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collection of utility functions for correlation analysis

License: Apache License 2.0

Python 100.00%
python correlation pearson spearman kendall eda matthews confusion-matrix correlation-analysis correlation-pairs

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matplotlib changes causes warning 

corrgram.py:40: MatplotlibDeprecationWarning: 
The set_clim function was deprecated in Matplotlib 3.1 and will be removed in 3.3. Use ScalarMappable.set_clim instead.
  cbar.set_clim(vmin=-1, vmax=+1)

autocorrect option for mcc

it's not really a bug but might cause trouble. If all predictions are TRUE or all are FALSE then mcc will return NaN. It's kind of the main advantage of using Matthews correlations that the program would crash in case a predictive model generates only FALSE or TRUE.

ToDo: Add an autocorrect option that would impute 0

def mcc(x, axis=0, autocorrect=False):
...
    cm = confusion(x[:, i], x[:, j])
    r[i, j] = confusion_to_mcc(cm)
    if autocorrect: r[i, j] = impute_zero(r[i, j])
    ...

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