/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

6 votes178 views2 answers
Python - count total numeber of row in a dataframe
Python
0 vote172 views1 answer
Choose value none in pandas
Python
0 vote144 views1 answer
Pytthon how many fridays´ between two dates
Python
1 vote161 views2 answers
Copy one list to another python
Python
7 votes175 views4 answers
Qr code in python
Python
7 votes174 views1 answer
Check key pressed pygame
Python
19 votes179 views1 answer
Python string cut
Python
0 vote150 views1 answer
Crear ondas segun musica python
Python
0 vote198 views1 answer
Python pair two lists into a dictionary
Python
0 vote184 views1 answer
Python multiline comment using docstrings
Python