HypothesisTest_PartialRegression

HypothesisTest_PartialRegression(firstSample, secondSample, selection, level=0.95)

Test whether two discrete samples are independent.

Available usages:

HypothesisTest.PartialRegression(firstSample, secondSample, selection)

HypothesisTest.PartialRegression(firstSample, secondSample, selection, level)

Parameters:

fisrtSample : 2-d sequence of float

First tested sample, of dimension n \geq 1.

secondSample : 2-d sequence of float

Second tested sample, of dimension 1.

selection : sequence of int, maximum integer value < n

List of indices selecting which subsets of the first sample will successively be tested with the second sample through the regression test.

level : positive float < 1

Threshold p-value of the test (= 1 - first type risk), it must be < 1, equal to 0.95 by default.

Returns:

testResult : TestResult

Structure containing the result of the test.

Notes

The Partial Regression Test is used to check the quality of the linear regression model between two samples: firstSample of dimension n and secondSample of dimension 1. The parameter selection enables to select specific subsets of the firstSample to be tested.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> dim = 3
>>> distCol = [ot.Normal()] * dim
>>> S = ot.CorrelationMatrix(dim)
>>> S[0, dim - 1] = 0.99
>>> copula = ot.NormalCopula(S)
>>> distribution = ot.ComposedDistribution(distCol, copula)
>>> sample = distribution.getSample(30)
>>> firstSample = sample[:, :2]
>>> secondSample = sample[:, 2]
>>> selection = [1]
>>> test_result = ot.HypothesisTest.PartialRegression(firstSample, secondSample, selection)
>>> print(test_result)
[class=TestResult name=Unnamed type=Regression binaryQualityMeasure=true p-value threshold=0.05 p-value=0.579638 description=[]]