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Add Cramer's V (Cramér's phi) #1272

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stancld opened this issue Oct 16, 2022 · 0 comments · Fixed by #1298
Closed

Add Cramer's V (Cramér's phi) #1272

stancld opened this issue Oct 16, 2022 · 0 comments · Fixed by #1298
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enhancement New feature or request New metric
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v0.11

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stancld commented Oct 16, 2022 •
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🚀 Feature

Add Cramer's V -- correlation coefficient for categorical variables.

In statistics, Cramér's V (sometimes referred to as Cramér's phi and denoted as φc) is a measure of association between two nominal variables, giving a value between 0 and +1 (inclusive). It is based on Pearson's chi-squared statistic and was published by Harald Cramér in 1946. (Source: https://en.wikipedia.org/wiki/Cram%C3%A9r%27s_V)

Motivation

Add correlation metrics specific to categorical variables

Additional context

Nice blog post on this: https://towardsdatascience.com/the-search-for-categorical-correlation-a1cf7f1888c9
@stancld stancld added enhancement New feature or request New metric labels Oct 16, 2022
@stancld stancld added this to the v0.11 milestone Oct 16, 2022
@stancld stancld self-assigned this Oct 27, 2022
@stancld stancld mentioned this issue Oct 28, 2022
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enhancement New feature or request New metric
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Add Cramer's V (Cramer's Phi) Lightning-AI/torchmetrics
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