Module « scipy.stats.mstats »

Fonction pearsonr - module scipy.stats.mstats

Signature de la fonction pearsonr

def pearsonr(x, y) 

Description

pearsonr.__doc__

    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 : 1-D array_like
        Input
    y : 1-D array_like
        Input

    Returns
    -------
    pearsonr : float
        Pearson's correlation coefficient, 2-tailed p-value.

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