How to calculate statistical significance of correlation in pandas or some other python module

天大地大妈咪最大 提交于 2019-12-08 12:04:15

问题


I am using the Pandas library in Python.

So, I am calculating correlations between attributes in my data-set.

df.corr()

This is a nice function that returns a data-frame of correlations between all attributes.

There is this term called statistical significance of correlation, which test the probability that this difference was obtain by chance (description here).

So does anybody know if there is a function to return this in pandas or in some other Python library.

来源:https://stackoverflow.com/questions/51569099/how-to-calculate-statistical-significance-of-correlation-in-pandas-or-some-other

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