mqr.inference.nonparametric.correlation.

test

mqr.inference.nonparametric.correlation.test(x, y, alternative='two-sided', method='spearman')

Hypothesis test for correlation between two samples.

Null hypothesis

corr(x, y) == 0

Parameters:

x, yarray_like

Test correlation of these two equal-length samples.

alternative{‘two-sided’, ‘less’, ‘greater’}, optional

Sense of alternative hypothesis.

method{‘spearman’, ‘kendall’}, optional

‘spearman’

Spearman correlation coefficient. Calls scipy..spearmanr.

‘kendall’

Kendall’s tau measure. Calls scipy..kendalltau.

Returns:

mqr.inference.hyptest.HypothesisTest