Spearman¶
- Spearman(firstSample, secondSample, level=0.05)¶
Test whether two samples have no rank correlation.
Refer to Spearman correlation test.
- Parameters:
- firstSample2-d sequence of float
First tested sample, of dimension .
- secondSample2-d sequence of float
Second tested sample, of dimension 1.
- levelpositive float , optional
Threshold p-value of the test (= first kind risk), it must be , equal to 0.05 by default.
- Returns:
- testResult
TestResult
Structure containing the result of the test.
- testResult
See also
Notes
The Spearman Test is used to check whether two samples of dimension 1 have no rank correlation.
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> distribution = ot.Normal() >>> firstSample = distribution.getSample(30) >>> func = ot.SymbolicFunction(['x'], ['x^2']) >>> secondSample = func(firstSample) >>> test_result = ot.HypothesisTest.Spearman(firstSample, secondSample) >>> print(test_result) class=TestResult name=Unnamed type=Spearman binaryQualityMeasure=true p-value threshold=0.05 p-value=0.442067 statistic=-0.774521 description=[] >>> no_rank_correlation = test_result.getBinaryQualityMeasure()
Examples using the function¶
Test independence