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ayanatherate / pearsonr_ci.py
Created January 4, 2023 06:19 — forked from zhiyzuo/pearsonr_ci.py
calculate Pearson correlation along with the confidence interval using scipy and numpy
import numpy as np
from scipy import stats
def pearsonr_ci(x,y,alpha=0.05):
''' calculate Pearson correlation along with the confidence interval using scipy and numpy
Parameters
----------
x, y : iterable object such as a list or np.array
Input for correlation calculation
from sklearn.feature_selection import RFE
from sklearn.linear_model import LogisticRegression
rfe_selector = RFE(estimator=LogisticRegression(), n_features_to_select=num_feats, step=10, verbose=5)
rfe_selector.fit(X_norm, y)
rfe_support = rfe_selector.get_support()
rfe_feature = X.loc[:,rfe_support].columns.tolist()
print(str(len(rfe_feature)), 'selected features')