Bayes factor spearman correlation

[Selma]

Hi, is there an example anywhere available for how to estimate in PYMC a Bayes factor for a Spearman correlation? Thanks, Selma

[iavicenna]

Hello,

Perhaps combining the methods in the link below with transforming your x and y variables via rankdata of scipy would be the way to go:

Bayesian correlation coefficient

Hi, I was attempting to infer Pearson-like correlation coefficients using this PYMC3-based notebook as basis, but I cannot figure out how to initiate the precision matrix for PYMC5. The core code is this: import theano.tensor as T def precision(sigma, rho): C = T.alloc(rho, 2, 2) C = T.fill_diagonal(C, 1.) S = T.diag(sigma) return T.nlinalg.matrix_inverse(S.dot(C).dot(S)) def analyze(data): with pm.Model() as model: # priors might be adapted here to be less flat …

Bayesian copula estimation: Describing correlated joint distributions