correlated_t_quadratic

hyppo.tools.correlated_t_quadratic(n, p=10, random_state=None)

Conditionally dependent t-distributed data with quadratic dependence. Example 10 from 1

\((X, Y, Z) \in \mathbb{R}^10 \times \mathbb{R}^2 \times \mathbb{R}\): .. math:

Z_1, Z_2, \cdots, Z_{13}  &\sim t(1)\\
X_i &= Z_i, i = 1, 2, \cdots, 9\\
X_{10} &= Z_{10} + Z_{11}\\
Y_1 &= Z_1 Z_2 + Z_3 Z_4 + Z_5 Z_{11} + Z_{12}\\
Y_2 &= Z_6 Z_7 + Z_8 Z_9 + Z_{10} Z_{11} + Z_{13}\\
Z &= Z_{11}

Parameters

n (int) -- The number of samples desired by the simulation (>= 5).

Returns

x,y,z (ndarray of float) -- Simulated data matrices. x, y, and z.

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.

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