statsmodels.stats.dist_dependence_measures.distance_variance¶

statsmodels.stats.dist_dependence_measures.distance_variance(x)[source]¶

Distance variance.

Calculate the empirical distance variance as described in [1].

Parameters:¶

x : array_like, 1-D or 2-D¶

If x is 1-D than it is assumed to be a vector of observations of a single random variable. If x is 2-D than the rows should be observations and the columns are treated as the components of a random vector, i.e., each column represents a different component of the random vector x.

Returns:¶

The empirical distance variance of x.

Return type:¶

float

References

Examples

>>> from statsmodels.stats.dist_dependence_measures import
... distance_variance
>>> distance_variance(np.random.random(1000))
0.21732609190659702