statsmodels.emplike.descriptive.DescStatMV

class statsmodels.emplike.descriptive.DescStatMV(endog)[source]

A class for conducting inference on multivariate means and correlation.

Parameters:endog (ndarray) – Data to be analyzed
endog

ndarray – Data to be analyzed

nobs

float – Number of observations

Methods

ci_corr([sig, upper_bound, lower_bound]) Returns the confidence intervals for the correlation coefficient
mv_mean_contour(mu1_low, mu1_upp, mu2_low, …) Creates a confidence region plot for the mean of bivariate data
mv_test_mean(mu_array[, return_weights]) Returns -2 x log likelihood and the p-value for a multivariate hypothesis test of the mean
test_corr(corr0[, return_weights]) Returns -2 x log-likelihood ratio and p-value for the correlation coefficient between 2 variables