pearsonr

mpsci.stats.pearsonr(x, y, alternative='two-sided')

Pearson’s correlation coefficient.

Returns the correlation coefficient r and the p-value.

x and y must be one-dimensional sequences with the same lengths.

The function assumes all the values in x and y are finite (no inf, no nan).

Examples

>>> from mpsci.stats import pearsonr
>>> from mpmath import mp
>>> mp.dps = 25
>>> x = [1, 2, 3, 5, 8, 10]
>>> y = [0.25, 2, 2, 2.5, 2.4, 5.5]

Compute the correlation coefficent and p-value.

>>> r, p = pearsonr(x, y)
>>> r
mpf('0.8645211772786436751458124677')
>>> p
mpf('0.02628844331049414042317641803')

Compute a one-sided p-value. The correlation coefficient is the same; only the p-value is different.

>>> r, p = pearsonr(x, y, alternative='greater')
>>> r
mpf('0.8645211772786436751458124677')
>>> p
mpf('0.01314422165524707021158820901')