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+"""
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+Functions for calculating the statistical significant differences between two dependent or independent correlation
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+coefficients.
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+The Fisher and Steiger method is adopted from the R package http://personality-project.org/r/html/paired.r.html
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+and is described in detail in the book 'Statistical Methods for Psychology'
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+The Zou method is adopted from http://seriousstats.wordpress.com/2012/02/05/comparing-correlations/
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+Credit goes to the authors of above mentioned packages!
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+
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+Author: Philipp Singer (www.philippsinger.info)
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+"""
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+
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+from __future__ import division
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+
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+__author__ = 'psinger'
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+
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+import numpy as np
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+from scipy.stats import t, norm
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+from math import atanh, pow
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+from numpy import tanh
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+
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+def rz_ci(r, n, conf_level = 0.95):
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+ zr_se = pow(1/(n - 3), .5)
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+ moe = norm.ppf(1 - (1 - conf_level)/float(2)) * zr_se
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+ zu = atanh(r) + moe
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+ zl = atanh(r) - moe
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+ return tanh((zl, zu))
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+
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+def rho_rxy_rxz(rxy, rxz, ryz):
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+ num = (ryz-1/2.*rxy*rxz)*(1-pow(rxy,2)-pow(rxz,2)-pow(ryz,2))+pow(ryz,3)
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+ den = (1 - pow(rxy,2)) * (1 - pow(rxz,2))
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+ return num/float(den)
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+
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+def dependent_corr(xy, xz, yz, n, twotailed=True, conf_level=0.95, method='steiger'):
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+ """
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+ Calculates the statistic significance between two dependent correlation coefficients
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+ @param xy: correlation coefficient between x and y
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+ @param xz: correlation coefficient between x and z
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+ @param yz: correlation coefficient between y and z
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+ @param n: number of elements in x, y and z
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+ @param twotailed: whether to calculate a one or two tailed test, only works for 'steiger' method
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+ @param conf_level: confidence level, only works for 'zou' method
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+ @param method: defines the method uses, 'steiger' or 'zou'
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+ @return: t and p-val
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+ """
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+ if method == 'steiger':
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+ d = xy - xz
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+ determin = 1 - xy * xy - xz * xz - yz * yz + 2 * xy * xz * yz
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+ av = (xy + xz)/2
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+ cube = (1 - yz) * (1 - yz) * (1 - yz)
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+
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+ t2 = d * np.sqrt((n - 1) * (1 + yz)/(((2 * (n - 1)/(n - 3)) * determin + av * av * cube)))
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+ p = 1 - t.cdf(abs(t2), n - 3)
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+
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+ if twotailed:
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+ p *= 2
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+
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+ return t2, p
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+ elif method == 'zou':
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+ L1 = rz_ci(xy, n, conf_level=conf_level)[0]
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+ U1 = rz_ci(xy, n, conf_level=conf_level)[1]
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+ L2 = rz_ci(xz, n, conf_level=conf_level)[0]
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+ U2 = rz_ci(xz, n, conf_level=conf_level)[1]
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+ rho_r12_r13 = rho_rxy_rxz(xy, xz, yz)
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+ lower = xy - xz - pow((pow((xy - L1), 2) + pow((U2 - xz), 2) - 2 * rho_r12_r13 * (xy - L1) * (U2 - xz)), 0.5)
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+ upper = xy - xz + pow((pow((U1 - xy), 2) + pow((xz - L2), 2) - 2 * rho_r12_r13 * (U1 - xy) * (xz - L2)), 0.5)
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+ return lower, upper
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+ else:
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+ raise Exception('Wrong method!')
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+
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+def independent_corr(xy, ab, n, n2 = None, twotailed=True, conf_level=0.95, method='fisher'):
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+ """
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+ Calculates the statistic significance between two independent correlation coefficients
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+ @param xy: correlation coefficient between x and y
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+ @param xz: correlation coefficient between a and b
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+ @param n: number of elements in xy
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+ @param n2: number of elements in ab (if distinct from n)
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+ @param twotailed: whether to calculate a one or two tailed test, only works for 'fisher' method
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+ @param conf_level: confidence level, only works for 'zou' method
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+ @param method: defines the method uses, 'fisher' or 'zou'
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+ @return: z and p-val
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+ """
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+
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+ if method == 'fisher':
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+ xy_z = 0.5 * np.log((1 + xy)/(1 - xy))
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+ ab_z = 0.5 * np.log((1 + ab)/(1 - ab))
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+ if n2 is None:
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+ n2 = n
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+
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+ se_diff_r = np.sqrt(1/(n - 3) + 1/(n2 - 3))
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+ diff = xy_z - ab_z
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+ z = abs(diff / se_diff_r)
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+ p = (1 - norm.cdf(z))
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+ if twotailed:
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+ p *= 2
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+
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+ return z, p
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+ elif method == 'zou':
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+ L1 = rz_ci(xy, n, conf_level=conf_level)[0]
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+ U1 = rz_ci(xy, n, conf_level=conf_level)[1]
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+ L2 = rz_ci(ab, n2, conf_level=conf_level)[0]
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+ U2 = rz_ci(ab, n2, conf_level=conf_level)[1]
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+ lower = xy - ab - pow((pow((xy - L1), 2) + pow((U2 - ab), 2)), 0.5)
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+ upper = xy - ab + pow((pow((U1 - xy), 2) + pow((ab - L2), 2)), 0.5)
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+ return lower, upper
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+ else:
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+ raise Exception('Wrong method!')
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+
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+print(dependent_corr(.40, .50, .10, 103, method='steiger'))
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+print(independent_corr(0.5 , 0.6, 103, 103, method='fisher'))
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+
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+#print dependent_corr(.396, .179, .088, 200, method='zou')
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+#print independent_corr(.560, .588, 100, 353, method='zou')
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