sim_mat4.py

sim_mat4.py

"""Nonparametric permutation testing Monte Carlo"""
np.random.seed(0)
rhos = []
n_iter = 5000
true_rho, _ = stats.spearmanr(upper(m1), upper(m2))
# matrix permutation, shuffle the groups
m_ids = list(m1.columns)
m2_v = upper(m2)
for iter in range(n_iter):
  np.random.shuffle(m_ids) # shuffle list 
  r, _ = stats.spearmanr(upper(m1.loc[m_ids, m_ids]), m2_v)  
  rhos.append(r)
perm_p = ((np.sum(np.abs(true_rho) <= np.abs(rhos)))+1)/(n_iter+1) # two-tailed test


f,ax = plt.subplots()
plt.hist(rhos,bins=20)
ax.axvline(true_rho,  color = 'r', linestyle='--')
ax.set(title=f"Permuted p: {perm_p:.3f}", ylabel="counts", xlabel="rho")
plt.show()