Correlation

circ_corrcc(a, b, method='fl', test=False, strict=True)

Angular-Angular / Spherical Correlation.

Three methods are available:

• 'fl' (Fisher & Lee, 1983): T-linear association. The correlation coefficient

\[ r = \frac{\sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin(a_{ij}) \sin(b_{ij})}{\sqrt{\sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin^2(a_{ij}) \sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin^2(b_{ij})}} \]

• 'js' (Jammalamadaka & SenGupta, 2001)

\[ r = \frac{\sum \sin(a_i - \bar{a}) \sin(b_i - \bar{b})}{\sqrt{\sum \sin^2(a_i - \bar{a}) \sum \sin^2(b_i - \bar{b})}} \]

• 'nonparametric'

\[ r = \frac{\sum \cos(C \cdot \text{rankdiff})^2 + \sum \sin(C \cdot \text{rankdiff})^2}{n^2} - \frac{\sum \cos(C \cdot \text{ranksum})^2 + \sum \sin(C \cdot \text{ranksum})^2}{n^2} \]

, where \(C = 2\pi / n\) and \(\text{rankdiff} = \text{rank}_a - \text{rank}_b\) and \(\text{ranksum} = \text{rank}_a + \text{rank}_b\).

Parameters:

Name	Type	Description	Default
a	Union[Type[Circular], ndarray]	Angles in radian	required
b	Union[Type[Circular], ndarray]	Angles in radian	required
method	str	'fl' (Fisher & Lee, 1983): T-linear association. The correlation coefficient is computed as: 'js' (Jammalamadaka & SenGupta, 2001) 'nonparametric'	'fl'
test	bool	Return significant test results.	False
strict	bool	Strict mode. If True, raise an error when mean direction is not significant. Only for method="js" (Jammalamadaka & SenGupta, 2001).	True

Returns:

Name	Type	Description
r	float	Correlation coefficient.
reject	bool	Return significant test if test is set to True.

Source code in pycircstat2/correlation.py

def circ_corrcc(
    a: Union[Type[Circular], np.ndarray],
    b: Union[Type[Circular], np.ndarray],
    method: str = "fl",
    test: bool = False,
    strict: bool = True,
) -> Union[float, CorrelationResult]:
    r"""
    Angular-Angular / Spherical Correlation.

    Three methods are available:

    - 'fl' (Fisher & Lee, 1983): T-linear association. The correlation coefficient

    $$
    r = \frac{\sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin(a_{ij}) \sin(b_{ij})}{\sqrt{\sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin^2(a_{ij}) \sum_{i=1}^{n-1}\sum_{j=i+1}^{n} \sin^2(b_{ij})}}
    $$

    - 'js' (Jammalamadaka & SenGupta, 2001)

    $$
    r = \frac{\sum \sin(a_i - \bar{a}) \sin(b_i - \bar{b})}{\sqrt{\sum \sin^2(a_i - \bar{a}) \sum \sin^2(b_i - \bar{b})}}
    $$

    - 'nonparametric'

    $$
    r = \frac{\sum \cos(C \cdot \text{rankdiff})^2 + \sum \sin(C \cdot \text{rankdiff})^2}{n^2} - \frac{\sum \cos(C \cdot \text{ranksum})^2 + \sum \sin(C \cdot \text{ranksum})^2}{n^2}
    $$

    , where $C = 2\pi / n$ and $\text{rankdiff} = \text{rank}_a - \text{rank}_b$ and $\text{ranksum} = \text{rank}_a + \text{rank}_b$.


    Parameters
    ----------
    a: Circular or np.ndarray
        Angles in radian
    b: Circular or np.ndarray
        Angles in radian
    method: str
        - 'fl' (Fisher & Lee, 1983): T-linear association. The correlation coefficient
          is computed as:
        - 'js' (Jammalamadaka & SenGupta, 2001)
        - 'nonparametric'
    test: bool
        Return significant test results.
    strict: bool
        Strict mode. If True, raise an error when mean direction is
        not significant. Only for method="js" (Jammalamadaka & SenGupta, 2001).

    Returns
    -------
    r: float
        Correlation coefficient.
    reject: bool
        Return significant test if `test` is set to True.
    """

    if method == "fl":  # Fisher & Lee (1983)
        _corr = _circ_corrcc_fl
    elif method == "js":  # Jammalamadaka & SenGupta (2001)
        _corr = _circ_corrcc_js
    elif method == "nonparametric":
        _corr = _circ_corrcc_np
    else:
        raise ValueError("Invalid method. Choose from 'fl', 'js', 'nonparametric'.")

    result = _corr(a, b, test, strict)

    if test:
        return result
    else:
        return result.r

circ_corrcl(a, x)

Angular-Linear / Cylindrical Correlation based on Mardia (1972).

Also known as Linear-circular or C-linear association (Fisher, 1993).

\[ r = \sqrt{\frac{r_{xc}^2 + r_{xs}^2 - 2r_{xc}r_{xs}r_{cs}}{1 - r_{cs}^2}} \]

where \(r_{xc}\), \(r_{xs}\), and \(r_{cs}\) are the correlation coefficients between \(\cos(a)\) and \(x\), \(x\) and \(\sin(a)\), and \(\sin(a)\) and \(\cos(a)\), respectively.

Parameters:

Name	Type	Description	Default
a	Union[Type[Circular], ndarray]	Angles in radian	required
x	ndarray	Linear variable	required

Returns:

Name	Type	Description
ral	float	correlation coefficient.
pval	float

Reference

P658-659, Section 27.15(b) of Example 27.21 (Zar, 2010).

Source code in pycircstat2/correlation.py

def circ_corrcl(
    a: Union[Type[Circular], np.ndarray],
    x: np.ndarray,
) -> CorrelationResult:
    r"""Angular-Linear / Cylindrical Correlation based on Mardia (1972).

    Also known as Linear-circular or C-linear association (Fisher, 1993).

    $$
    r = \sqrt{\frac{r_{xc}^2 + r_{xs}^2 - 2r_{xc}r_{xs}r_{cs}}{1 - r_{cs}^2}}
    $$

    where $r_{xc}$, $r_{xs}$, and $r_{cs}$ are the correlation coefficients between
    $\cos(a)$ and $x$, $x$ and $\sin(a)$, and $\sin(a)$ and $\cos(a)$, respectively.

    Parameters
    ----------
    a: Circular or np.ndarray
        Angles in radian
    x: np.ndarray
        Linear variable

    Returns
    -------
    ral: float
        correlation coefficient.
    pval: float

    Reference
    ----
    P658-659, Section 27.15(b) of Example 27.21 (Zar, 2010).
    """

    a_alpha = np.array(a.alpha) if isinstance(a, Circular) else a

    if len(a_alpha) != len(x):
        raise ValueError("`a` and `x` must be the same length.")

    n = len(a_alpha)

    rxc = np.corrcoef(np.cos(a), x)[0, 1]
    rxs = np.corrcoef(x, np.sin(a))[0, 1]
    rcs = np.corrcoef(np.sin(a), np.cos(a))[0, 1]

    num = rxc**2 + rxs**2 - 2 * rxc * rxs * rcs
    den = 1 - rcs**2
    r = np.sqrt(num / den)

    pval = 1 - chi2(df=2).cdf(n * r**2)

    return CorrelationResult(r=r, p_value=pval)