sklearn.isotonic.check_increasing

sklearn.isotonic.check_increasing(x, y)

Determine whether y is monotonically correlated with x.

y is found increasing or decreasing with respect to x based on a Spearman correlation test.

Parameters:

x : array-like, shape=(n_samples,)

Training data.

y : array-like, shape=(n_samples,)

Training target.

Returns:

increasing_bool : boolean

Whether the relationship is increasing or decreasing.

Notes

The Spearman correlation coefficient is estimated from the data, and the sign of the resulting estimate is used as the result.

In the event that the 95% confidence interval based on Fisher transform spans zero, a warning is raised.

References

Fisher transformation. Wikipedia. https://en.wikipedia.org/wiki/Fisher_transformation