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July 13, 2021 11:45
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[Correlation tests in Python] #python #tests #correlation #statistics
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# Example of the Pearson's Correlation test | |
from scipy.stats import pearsonr | |
data1 = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
data2 = [0.353, 3.517, 0.125, -7.545, -0.555, -1.536, 3.350, -1.578, -3.537, -1.579] | |
stat, p = pearsonr(data1, data2) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably independent') | |
else: | |
print('Probably dependent') | |
# Example of the Spearman's Rank Correlation Test | |
from scipy.stats import spearmanr | |
data1 = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
data2 = [0.353, 3.517, 0.125, -7.545, -0.555, -1.536, 3.350, -1.578, -3.537, -1.579] | |
stat, p = spearmanr(data1, data2) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably independent') | |
else: | |
print('Probably dependent') | |
# Example of the Kendall's Rank Correlation Test | |
from scipy.stats import kendalltau | |
data1 = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
data2 = [0.353, 3.517, 0.125, -7.545, -0.555, -1.536, 3.350, -1.578, -3.537, -1.579] | |
stat, p = kendalltau(data1, data2) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably independent') | |
else: | |
print('Probably dependent') | |
# Example of the Chi-Squared Test | |
from scipy.stats import chi2_contingency | |
table = [[10, 20, 30],[6, 9, 17]] | |
stat, p, dof, expected = chi2_contingency(table) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably independent') | |
else: | |
print('Probably dependent') |
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