psiaudio.stats module
- ht2_2samp(x1, x2)
Computes the two-sample Hotelling T^2 statistic representing the distance between x1 and x2.
Implements Srivastava (2007), Multivariate Theory for Analyzing High Dimensional Data.
- Parameters:
x1 (2D array or DataFrame) – Rows are individual trials.
x2 ({None, 2D array or DataFrame}) – Rows are individual trials.
- Returns:
result – Named tuple (T2, F, p, df) where T2 is the T^2 statistic, F is the F value, p is the p-value as computed under the assumption that the F-statistic follows the chi-square distribution, and df is the degrees of freedom.
- Return type:
namedtuple
- ht2_2samp_result
alias of
HT2_2_samp_result
- ht2_individual(train, test=None)
Computes the Hotelling T^2 statistic for each individual trial in the test set against the distribution in the train set.
- Parameters:
train (2D array or DataFrame) – Rows are individual trials. This is the reference dataset.
test ({None, 2D array or DataFrame}) – Rows are individual trials. If None, then the train set is used as the test set.
- Returns:
t2 – T^2 statistic for each row in the test set.
- Return type:
1D array