1.2.3-SNAPSHOT permalink Arrow_down_16x16

correlation-linearity-test

incanter.stats

  • (correlation-linearity-test a b)

http://en.wikipedia.org/wiki/Correlation_ratio

It is worth noting that if the relationship between values of and values of overline y_x is linear (which is certainly true when there are only two possibilities for x) this will give the same result as the square of the correlation coefficient, otherwise the correlation ratio will be larger in magnitude. It can therefore be used for judging non-linear relationships.

0 Examples top

Log in to add / edit an example.

See Also top

Log in to add a see also.

Plus_12x12 Minus_12x12 Source incanter/stats.clj:2729 top

(defn correlation-linearity-test
"
http://en.wikipedia.org/wiki/Correlation_ratio

It is worth noting that if the relationship between values of  and values of overline y_x is linear (which is certainly true when there are only two possibilities for x) this will give the same result as the square of the correlation coefficient, otherwise the correlation ratio will be larger in magnitude. It can therefore be used for judging non-linear relationships.
"
[a b]
(- (correlation-ratio a b)
   (correlation a b)))
Vars in incanter.stats/correlation-linearity-test: - defn
Used in 0 other vars

Comments top

No comments for correlation-linearity-test. Log in to add a comment.