/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

0 vote127 views1 answer
ValueError: Tried to convert 'shape' to a tensor and failed. Error: None values not supported.
Python
-1 vote145 views2 answers
Python diagonal sum
Python
0 vote129 views1 answer
Opencv write text
Python
0 vote98 views1 answer
A chef has a large container full of olive oil. In one night, after he used 252525 quarts of olive oil, 35.9\%35.9%35, point, 9, percent of the full container of olive oil remained. How many quarts of olive oil remained in the container?
Python
0 vote127 views1 answer
How to go sown a line in pyton
Python
0 vote150 views1 answer
Boxplot for all columns in python
Python
3 votes131 views1 answer
Count number items in list python
Python
12 votes130 views6 answers
Check for missing values in pandas
Python
0 vote141 views4 answers
Pandas filter
Python
0 vote137 views1 answer
Print format round python
Python