/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 vote123 views1 answer
Fastest way to check odd or even in python
Python
1 vote176 views1 answer
Django return only part of string
Python
8 votes122 views2 answers
Path to create a text file in python
Python
0 vote134 views2 answers
Shared memory python
Python
12 votes119 views2 answers
Convert list to array python
Python
0 vote117 views1 answer
Import stock data from yahoo finance
Python
144 votes130 views6 answers
Write in file python
Python
0 vote120 views1 answer
Django file upload this field is required
Python
1 vote120 views3 answers
Pyttsx3
Python
38 votes119 views6 answers
How to create virtual environment in anaconda
Python