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diptest

A Python/C implementation of Hartigan & Hartigan's dip test for unimodality.

The dip test measures multimodality in a sample by the maximum difference, over all sample points, between the empirical distribution function, and the unimodal distribution function that minimizes that maximum difference. Other than unimodality, it makes no further assumptions about the form of the null distribution.

Dependencies

  • numpy
  • Cython

Installation

$ python setup.py install

References

Hartigan, J. A., & Hartigan, P. M. (1985). The Dip Test of Unimodality. The Annals of Statistics.

Hartigan, P. M. (1985). Computation of the Dip Statistic to Test for Unimodality. Journal of the Royal Statistical Society. Series C (Applied Statistics), 34(3), 320-325.

Acknowledgement

diptest is just a Python port of Martin Maechler's R module of the same name, and uses a slightly modified version of his C function for computing the dip statistic.

License

diptest is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.