naginterfaces.library.correg.coeffs_pearson_subset¶
- naginterfaces.library.correg.coeffs_pearson_subset(x, kvar)[source]¶
coeffs_pearson_subset
computes means and standard deviations, sums of squares and cross-products of deviations from means, and Pearson product-moment correlation coefficients for selected variables.For full information please refer to the NAG Library document for g02bg
https://support.nag.com/numeric/nl/nagdoc_30.2/flhtml/g02/g02bgf.html
- Parameters
- xfloat, array-like, shape
must be set to , the value of the th observation on the th variable, for , for .
- kvarint, array-like, shape
must be set to the column number in of the th variable for which information is required, for .
- Returns
- xbarfloat, ndarray, shape
The mean value, , of the variable specified in , for .
- stdfloat, ndarray, shape
The standard deviation, , of the variable specified in , for .
- sspfloat, ndarray, shape
is the cross-product of deviations, , for the variables specified in and , for , for .
- rfloat, ndarray, shape
is the product-moment correlation coefficient, , between the variables specified in and , for , for .
- Raises
- NagValueError
- (errno )
On entry, .
Constraint: .
- (errno )
On entry, and .
Constraint: and .
- (errno )
On entry, , and .
Constraint: .
- Notes
No equivalent traditional C interface for this routine exists in the NAG Library.
The input data consist of observations for each of variables, given as an array
where is the th observation on the th variable, together with the subset of these variables, , for which information is required.
The quantities calculated are:
Means:
Standard deviations:
Sums of squares and cross-products of deviations from zero:
Pearson product-moment correlation coefficients:
If or is zero, is set to zero.