/Python/Python-Generating numbers according to a corellation matrix

Python-Generating numbers according to a corellation matrix

from scipy.linalg import cholesky, sqrtm
relavant_columns = ['Affecting homelife',
           'Affecting mobility',
           'Affecting social life/hobbies',
           'Affecting work',
           'Mood',
           'Pain Score',
           'Range of motion in Doc']

# df is a pandas dataframe containing the data frame from figure 1
mu = df[relavant_columns].mean().values
cov = df[relavant_columns].cov().values
number_of_sample = 10


# generate using affine transformation
#c2 = cholesky(cov).T
c2 = sqrtm(cov).T
s = np.matmul(c2, np.random.randn(c2.shape[0], number_of_sample)) + mu.reshape(-1, 1)

# transpose so each row is a sample
s = s.T

Source: stackoverflow.com

Similar codes

1 vote96 views1 answer
Program to split the list between even and odd python
Python
0 vote103 views1 answer
Sort lexo python
Python
2 votes110 views1 answer
Python filedir
Python
0 vote115 views1 answer
Value isn't remembered in lambda python
Python
0 vote86 views1 answer
Find index corresponding to maximum value pandas
Python
0 vote112 views1 answer
From math import python
Python
17 votes62 views1 answer
Ypeerror: 'int' object is not subscriptable
Python
0 vote89 views1 answer
File "script.py", line 1 import module math ^ SyntaxError: invalid syntax
Python
1 vote144 views2 answers
Pip install pywhatkit error
Python
49 votes105 views6 answers
Sort dictionary
Python