activate test

# conda install rpy2 # should add conda-forge channel

# reference link: ,

def pyWilcox(x, y=None, alternative='two.sided', mu=0, paired=False, exact=None, correct=True, conf_interval=True, conf_level=0.95):

'''

Run wilcoxon test using wilcox.test in R stats package, default is 'two sided' test.

return p value, statistical value and confidence interval in a dictory.

Arguments:

x

numeric vector of data values. Non-finite (e.g., infinite or missing) values will be omitted.

y

an optional numeric vector of data values: as with x non-finite values will be omitted.

alternative

a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". You can specify just the initial letter.

mu

a number specifying an optional parameter used to form the null hypothesis. See ‘Details’.

paired

a logical indicating whether you want a paired test.

exact

a logical indicating whether an exact p-value should be computed.

correct

a logical indicating whether to apply continuity correction in the normal approximation for the p-value.

conf_interval

a logical indicating whether a confidence interval should be computed.

conf_level

confidence level of the interval.

Example:

x = [i for i in range(0, 10)]

y = [i for i in range(10, 20)]

# two sample test

pyWilcox(x, y)

# one sample test

pyWilcox(x)

# output:

#

# {'p_value': [1.082508822446903e-05], 'statistic': [0.0], 'conf_interval': [-13.0, -7.0]}

# {'p_value': [0.009151688852650072], 'statistic': [45.0], 'conf_interval': [2.500027475911944, 7.499972524088056]}

Note:

More information please run help('wilcox.test.default') in R console

'''

# 载入r对象

from rpy2 import robjects

# 载入导入包函数

from rpy2.robjects.packages import importr

# 将stats包导入为模块

stats = importr('stats')

# When one wants to create a vector from Python, either the class Vector or the convenience classes IntVector, FloatVector, BoolVector, StrVector can be used.

# 将列表x转换为r可识别数据对象

x = robjects.FloatVector(x)

# 将参数中的.替换为_，解决不兼容问题， 来自rpy2文档函数部分

def iamfeelinglucky(func):

def f(*args, **kwargs):

d = {}

for k, v in kwargs.items():

d[k.replace('_', '.')] = v

return func(**d)

return f

# 矫正参数名

wilcox = iamfeelinglucky(stats.wilcox_test_default)

# None类型似乎没有相应的函数，只能用条件语句进行判断

if y != None:

y = robjects.FloatVector(y)

if exact != None:

pr = wilcox(x = x, y = y, alternative = alternative, mu = mu, paired = paired, exact = exact, correct = correct, conf_int = conf_interval, conf_level = conf_level)

else:

pr = wilcox(x = x, y = y, alternative = alternative, mu = mu, paired = paired, conf_int = conf_interval, conf_level = conf_level)

else:

if exact != None:

pr = wilcox(x = x, alternative = alternative, mu = mu, exact = exact, correct = correct, conf_int = conf_interval, conf_level = conf_level)

else:

pr = wilcox(x = x, alternative = alternative, mu = mu, correct = correct, conf_int = conf_interval, conf_level = conf_level)

print(pr)

res = list(pr)

# 返回结果中需要的值构建字典

res = {"p_value":list(res[2]), "statistic":list(res[0]), "conf_interval":list(res[7])}

return(res)