python Scipy - 计算相关系数并得到相关的t检验

Posted 2021-05-09

import numpy as np
import scipy.stats as stats

r, p = stats.pearsonr(x, y)
# complicated formula derived from scipy's source code; matches R's cor.test
t = np.sqrt(r**2 * (dof / ((1.0 - r) * (1.0 + r))))