theil_u_correlation#
- theil_u_correlation(x: Union[List, ndarray, Series], y: Union[List, ndarray, Series]) float[source]#
Calculate the Theil’s U correlation of y to x.
Theil’s U is an asymmetric measure ranges [0,1] based on entropy which answers the question: how well does variable y explains variable x? For more information see https://en.wikipedia.org/wiki/Uncertainty_coefficient
- Parameters
- x: Union[List, np.ndarray, pd.Series]
A sequence of a categorical variable values without nulls
- y: Union[List, np.ndarray, pd.Series]
A sequence of a categorical variable values without nulls
- Returns
- float
Representing the Theil U correlation between y and x