uncorrelated_bernoulli¶

hyppo.tools.uncorrelated_bernoulli(n, p, noise=False, prob=0.5)¶

Uncorrelated Bernoulli simulation.

Uncorrelated Bernoulli $(X, Y) \in R^{p} \times R$ : $U \sim B (0.5)$ , $ϵ_{1} \sim N (0, I_{p})$ , $ϵ_{2} \sim N (0, 1)$ ,

\begin{aligned} X & = B (0.5)^{p} + 0.5 ϵ_{1} \\ Y & = (2 U - 1) w^{T} X + 0.5 ϵ_{2} \end{aligned}

Parameters

n (int) -- The number of samples desired by the simulation (>= 5).
p (int) -- The number of dimensions desired by the simulation (>= 1).
noise (bool, default: False) -- Whether or not to include noise in the simulation.
prob (float, default: 0.5) -- The probability of the bernoulli distribution simulated from.

Returns

x,y (ndarray of float) -- Simulated data matrices. x` and ``y have shapes (n, p) and (n, 1) where n is the number of samples and p is the number of dimensions.

spiral

logarithmic