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title: Pearson Correlation Coefficient | |
emoji: 🤗 | |
colorFrom: blue | |
colorTo: red | |
sdk: gradio | |
sdk_version: 3.19.1 | |
app_file: app.py | |
pinned: false | |
tags: | |
- evaluate | |
- metric | |
description: >- | |
Pearson correlation coefficient and p-value for testing non-correlation. | |
The Pearson correlation coefficient measures the linear relationship between two datasets. The calculation of the p-value relies on the assumption that each dataset is normally distributed. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. | |
The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. | |
# Metric Card for Pearson Correlation Coefficient (pearsonr) | |
## Metric Description | |
Pearson correlation coefficient and p-value for testing non-correlation. | |
The Pearson correlation coefficient measures the linear relationship between two datasets. The calculation of the p-value relies on the assumption that each dataset is normally distributed. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. | |
The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. | |
## How to Use | |
This metric takes a list of predictions and a list of references as input | |
```python | |
>>> pearsonr_metric = evaluate.load("pearsonr") | |
>>> results = pearsonr_metric.compute(predictions=[10, 9, 2.5, 6, 4], references=[1, 2, 3, 4, 5]) | |
>>> print(round(results['pearsonr']), 2) | |
['-0.74'] | |
``` | |
### Inputs | |
- **predictions** (`list` of `int`): Predicted class labels, as returned by a model. | |
- **references** (`list` of `int`): Ground truth labels. | |
- **return_pvalue** (`boolean`): If `True`, returns the p-value, along with the correlation coefficient. If `False`, returns only the correlation coefficient. Defaults to `False`. | |
### Output Values | |
- **pearsonr**(`float`): Pearson correlation coefficient. Minimum possible value is -1. Maximum possible value is 1. Values of 1 and -1 indicate exact linear positive and negative relationships, respectively. A value of 0 implies no correlation. | |
- **p-value**(`float`): P-value, which roughly indicates the probability of an The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. Minimum possible value is 0. Maximum possible value is 1. Higher values indicate higher probabilities. | |
Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. | |
Output Example(s): | |
```python | |
{'pearsonr': -0.7} | |
``` | |
```python | |
{'p-value': 0.15} | |
``` | |
#### Values from Popular Papers | |
### Examples | |
Example 1-A simple example using only predictions and references. | |
```python | |
>>> pearsonr_metric = evaluate.load("pearsonr") | |
>>> results = pearsonr_metric.compute(predictions=[10, 9, 2.5, 6, 4], references=[1, 2, 3, 4, 5]) | |
>>> print(round(results['pearsonr'], 2)) | |
-0.74 | |
``` | |
Example 2-The same as Example 1, but that also returns the `p-value`. | |
```python | |
>>> pearsonr_metric = evaluate.load("pearsonr") | |
>>> results = pearsonr_metric.compute(predictions=[10, 9, 2.5, 6, 4], references=[1, 2, 3, 4, 5], return_pvalue=True) | |
>>> print(sorted(list(results.keys()))) | |
['p-value', 'pearsonr'] | |
>>> print(round(results['pearsonr'], 2)) | |
-0.74 | |
>>> print(round(results['p-value'], 2)) | |
0.15 | |
``` | |
## Limitations and Bias | |
As stated above, the calculation of the p-value relies on the assumption that each data set is normally distributed. This is not always the case, so verifying the true distribution of datasets is recommended. | |
## Citation(s) | |
```bibtex | |
@article{2020SciPy-NMeth, | |
author = {Virtanen, Pauli and Gommers, Ralf and Oliphant, Travis E. and | |
Haberland, Matt and Reddy, Tyler and Cournapeau, David and | |
Burovski, Evgeni and Peterson, Pearu and Weckesser, Warren and | |
Bright, Jonathan and {van der Walt}, St{\'e}fan J. and | |
Brett, Matthew and Wilson, Joshua and Millman, K. Jarrod and | |
Mayorov, Nikolay and Nelson, Andrew R. J. and Jones, Eric and | |
Kern, Robert and Larson, Eric and Carey, C J and | |
Polat, {\.I}lhan and Feng, Yu and Moore, Eric W. and | |
{VanderPlas}, Jake and Laxalde, Denis and Perktold, Josef and | |
Cimrman, Robert and Henriksen, Ian and Quintero, E. A. and | |
Harris, Charles R. and Archibald, Anne M. and | |
Ribeiro, Ant{\^o}nio H. and Pedregosa, Fabian and | |
{van Mulbregt}, Paul and {SciPy 1.0 Contributors}}, | |
title = {{{SciPy} 1.0: Fundamental Algorithms for Scientific | |
Computing in Python}}, | |
journal = {Nature Methods}, | |
year = {2020}, | |
volume = {17}, | |
pages = {261--272}, | |
adsurl = {https://rdcu.be/b08Wh}, | |
doi = {10.1038/s41592-019-0686-2}, | |
} | |
``` | |
## Further References | |