mosaicperm.statistics.quantile_maxcorr_stat

mosaicperm.statistics.quantile_maxcorr_stat(residuals: array, qs: array | None = array([0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.99]), **kwargs) array[source]

Quantiles of maximum (absolute) correlation statistic. This is defined as:

\[\begin{align*} \text{Quantile}\left( \left\{\max_{j \ne i} |\hat C_{i,j}|\right\}_{i=1}^p, q \right) \end{align*}\]

for each q in qs, where \(\hat C_{i,j}\) is the empirical correlation between the residuals of subjects i and j.

Parameters:
residualsnp.array

(n_obs, n_subjects) array of residuals

qsnp.array

Array of quantiles.

kwargsdict

kwargs for active_subset preprocessing function.`

Returns:
qmcnp.array

Vector of quantiles of maximum correlations.