criteria.MaxAbsCor

criteria.MaxAbsCor(arr)

Calculate the Maximum Absolute Correlation

Parameters

Name Type Description Default
arr numpy.numpy.ArrayLike A numpy ndarray required

Returns

Type Description
float Positive number indicating maximum absolute correlation. Rounded to 3 digits

Notes

References for the implementation of the maximum absolute correlation

  • Georgiou, Stelios D. “Orthogonal Latin hypercube designs from generalized orthogonal designs.” Journal of Statistical Planning and Inference 139.4 (2009): 1530-1540.

Examples

import pyLHD
random_lhd = pyLHD.LatinHypercube(size = (10,3))
pyLHD.MaxAbsCor(random_lhd)
0.15151515151515146