pywhy_stats.independence_test#
- independence_test(X, Y, condition_on=None, method=Methods.AUTO, **kwargs)[source]#
Perform a (conditional) independence test to determine whether X and Y are independent.
The test may be conditioned on an optional set of variables. This is, test whether
X _||_ Y | condition_on
, where the null hypothesis is that X and Y are independent.- Parameters:
- Xarray_like, shape (n_samples, n_features_x)
Data matrix for X.
- Yarray_like, shape (n_samples, n_features_y)
Data matrix for Y.
- condition_onarray_like or
None
, shape (n_samples, n_features_z), optional Data matrix for the conditioning variables. If None is given, an unconditional test is performed.
- method
Methods
, optional Independence test method from the
pywhy_stats.Methods
enum. Default isMethods.AUTO
, which will automatically select an appropriate method.- **kwargs
dict
orNone
, optional Additional keyword arguments to be passed to the specific test method
- Returns:
- result
PValueResult
An instance of the PValueResult data class, containing the p-value, test statistic, and any additional information related to the independence test.
- result
See also
pywhy_stats.independence.fisherz
Fisher’s Z test for independence
pywhy_stats.independence.kci
Kernel Conditional Independence test