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p-value of a statistical test of dependence #3

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f85e603
[HSIC] add p_value to results
thonic Jun 1, 2020
d7368c0
[README] add p_value to README
thonic Jun 1, 2020
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3 changes: 2 additions & 1 deletion HSIC.py
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Original file line number Diff line number Diff line change
Expand Up @@ -106,5 +106,6 @@ def hsic_gam(X, Y, alph = 0.5):
bet = varHSIC*n / mHSIC

thresh = gamma.ppf(1-alph, al, scale=bet)[0][0]
p_value = 2*(1-gamma.cdf(testStat, al, scale=bet))[0][0]

return (testStat, thresh)
return (testStat, thresh, p_value)
5 changes: 3 additions & 2 deletions README.md
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Expand Up @@ -20,7 +20,7 @@ from HSIC import hsic_gam

Apply HSIC on your data
```
testStat, thresh = hsic_gam(x, y, alph = 0.05)
testStat, thresh, p_value = hsic_gam(x, y, alph = 0.05)
```

### Description
Expand All @@ -31,14 +31,15 @@ Input of function `hsic_gam()`
|---|---|
|x | Data of the first variable. `(n, dim_x)` numpy array.|
|y | Data of the second variable. `(n, dim_y)` numpy array.|
|alph | level of the test |
|alph (default=0.05) | level of the test |

Output of function `hsic_gam()`

| Argument | Description |
|---|---|
|testStat |test threshold for level alpha test|
|thresh| test statistic|
|p_value| p-value of a statistical test with the null hypothesis: x, y are independent

### Independence test result
- If **testStat < thresh**, `x` and `y` are independent.
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