dcor.partial_distance_correlation¶
- partial_distance_correlation(x, y, z)[source]¶
Partial distance correlation estimator.
Compute the estimator for the partial distance correlation of the random vectors corresponding to \(x\) and \(y\) with respect to the random variable corresponding to \(z\).
- Parameters
x (array_like) – First random vector. The columns correspond with the individual random variables while the rows are individual instances of the random vector.
y (array_like) – Second random vector. The columns correspond with the individual random variables while the rows are individual instances of the random vector.
z (array_like) – Random vector with respect to which the partial distance correlation is computed. The columns correspond with the individual random variables while the rows are individual instances of the random vector.
- Returns
Value of the estimator of the partial distance correlation.
- Return type
numpy scalar
See also
Examples
>>> import numpy as np >>> import dcor >>> a = np.array([[1], [1], [2], [2], [3]]) >>> b = np.array([[1], [2], [1], [2], [1]]) >>> c = np.array([[1], [2], [2], [1], [2]]) >>> dcor.partial_distance_correlation(a, a, c) 1.0 >>> dcor.partial_distance_correlation(a, b, c) -0.5... >>> dcor.partial_distance_correlation(b, b, c) 1.0 >>> dcor.partial_distance_correlation(a, c, c) 0.0