File:Correlation range dependence.svg

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Original file (SVG file, nominally 450 × 360 pixels, file size: 50 KB)

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Summary

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Description
English: Plot depicting how various measures of association are affected when the range of a quantitative variable is limited.
Date
Source Own work
Author Skbkekas
SVG development
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Source code
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Python code

import numpy as np
import matplotlib.pyplot as plt

r = 0.9
X = np.random.normal(size=100)
Y = r*X + np.sqrt(1-r**2)*np.random.normal(size=100)

ii = np.flatnonzero( (X>0) * (X<1) )

XR = np.argsort(np.argsort(X))
YR = np.argsort(np.argsort(Y))

def pearson(X,Y):
    cc = np.cov(X,Y)
    return cc[0,1]/np.sqrt(cc[0,0]*cc[1,1])

r1 = pearson(X, Y)
r2 = pearson(X[ii], Y[ii])

s1 = pearson(XR, YR)
s2 = pearson(XR[ii], YR[ii])

plt.clf()
plt.hold(True)
plt.figure(figsize=(5,4))
plt.axes([0.13,0.13,0.8,0.8])
plt.fill((0,1,1,0,0), (-3,-3,3,3,-3), 'lightgrey', ec='lightgrey')
a = plt.plot(X, Y, 'o', color='orange')
b = plt.plot(X[ii], Y[ii], 'o', color='lightblue')
plt.xlim(-3,3)
plt.ylim(-3,3)
plt.xlabel("X", size=18)
plt.ylabel("Y", size=18)
bx = plt.legend((a,b), ["%.2f/%.2f" % (r1,s1), "%.2f/%.2f" % (r2,s2)],\
                'upper left', numpoints=1, handletextpad=0.00001)
bx.draw_frame(False)
plt.savefig("correlation_range_dependence.pdf")
plt.savefig("correlation_range_dependence.svg")

Licensing

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I, the copyright holder of this work, hereby publish it under the following license:
w:en:Creative Commons
attribution
This file is licensed under the Creative Commons Attribution 3.0 Unported license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.

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Date/TimeThumbnailDimensionsUserComment
current14:52, 1 February 2010Thumbnail for version as of 14:52, 1 February 2010450 × 360 (50 KB)Skbkekas (talk | contribs){{Information |Description={{en|1=Plot depicting how various measures of association are affected when the range of a quantitative variable is limited.}} |Source={{own}} |Author=Skbkekas |Date=2010-02-01 |Permission= |other_versions= }}

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