def test_correlation(self):
dc = DependenceCoef(self.X, self.Y)
n = len(np.ma.compressed(self.X))
mean_x = np.ma.mean(self.X)
mean_y = np.ma.mean(self.Y)
self.cov = np.ma.sum(np.multiply(np.subtract(self.X, mean_x), np.subtract(self.Y, mean_y)))/n
self.S_x = np.std(self.X)
self.S_y = np.std(self.Y)
self.R = self.cov / (self.S_x * self.S_y)
self.assertEqual(dc.correlation(), self.R,'correlation failed')
dc = DependenceCoef(self.X, self.X)
self.assertEqual(dc.correlation(), 1.0,'correlation failed')
def test_correlation(self):
dc = DependenceCoef(self.X, self.Y)
n = len(np.ma.compressed(self.X))
mean_x = np.ma.mean(self.X)
mean_y = np.ma.mean(self.Y)
self.cov = np.ma.sum(
np.multiply(np.subtract(self.X, mean_x), np.subtract(
self.Y, mean_y))) / n
self.S_x = np.std(self.X)
self.S_y = np.std(self.Y)
self.R = self.cov / (self.S_x * self.S_y)
self.assertEqual(dc.correlation(), self.R, 'correlation failed')
dc = DependenceCoef(self.X, self.X)
self.assertEqual(dc.correlation(), 1.0, 'correlation failed')
