correlated_t_nonlinear¶
- hyppo.tools.correlated_t_nonlinear(n, p=4, random_state=None)¶
Conditionally dependent t-distributed data with nonlinear dependence. Example 11 from 1
\((X, Y, Z) \in \mathbb{R}^4 \times \mathbb{R}^2 \times \mathbb{R}^2\): .. math:
Z_1, \ldots, Z_4 &\sim t(2)\\ Y_1 &= \sin(Z_1) + \cos(Z_2) + Z_3^2 + Z_4^2\\ Y_2 &= Z_1^2 + Z_2^2 + Z_3 + Z_4\\ X &= (Z_1, Z_2, Z_3, Z_4)\\ Y &= (Y_1, Y_2)\\ Z &= (Z_1, Z_2)
- Parameters
n (
int
) -- The number of samples desired by the simulation (>= 5).- Returns
x,y,z (
ndarray
offloat
) -- Simulated data matrices.x
,y
, andz
.
References
- 1
Xueqin Wang, Wenliang Pan, Wenhao Hu, Yuan Tian, and Heping Zhang. Conditional distance correlation. Journal of the American Statistical Association, 110(512):1726–1734, 2015.