Method names and acronyms#

pySHT uses short, lowercase author tokens for paper-specific Python functions: one author contributes a surname, while multiple authors contribute the initials of their surnames. Capitalization and full names remain visible in prose and printed results. Conventional statistical names remain conventional.

The qualified module is part of every public name. The covariance CLX test is public, while the distinct mean CLX and one-sample Fisher covariance identities are validation-blocked. The R names below are searchable migration metadata; pySHT does not expose them as callables.

Means and variances#

Token or name

Expanded method

Canonical Python function

SHT 0.1.9

Student t

Student one- and two-sample t tests

mean.ttest_1samp, mean.ttest_2samp

mean1.ttest, mean2.ttest

ANOVA

One-way analysis of variance

mean.anova_oneway

meank.anova

Hotelling

Hotelling’s \(T^2\) (1931)

mean.hotelling_1samp, mean.hotelling_2samp

mean1.1931Hotelling, mean2.1931Hotelling

Dempster

Dempster non-exact mean tests (1958)

mean.dempster_1samp, mean.dempster_2samp

mean1.1958Dempster, mean2.1958Dempster

BS

Bai–Saranadasa (1996)

mean.bs_1samp, mean.bs_2samp

mean1.1996BS, mean2.1996BS

SD

Srivastava–Du (2008)

mean.sd_1samp, mean.sd_2samp

mean1.2008SD, mean2.2008SD

Yao

Yao (1965)

mean.yao_2samp

mean2.1965Yao

Johansen

Johansen (1980)

mean.johansen_2samp

mean2.1980Johansen

NVM

Nel–Van der Merwe (1986)

mean.nvm_2samp

mean2.1986NVM

KY

Krishnamoorthy–Yu (2004)

mean.ky_2samp

mean2.2004KY

LJW

Lopes–Jacob–Wainwright (2011)

mean.ljw_2samp

mean2.2011LJW

CLX

Cai–Liu–Xia maximum mean test (2014)

— (validation-blocked; no public callable)

mean2.2014CLX

Thulin

Thulin random-subspace test (2014)

mean.thulin_2samp

mean2.2014Thulin

LYL

Lee–You–Lin maximum pairwise Bayes factor

mean.lyl_2samp

mean2.mxPBF

Schott

Schott k-sample mean test (2007)

mean.schott_ksamp

meank.2007Schott

ZX

Zhang–Xu (2009)

mean.zx_ksamp

meank.2009ZX

CPH

Cao–Park–He (2019)

mean.cph_ksamp

meank.2019CPH

chi-square

One-sample normal variance test

variance.chisquare_1samp

var1.chisq

F

Two-sample normal variance test

variance.f_2samp

var2.F

Bartlett

Bartlett homogeneity test (1937)

variance.bartlett

vark.1937Bartlett

Levene

Levene homogeneity test (1960)

variance.levene

vark.1960Levene

Brown–Forsythe

Brown–Forsythe homogeneity test (1974)

variance.brown_forsythe

vark.1974BF

Covariance and joint hypotheses#

Token or name

Expanded method

Canonical Python function

SHT 0.1.9

Fisher

Fisher covariance test (2012), withheld in 0.1.0

no public function

cov1.2012Fisher

WL

Wu–Li random-projection covariance tests (2015)

covariance.wl_1samp, covariance.wl_2samp

cov1.2015WL, cov2.2015WL

LC

Li–Chen covariance test (2012)

covariance.lc_2samp

cov2.2012LC

CLX

Cai–Liu–Xia covariance test (2013)

covariance.clx_2samp

cov2.2013CLX

LYL

Lee–You–Lin maximum pairwise Bayes factor

covariance.lyl_2samp

cov2.mxPBF

Schott 2001

Schott Wald covariance test

covariance.schott_2001_ksamp

covk.2001Schott

Schott 2007

Schott high-dimensional covariance test

covariance.schott_2007_ksamp

covk.2007Schott

AS

Arnold–Shavelle joint mean/variance test (1998)

mean_variance.as_1samp

mvar1.1998AS, mvar1.LRT

PN

Pearson–Neyman (1930)

mean_variance.pn_2samp

mvar2.1930PN

PL

Perng–Littell (1976)

mean_variance.pl_2samp

mvar2.1976PL

Muirhead

Muirhead (1982)

mean_variance.muirhead_2samp

mvar2.1982Muirhead

ZXC

Zhang–Xu–Chen (2012)

mean_variance.zxc_2samp

mvar2.2012ZXC

LRT

Two-sample likelihood-ratio test

mean_variance.lrt_2samp

mvar2.LRT

LLZS

Liu–Liu–Zheng–Shi (2017)

mean_covariance.llzs_1samp

sim1.2017Liu

LRT

One-sample mean/covariance likelihood-ratio test

mean_covariance.lrt_1samp

sim1.LRT

HN

Hyodo–Nishiyama (2018)

mean_covariance.hn_2samp

sim2.2018HN

Distributional goodness-of-fit and special domains#

Token or name

Expanded method

Canonical Python function

SHT 0.1.9

BG

Biswas–Ghosh (2014)

equaldist.bg_2samp

eqdist.2014BG

Shapiro–Wilk

Shapiro–Wilk normality test (1965)

normality.shapiro_wilk

norm.1965SW

Shapiro–Francia

Shapiro–Francia normality test (1972)

normality.shapiro_francia

norm.1972SF

JB

Jarque–Bera normality test (1980)

normality.jarque_bera

norm.1980JB

AJB

Adjusted Jarque–Bera / Urzúa (1996)

normality.adjusted_jarque_bera

norm.1996AJB

RJB

Robust Jarque–Bera / Gel–Gastwirth (2008)

normality.robust_jarque_bera

norm.2008RJB

YM interpoint

Yang–Modarres interpoint test (2017)

uniformity.ym_interpoint

unif.2017YMi

YM quantile

Yang–Modarres quantile test (2017)

uniformity.ym_quantile

unif.2017YMq

simplex uniformity

Dirichlet likelihood-ratio test of uniformity

simplex.uniformity

simplex.uniform

Collision rule#

Years appear in a callable only when author token and sampling design collide inside one module. This is why the covariance module has schott_2001_ksamp and schott_2007_ksamp, while the mean module needs only schott_ksamp. If a future method still collides after adding its year, pySHT will append a descriptive statistic token rather than an arbitrary a or b.