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
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.