进行独立性和相关性检验
在位于波士顿郊区的506个地方对某些因素采集了一些测量数据,目的是要确定这些因素与房屋价格的相关性.
data = ExampleData[{"Statistics", "BostonHomes"}][[All, {3, 5, 6, 13, 14}]];
labs = {"Industrial
Percent", "NOX
Conc.", "Median
Home
Value", "Number
of
Rooms", "Poverty
Fraction"};
opts = Sequence[Frame -> True, Axes -> None, AspectRatio -> 1, PlotStyle -> PointSize[Medium], FrameTicks -> None, ImageSize -> {60, 60}, PlotRange -> All, Background -> White];GraphicsGrid[Table[If[i == j, ListPlot[{0}, PlotStyle -> None, Background -> Lighter[Blue, .9], opts, Epilog -> Inset@Style[labs[[i]], Bold, FontSize -> 12, FontFamily -> "Helvetica"]], ListPlot[#, opts]&[Transpose[{data[[All, j]], data[[All, i]]}]]], {i, 5}, {j, 5}], Spacings -> {4, 4}]KendallTau[data]//MatrixFormIndependenceTest 表明房屋价格随着氮氧化物浓度的增加而下降:
IndependenceTest[data[[All, 2]], data[[All, 3]], {"TestDataTable", {"KendallTau", "SpearmanRank", "HoeffdingD"}}]CorrelationTest[data[[All, 1 ;; 2]], 0, "TestDataTable"]