How to use Julia to compute the pearson correlation coefficient with p-value?
I am looking for help to calculate the Pearson correlation coefficient with p-value by using Julia language. The analogous function in Python is scipy.stats.pearson
.
The Julia function below only gives me the correlation. Appreciate your help/hint about the p-value part.
using RDatasets, Statistics
iris = dataset("datasets", "iris");
Statistics.cor(iris.SepalLength, iris.SepalWidth)
julia-lang
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I am looking for help to calculate the Pearson correlation coefficient with p-value by using Julia language. The analogous function in Python is scipy.stats.pearson
.
The Julia function below only gives me the correlation. Appreciate your help/hint about the p-value part.
using RDatasets, Statistics
iris = dataset("datasets", "iris");
Statistics.cor(iris.SepalLength, iris.SepalWidth)
julia-lang
add a comment |
I am looking for help to calculate the Pearson correlation coefficient with p-value by using Julia language. The analogous function in Python is scipy.stats.pearson
.
The Julia function below only gives me the correlation. Appreciate your help/hint about the p-value part.
using RDatasets, Statistics
iris = dataset("datasets", "iris");
Statistics.cor(iris.SepalLength, iris.SepalWidth)
julia-lang
I am looking for help to calculate the Pearson correlation coefficient with p-value by using Julia language. The analogous function in Python is scipy.stats.pearson
.
The Julia function below only gives me the correlation. Appreciate your help/hint about the p-value part.
using RDatasets, Statistics
iris = dataset("datasets", "iris");
Statistics.cor(iris.SepalLength, iris.SepalWidth)
julia-lang
julia-lang
edited Nov 16 '18 at 21:39
Puriney
asked Nov 16 '18 at 21:34
PurineyPuriney
90821022
90821022
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add a comment |
1 Answer
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I do not know about an existing implementation but here is a two-sided test with H0 equal to 0 using Fisher transformation:
using Distributions
cortest(x,y) =
if length(x) == length(y)
2 * ccdf(Normal(), atanh(abs(cor(x, y))) * sqrt(length(x) - 3))
else
error("x and y have different lengths")
end
or use the HypothesisTests.jl package, e.g.:
using HypothesisTests
OneSampleZTest(atanh(cor(iris.SepalLength, iris.SepalWidth)),
1, nrow(iris)-3)
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
I do not know about an existing implementation but here is a two-sided test with H0 equal to 0 using Fisher transformation:
using Distributions
cortest(x,y) =
if length(x) == length(y)
2 * ccdf(Normal(), atanh(abs(cor(x, y))) * sqrt(length(x) - 3))
else
error("x and y have different lengths")
end
or use the HypothesisTests.jl package, e.g.:
using HypothesisTests
OneSampleZTest(atanh(cor(iris.SepalLength, iris.SepalWidth)),
1, nrow(iris)-3)
add a comment |
I do not know about an existing implementation but here is a two-sided test with H0 equal to 0 using Fisher transformation:
using Distributions
cortest(x,y) =
if length(x) == length(y)
2 * ccdf(Normal(), atanh(abs(cor(x, y))) * sqrt(length(x) - 3))
else
error("x and y have different lengths")
end
or use the HypothesisTests.jl package, e.g.:
using HypothesisTests
OneSampleZTest(atanh(cor(iris.SepalLength, iris.SepalWidth)),
1, nrow(iris)-3)
add a comment |
I do not know about an existing implementation but here is a two-sided test with H0 equal to 0 using Fisher transformation:
using Distributions
cortest(x,y) =
if length(x) == length(y)
2 * ccdf(Normal(), atanh(abs(cor(x, y))) * sqrt(length(x) - 3))
else
error("x and y have different lengths")
end
or use the HypothesisTests.jl package, e.g.:
using HypothesisTests
OneSampleZTest(atanh(cor(iris.SepalLength, iris.SepalWidth)),
1, nrow(iris)-3)
I do not know about an existing implementation but here is a two-sided test with H0 equal to 0 using Fisher transformation:
using Distributions
cortest(x,y) =
if length(x) == length(y)
2 * ccdf(Normal(), atanh(abs(cor(x, y))) * sqrt(length(x) - 3))
else
error("x and y have different lengths")
end
or use the HypothesisTests.jl package, e.g.:
using HypothesisTests
OneSampleZTest(atanh(cor(iris.SepalLength, iris.SepalWidth)),
1, nrow(iris)-3)
edited Nov 17 '18 at 8:50
answered Nov 16 '18 at 22:02
Bogumił KamińskiBogumił Kamiński
12.8k11220
12.8k11220
add a comment |
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