fairlens.metrics.correlation#

Collection of metrics, tests that measure the correlation between two univariate distributions.

Functions

cramers_v

Metric that calculates the corrected Cramer's V statistic for categorical-categorical correlations, used in heatmap generation.

distance_cn_correlation

Metric that uses non-linear correlation distance to obtain a correlation coefficient for categorical-numerical column pairs.

distance_nn_correlation

Metric that uses non-linear correlation distance to obtain a correlation coefficient for numerical-numerical column pairs.

kruskal_wallis

Metric that uses the Kruskal-Wallis H Test to obtain a p-value indicating the possibility that a categorical and numerical series are not correlated, used in heatmap generation.

kruskal_wallis_boolean

Metric that uses the Kruskal-Wallis H Test to obtain a p-value that is used to determine whether the possibility that the columns obtained by grouping the continuous series by the categorical series come from the same distribution.

pearson

Metric that calculates Pearson's correlation coefficent for numerical-numerical pairs of series, used in heatmap generation.

r2_mcfadden

Metric used for categorical-numerical continuous.