chi2_approx(calc_stat, x, y)¶
Fast chi-squared approximation for the p-value.
In the case of distance and kernel methods, Dcorr (and by extension Hsic ) can be approximated via a chi-squared distribution . This approximation is also applicable for the nonparametric MANOVA via independence testing method in our package .
callable) -- The method used to calculate the test statistic (must use hyppo API).
ndarray) -- Input data matrices.
ymust have the same number of samples. That is, the shapes must be
(n, q)where n is the number of samples and p and q are the number of dimensions. Alternatively,
ycan be distance or similarity matrices, where the shapes must both be