pastas.modelstats.Statistics.pearsonr#

pastas.modelstats.Statistics.pearsonr(tmin: pandas.Timestamp | str | None = None, tmax: pandas.Timestamp | str | None = None, weighted: bool = False, **kwargs) → float#

Compute the (weighted) Pearson correlation (r).

Parameters:

  • tmin (pandas.Timestamp or str, optional) – A string or pandas.Timestamp with the start date for the period (E.g. ‘1980-01-01 00:00:00’). Strings are converted to pandas.Timestamp internally.

  • tmax (pandas.Timestamp or str, optional) – A string or pandas.Timestamp with the end date for the period (E.g. ‘2020-01-01 00:00:00’). Strings are converted to pandas.Timestamp internally.

  • weighted (bool, optional) – If weighted is True, the variances are computed using the time step between observations as weights. Default is False.

See also

pastas.stats.pearsonr