Heterogeneous Pearson Correlation Coefficient¶
Introduction¶
Pearson Correlation Coefficient is a measure of the linear correlation between two variables, X and Y, defined as,
Let
then,
Implementation Detail¶
We use an MPC protocol called SPDZ for Heterogeneous Pearson Correlation Coefficient calculation. For more details, one can refer to [README].
Param¶
How to Use¶
- params
- column_indexes
-1 or list of int. If -1 provided, all columns are used for calculation. If a list of int provided, columns with given indexes are used for calculation.
- column_names
names of columns use for calculation.
Note
if both params are provided, the union of columns indicated are used for calculation.
- examples
There is an example
[conf]
and[dsl]