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Circular correlation for uniform marginals #64

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merged 1 commit into from Sep 3, 2019

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@dominikstrb
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commented Sep 3, 2019

According to Jammalamadaka & Sengupta (2001, pg. 177) the circular means are not well defined if the marginal distribution of one of the angles is uniform. This leads to wrong estimates of circular correlations in these cases. There is an alternative formulation of the circular correlation coefficient that deals with this problem (see equation 8.2.4 in Jammalamadaka & Sengupta, 2001). This implementation can also lead to slightly different values for the coefficient in other cases, though.

References:

  • Jammalamadaka, S. R., & Sengupta, A. (2001). Topics in circular statistics (Vol. 5). world scientific.

screenshot of the relevant page

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commented Sep 3, 2019

Codecov Report

Merging #64 into develop will decrease coverage by 0.17%.
The diff coverage is 28.57%.

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@@             Coverage Diff             @@
##           develop      #64      +/-   ##
===========================================
- Coverage     99.3%   99.13%   -0.18%     
===========================================
  Files           17       17              
  Lines         2889     2894       +5     
  Branches       483      484       +1     
===========================================
  Hits          2869     2869              
- Misses           7       11       +4     
- Partials        13       14       +1
Impacted Files Coverage Δ
pingouin/circular.py 94.5% <28.57%> (-5.5%) ⬇️

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@raphaelvallat
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Thanks for the PR!

@raphaelvallat raphaelvallat merged commit 3479e79 into raphaelvallat:develop Sep 3, 2019

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codecov/patch 28.57% of diff hit (target 99.3%)
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codecov/project 99.13% (-0.18%) compared to b1ac975
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