python 相关性检验_在Python中计算Pearson相关性和重要性

您可以看一下scipy.stats：

from pydoc import help

from scipy.stats.stats import pearsonr

help(pearsonr)

>>>

Help on function pearsonr in module scipy.stats.stats:

pearsonr(x, y)

Calculates a Pearson correlation coefficient and the p-value for testing

non-correlation.

The Pearson correlation coefficient measures the linear relationship

between two datasets. Strictly speaking, Pearson's correlation requires

that each dataset be normally distributed. Like other correlation

coefficients, this one varies between -1 and +1 with 0 implying no

correlation. Correlations of -1 or +1 imply an exact linear

relationship. Positive correlations imply that as x increases, so does

y. Negative correlations imply that as x increases, y decreases.

The p-value roughly indicates the probability of an uncorrelated system

producing datasets that have a Pearson correlation at least as extreme

as the one computed from these datasets. The p-values are not entirely

reliable but are probably reasonable for datasets larger than 500 or so.

Parameters

----------

x : 1D array

y : 1D array the same length as x

Returns

-------

(Pearson's correlation coefficient,

2-tailed p-value)

References

----------

http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation

python 相关性检验_在Python中计算Pearson相关性和重要性相关推荐

python t检验_讲讲统计学中T检验的种类
这一篇给大家介绍一下T检验的种类以及具体的Python实现代码.T检验是比较两个均值差异的,不同种类T检验的差别其实在于均值的计算差异. 1.单样本T检验单样本T检验是用来检验一组样本的均值A与一个 ...
python ks检验_在python scipy中实现Kolmogorov Smirnov检验
您的数据是以mu = 0.07和sigma = 0.89生成的. 您正在使用平均值0和标准偏差1的正态分布来测试此数据. 零假设(H0)是您的数据是样本的分布等于标准正态分布,平均值为0,标准偏差为1 ...
python稳健性检验_利用Python检验你的策略参数是否过拟合
过拟合现象一般来说,量化研究员在优化其交易策略参数时难免会面临这样一个问题:优化过后的策略在样本内表现一般来说均会超过其在样本外的表现,即参数过拟合.对于参数优化来说,由于优化时存在噪音,过拟合是不 ...
python 时间序列预测_使用Python进行动手时间序列预测
python 时间序列预测 Time series analysis is the endeavor of extracting meaningful summary and statistical ...
python 概率分布模型_使用python的概率模型进行公司估值
python 概率分布模型 Note from Towards Data Science's editors: While we allow independent authors to publis ...
python对象引用计数器_在Python中借助计数器对象对项目进行计数
python对象引用计数器前提 (The Premise) When we deal with data containers, such as tuples and lists, in Pytho ...
python 斯皮尔曼相关系数_使用Python计算非参数的秩相关
相关性是两个变量之间关联的度量. 当两个变量都有良好理解的高斯分布时,很容易计算和解释.而当我们不知道变量的分布时,我们必须使用非参数的秩相关(Rank Correlation,或称为等级相关)方法. ...
python相关性分析_python实践统计学中的三大相关性系数，并绘制相关性分析的热力图...
本文首发地址: https://yishuihancheng.blog.csdn.net/article/details/83547648 欢迎关注我的博客[Together_CZ],我是沂水寒城! ...
python样本期望值_用 python 做 z 检验，t 检验
文章目录 1. z 检验 2. t 检验 Python 中的假设检验一般用到 scipy 或 statsmodels 包,需要注意的是,这两个包里面各种检验的置信度都是 0.05. 1. z 检验对 ...

python 相关性检验_在Python中计算Pearson相关性和重要性

python 相关性检验_在Python中计算Pearson相关性和重要性相关推荐

最新文章

热门文章