CORR
# gma.math.Evaluation.CORR(Measure, Simulation, Method = 'pearson', Axis = 0)
功能:【r,P】。相关系数和显著性水平。
参数:
Measure:list||array
。第一组数据。
Simulation:list||array
。第二组数据。
可选参数:
Method = str
。默认计算皮尔逊相关(pearson)。
其他支持的方法
kendall(肯德尔秩相关),spearman(斯皮尔曼相关)。
Axis = int
。数据评估使用的轴。
返回:nametuple
(CORR, P)。
示例:
from gma import math
序列(1 维)
MEA = [0.16359164, 0.16359164, 0.17469311, 0.20163227]
SIM = [0.22857143, 0.32706435, 0.21466192, 0.10225949]
EVA = math.Evaluation.CORR(MEA, SIM)
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>>> CORR(CORR=array(-0.8971926), P=array(0.1028074))
不同计算方法比较
Methods = ['pearson', 'kendall', 'spearman']
for m in Methods:
print(m, math.Evaluation.CORR(MEA, SIM, Method = m))
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>>> pearson CORR(CORR=array(-0.8971926), P=array(0.1028074))
>>> kendall CORR(CORR=array(-0.91287093), P=array(0.07095149))
>>> spearman CORR(CORR=array(-0.9486833), P=array(0.0513167))
更多维度
MEA = [[ 0.05120073, 0.05444646, 0.05096978, 0.05096978],
[ 0.16359164, 0.18061367, 0.16168582, 0.16168582],
[-0.07699195, -0.07706093, -0.07740774, -0.07740774],
[ 0.17469311, 0.19315895, 0.15614156, 0.15614156],
[ 0.2006536 , 0.18265162, 0.15587704, 0.15587704]]
SIM = [[ 0.22857143, 0.22911051, 0.1908772 , 0.1908772 ],
[ 0.2956548 , 0.3080475 , 0.22230114, 0.22230114],
[ 0.32706437, 0.35 , 0.29352903, 0.29352903],
[ 0.03658536, 0.03522885, 0.03478987, 0.03478987],
[-0.10225949, -0.07193749, -0.05467691, -0.05467691]]
## 按照第一个维度计算
EVA0 = math.Evaluation.CORR(MEA, SIM, Axis = 0)
print('"Axis = 0":', EVA0)
## 按照第二个维度计算
EVA1 = math.Evaluation.CORR(MEA, SIM, Axis = 1)
print('"Axis = 1":', EVA1)
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>>> "Axis = 0": CORR(CORR=array([-0.70495502, -0.65676601, -0.69753887, -0.69753887]), P=array([0.18363032, 0.22855325, 0.19036202, 0.19036202]))
>>> "Axis = 1": CORR(CORR=array([ 0.63613622, 0.73326187, 0.89015278, 0.40962382, -0.97075341]), P=array([0.36386378, 0.26673813, 0.10984722, 0.59037618, 0.02924659]))