/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

2 votes154 views1 answer
Favicon django
Python Django
2 votes110 views1 answer
Convert python pandas series dtype to datetime
Python
2 votes108 views3 answers
Display entire row pandas
Python
3 votes119 views2 answers
Mac why is python installed in usr and application
Python
0 vote112 views1 answer
Length of list without len function
Python
1 vote147 views1 answer
Django add to cart
Python Django
16 votes105 views3 answers
Place a number randomly in a list python
Python
0 vote102 views2 answers
Program to replace lower-case characters with upper-case and vice versa in python
Python
2 votes124 views6 answers
Variables in python
Python
0 vote110 views1 answer
Python image to video
Python