📜  pearson 的相关系数滚动窗口 - 无论代码示例

📅  最后修改于: 2022-03-11 14:55:57.435000             🧑  作者: Mango

代码示例1
import pandas as pd
from scipy.special import betainc

def pvalue(corr, n=50):
    df = n - 2
    t_squared = corr**2 * (df / ((1.0 - corr) * (1.0 + corr)))
    prob = betainc(0.5*df, 0.5, df/(df+t_squared))
    return prob