def get_dcor(x, y):
"""Calculate distance correlation between two vectors
Uses the distance correlation package from:
https://github.com/andrewdyates/dcor
Parameters
----------
x : numpy.array
1-dimensional array (aka a vector) of the independent, predictor
variable
y : numpy.array
1-dimensional array (aka a vector) of the dependent, target variable
Returns
-------
dc : float
Distance covariance
dr : float
Distance correlation
dvx : float
Distance variance on x
dvy : float
Distance variance on y
"""
# cython version of dcor
try:
import dcor_cpy as dcor
except ImportError as e:
sys.stderr.write("Please install dcor_cpy.")
raise e
dc, dr, dvx, dvy = dcor.dcov_all(x, y)
return dc, dr, dvx, dvy
def get_dcor(x, y):
"""Calculate distance correlation between two vectors
Uses the distance correlation package from:
https://github.com/andrewdyates/dcor
Parameters
----------
x : numpy.array
1-dimensional array (aka a vector) of the independent, predictor
variable
y : numpy.array
1-dimensional array (aka a vector) of the dependent, target variable
Returns
-------
dc : float
Distance covariance
dr : float
Distance correlation
dvx : float
Distance variance on x
dvy : float
Distance variance on y
"""
# cython version of dcor
try:
import dcor_cpy as dcor
except ImportError as e:
sys.stderr.write("Please install dcor_cpy.")
raise e
dc, dr, dvx, dvy = dcor.dcov_all(x, y)
return dc, dr, dvx, dvy
def get_dcor(x, y):
"""
get dcor
see: https://github.com/andrewdyates/dcor
input:
x - predictor vector
y - target vector
output:
dc, dr, dvx, dvy
"""
# cython version of dcor
import dcor_cpy as dcor
dc, dr, dvx, dvy = dcor.dcov_all(x, y)
return dc, dr, dvx, dvy
def get_dcor(x, y):
"""
get dcor
see: https://github.com/andrewdyates/dcor
input:
x - predictor vector
y - target vector
output:
dc, dr, dvx, dvy
"""
# cython version of dcor
import dcor_cpy as dcor
dc, dr, dvx, dvy = dcor.dcov_all(x, y)
return dc, dr, dvx, dvy
import dcor_py
import numpy as np
# Sanity test for numpy implementation
a = [1, 2, 3, 4, 5]
b = np.array([1, 2, 9, 4, 4])
print "a: ", a
print "b: ", b
print "(dcov, dcor, a_dcov, b_dcor)"
print "R energy package expected values"
print "1.1593101 0.7626762 1.1027239 2.0953281"
print "Numpy Implementation"
print dcor_py.dcov_all(a, b)
print dcor_py.dcov_all(b, a)
print dcor_py.dcov_all(a, a)
# Sanity test for cython implementation
try:
import dcor_cpy
print "Cython Implementation"
print dcor_cpy.dcov_all(a, b)
print dcor_cpy.dcov_all(b, a)
print dcor_cpy.dcov_all(a, a)
except ImportError, e:
print "DID YOU BUILD CYTHON FOR YOUR PLATFORM? SEE README!"
print
print "Cannot import cython implementation.", e
import dcor_py import numpy as np # Sanity test for numpy implementation a = [1,2,3,4,5] b = np.array([1,2,9,4,4]) print "a: ", a print "b: ", b print "(dcov, dcor, a_dcov, b_dcor)" print "R energy package expected values" print "1.1593101 0.7626762 1.1027239 2.0953281" print "Numpy Implementation" print dcor_py.dcov_all(a,b) print dcor_py.dcov_all(b,a) print dcor_py.dcov_all(a,a) # Sanity test for cython implementation try: import dcor_cpy print "Cython Implementation" print dcor_cpy.dcov_all(a,b) print dcor_cpy.dcov_all(b,a) print dcor_cpy.dcov_all(a,a) except ImportError, e: print "DID YOU BUILD CYTHON FOR YOUR PLATFORM? SEE README!" print print "Cannot import cython implementation.", e
