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scipy.stats.

# chatterjeexi

scipy.stats.chatterjeexi(x, y, *, axis=0, y_continuous=False, method='asymptotic', nan_policy='propagate', keepdims=False)

  Compute the xi correlation and perform a test of independence

  The xi correlation coefficient is a measure of association between two variables; the value tends to be close to zero when the variables are independent and close to 1 when there is a strong association. Unlike other correlation coefficients, the xi correlation is effective even when the association is not monotonic.

  Parameters:
    x, y array-like

      The samples: corresponding observations of the independent and dependent variable. The (N-d) arrays must be broadcastable.

    axis int or None, default: 0

      If an int, the axis of the input along which to compute the statistic. The statistic of each axis-slice (e.g. row) of the input will appear in a corresponding element of the output. If `None`, the input will be raveled before computing the statistic.

    method‘asymptotic’ or `PermutationMethod` instance, optional

      Selects the method used to calculate the p-value. Default is ‘asymptotic’. The following options are available.

      - `'asymptotic'`: compares the standardized test statistic against the normal distribution.

      - `PermutationMethod` instance. In this case, the p-value is computed using `permutation_test` with the provided configuration options and other appropriate settings.

    y_continuous bool, default: False

      Whether y is assumed to be drawn from a continuous distribution. If y is drawn from a continuous distribution, results are valid whether this is assumed or not, but enabling this assumption will result in faster computation and typically produce similar results.

    nan_policy{‘propagate’, ‘omit’, ‘raise’}

      Defines how to handle input NaNs.

      - `propagate`: if a NaN is present in the axis slice (e.g. row) along which the statistic is computed, the corresponding entry of the output will be NaN.

      - `omit`: NaNs will be omitted when performing the calculation. If insufficient data remains in the axis slice along which the statistic is computed, the corresponding entry of the output will be NaN.

      - `raise`: if a NaN is present, a `ValueError` will be raised.

    keepdims bool, default: False

      If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the input array.

  Returns:
    res SignificanceResult

      An object containing attributes:

      statisticfloat

        The xi correlation statistic.

      pvaluefloat

        The associated p-value: the probability of a statistic at least as high as the observed value under the null hypothesis of independence.

  See also

  `scipy.stats.pearsonr`, `scipy.stats.spearmanr`, `scipy.stats.kendalltau`

  Notes

  There is currently no special handling of ties in x; they are broken arbitrarily by the implementation.

  [1] notes that the statistic is not symmetric in x and y by design: “…we may want to understand if \(Y\) is a function \(X\), and not just if one of the variables is a function of the other.” See [1] Remark 1.

  Beginning in SciPy 1.9, `np.matrix` inputs (not recommended for new code) are converted to `np.ndarray` before the calculation is performed. In this case, the output will be a scalar or `np.ndarray` of appropriate shape rather than a 2D `np.matrix`. Similarly, while masked elements of masked arrays are ignored, the output will be a scalar or `np.ndarray` rather than a masked array with `mask=False`.

  References

  [1] (1,2)

  Chatterjee, Sourav. “A new coefficient of correlation.” Journal of the American Statistical Association 116.536 (2021): 2009-2022. DOI:10.1080/01621459.2020.1758115.

  Examples

  Generate perfectly correlated data, and observe that the xi correlation is nearly 1.0.

      >>> import numpy as np
      >>> from scipy import stats
      >>> rng = np.random.default_rng()
      >>> x = rng.uniform(0, 10, size=100)
      >>> y = np.sin(x)
      >>> res = stats.chatterjeexi(x, y)
      >>> res.statistic
      np.float64(0.9012901290129013)

  The probability of observing such a high value of the statistic under the null hypothesis of independence is very low.

      >>> res.pvalue
      np.float64(2.2206974648177804e-46)

  As noise is introduced, the correlation coefficient decreases.

      >>> noise = rng.normal(scale=[[0.1], [0.5], [1]], size=(3, 100))
      >>> res = stats.chatterjeexi(x, y + noise, axis=-1)
      >>> res.statistic
      array([0.79507951, 0.41824182, 0.16651665])

  Because the distribution of y is continuous, it is valid to pass `y_continuous=True`. The statistic is identical, and the p-value (not shown) is only slightly different.

      >>> stats.chatterjeexi(x, y + noise, y_continuous=True, axis=-1).statistic
      array([0.79507951, 0.41824182, 0.16651665])