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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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    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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     The SVG code is valid.
     This plot was created with Matplotlib.
     The file size of this SVG plot may be irrationally large because its text has been converted to paths inhibiting translations.
    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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