mqr.inference.correlation.

confint#

mqr.inference.correlation.confint(x, y, conf=0.95, bounded='both', method='fisher-z')#

Confidence interval on the Pearson correlation coefficient.

Parameters:
x, yarray_like

Calculate correlation between these samples.

conffloat, optional

Confidence level that determines the width of the interval.

bounded{‘both’, ‘above’, ‘below’}, optional

Which sides of the interval to close.

method{‘fisher-z’}, optional

Type of statistic. Only Fisher’s z-transform (see [1]), is currently implemented.

Returns:
mqr.inference.confint.ConfidenceInterval

References

[1]

Asuero, A. G., Sayago, A., & González, A. G. (2006). The correlation coefficient: An overview. Critical reviews in analytical chemistry, 36(1), 41-59.