correlated_lognormal

hyppo.tools.correlated_lognormal(n, p=1, random_state=None)

Example 5 from 1 (X,Y,Z)R×R×R:

Parameters

n (int) -- The number of samples desired by the simulation (>= 5).

Returns

x,y,z (ndarray of float) -- Simulated data matrices. x, y, and z.

References

1

Gábor J. Székely and Maria L. Rizzo. Partial distance correlation with methods for dissimilarities. The Annals of Statistics, 42(6):2382–2412, December 2014. doi:10.1214/14-AOS1255.