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Summary

Description
English: Scatterplot comparing Spearman and Pearson correlation.
Date
Source Own work
Author Skbkekas
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Source code
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Python code

import matplotlib.pyplot as plt
import numpy as np

X = np.random.uniform(size=100)

Y = np.log(X/(1-X))

Y = np.sign(Y)*np.abs(Y)**1.4

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

plt.clf()
plt.figure(figsize=(4,3.8))
plt.axes([0.17,0.12,0.8,0.75])
plt.plot(X, Y, 'o', color='orange')
plt.grid(True)
plt.title("Spearman correlation=1\nPearson correlation=%.2f" % cc)
plt.xlabel("X", size=16)
plt.ylabel("Y", size=16)
plt.xlim(-0.05,1.05)
plt.savefig("spearman_fig1.pdf")
plt.savefig("spearman_fig1.svg")

Licensing

I, the copyright holder of this work, hereby publish it under the following license:
w:en:Creative Commons
attribution share alike
This file is licensed under the Creative Commons Attribution-Share Alike 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.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.

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18 December 2009

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Date/TimeThumbnailDimensionsUserComment
current15:16, 18 December 2009Thumbnail for version as of 15:16, 18 December 2009360 × 341 (56 KB)Skbkekas{{Information |Description={{en|1=Scatterplot comparing Spearman and Pearson correlation.}} |Source={{own}} |Author=Skbkekas |Date=2009-12-18 |Permission= |other_versions= }} Category:Statistical charts

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