Module containing methods for calculating correlation between variables.


conditional_entropy(x, y)

Calculate the conditional entropy of x given y: S(x|y).

correlation_ratio(categorical_data, ...[, ...])

Calculate the correlation ratio of numerical_variable to categorical_variable.

symmetric_theil_u_correlation(x, y)

Calculate the symmetric Theil's U correlation of y to x.

theil_u_correlation(x, y)

Calculate the Theil's U correlation of y to x.