Table of SPIs
Last updated
Last updated
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In the table below, we provide a high-level overview of the pyspi library of statistics for pairwise interactions (SPIs).
For further details about the specific implementation of each SPI, refer to the source code on our GitHub repository. We also provide a detailed list of many of the statistics in this toolkit in the Supplementary Material of the original pyspi paper.
Many of the algorithms we implement include a number of free parameters that we set either using optimisation procedures or fix to a small number of sensible predefined settings. The combination of both the parameter configuration and the different summary statistics gives each SPI in the library a unique identifier (as a string).
As an example, consider the SPI identifier xcorr_mean_sig-True.
Here, xcorr
refers to the method of cross-correlation between x and y, which itself does not provide a single statistic, but rather a correlogram. However, the two additional modifiers that are separated by underscores in the identifier, mean
and sig-True
, collectively return a scalar value. The first modifier, mean
indicates that we are taking the average across lags of the cross-correlation function. The second modifier, sig-True
indicates that we will only take the mean over statistically significant lags. By using different parameters and modifiers of distinct methodologies, we obtain hundreds of unique SPIs.
In the tables below, we make the distinction between the "base identifier" (xcorr
in the above example) and the estimator(s) (e.g., xcorr_mean_sig-True
) which include the combination of base identifier and any additional modifiers.
Basic statistics include SPIs that are foundational to statistical analysis, often because they are widely applicable, relatively straightforward to understand and compute, and can form the basis for more complex methods. For further details about the specific implementation of each basic SPI, refer to the source code on our GitHub repository.
Distance-based similarity measures aim to establish statistical similarity or independence based on the pairwise distance between bivariate observations. For further details about the specific implementation of each distance similarity SPI, refer to the source code on our GitHub repository.
Causal inference-based statistics aim to establish directed independence from bivariate observations, typically making assumptions about the underlying model. For further details about the specific implementation of each causal inference SPI, refer to the source code on our GitHub repository.
Information theoretic based similarity measures which are either intended to operate on serially independent observations or bivariate time series. For further details about the specific implementation of each information theoretic SPI, refer to the source code on our GitHub repository.
Spectral SPIs are computed in the frequency or time-frequency domain, using either Fourier or wavelet transformations to derive spectral matrices. For further details about the specific implementation of each spectral SPI, refer to the source code on our GitHub repository.
A small number of methods which do not fit into any of the previous categories. For further details about the specific implementation of each miscellaneous SPI, refer to the source code on our GitHub repository.
For SPIs in the sonnet
subset, we also include a unique `short name' for easier reference. Click the short name for a brief summary of what the SPI calculates.
SPI name | Base Identifier | Estimator(s) |
---|---|---|
SPI Name | Base Identifier | Estimator(s) |
---|---|---|
SPI Name | Base Identifier | Estimator(s) |
---|---|---|
SPI Name | Base Identifier | Estimator(s) |
---|---|---|
SPI Name | Base Identifier | Estimator(s) |
---|---|---|
SPI Name | Base Identifier | Estimator(s) |
---|---|---|
Short Name | SPI | Estimator |
---|---|---|
Covariance
cov_EmpiricalCovariance
cov_EllipticEnvelope
cov_MinCovDet
cov_GraphicalLasso
cov_GraphicalLassoCV
cov_ShrunkCovariance
cov_LedoitWolf
cov_OAS
Precision
prec_EmpiricalCovarianc
prec_EllipticEnvelope
prec_MinCovDet
prec_GraphicalLasso
prec_GraphicalLassoCV
prec_LedoitWolf
prec_OAS
prec_ShrunkCovariance
Spearman's rank-correlation coefficient
spearmanr
spearmanr-sq
Kendall's rank-correlation coefficient
kendalltau
kendalltau-sq
Cross correlation
xcorr_max_sig-True
xcorr_mean_sig-True
xcorr_mean_sig-False
Squared cross correlation
xcorr-sq_max_sig-True
xcorr-sq_mean_sig-True
xcorr-sq_mean_sig-False
Squared covariance
cov-sq
cov-sq_EmpiricalCovariance
cov-sq_EllipticEnvelope
cov-sq_GraphicalLasso
cov-sq_GraphicalLassoCV
cov-sq_LedoitWolf
cov-sq_MinCovDet
cov-sq_OAS
cov-sq_ShrunkCovariance
Squared precision
prec-sq
prec-sq_EmpiricalCovariance
prec-sq_EllipticEnvelope
prec-sq_GraphicalLasso
prec-sq_GraphicalLassoCV
prec-sq_LedoitWolf
prec-sq_MinCovDet
prec-sq_OAS
prec-sq_ShrunkCovariance
Pairwise distance
pdist
pdist_euclidean
pdist_cityblock
pdist_cosine
pdist_chebyshev
pdist_canberra
pdist_braycurtis
Distance correlation
dcorr
dcorr
dcorr_biased
Cross distance correlation
dcorrx
dcorrx_maxlag-1
dcorrx_maxlag-10
Multiscale graph correlation
mgc
mgc
Cross multiscale graph correlation
mgcx
mgcx_maxlag-1
mgcx_maxlag-10
Hilbert-Schmidt Independence Criterion
hsic
hsic
hsic_biased
Heller-Heller-Gorfine Independence Criterion
hhg
hhg
Dynamic time warping
dtw
dtw
dtw_constraint-itakura
dtw_constraint-sakoe_chiba
Longest common subsequence
lcss
lcss
lcss_constraint-itakura
lcss_constraint-sakoe_chiba
Soft dynamic time warping
softdtw
softdtw
softdtw_constraint-itakura
softdtw_constraint-sakoe_chiba
Barycenter
bary
bary_euclidean_mean
bary_euclidean_max
bary_dtw_mean
bary_dtw_max
bary_softdtw_mean
bary_softdtw_max
bary_sgddtw_mean
bary_sgddtw_max
Squared Barycenter
bary-sq
bary-sq_euclidean_mean
bary-sq_euclidean_max
bary-sq_dtw_mean
bary-sq_dtw_max
bary-sq_sgddtw_mean
bary-sq_sgddtw_max
bary-sq_softdtw_mean
bary-sq_softdtw_max
Gromov-Wasserstein distance
gwtau
gwtau
Additive noise model
anm
anm
Information-geometric conditional independence
igci
igci
Conditional distribution similarity fit
cds
cds
Regression error-based causal inference
reci
reci
Convergent cross-mapping
ccm
ccm_E-1_mean
ccm_E-1_max
ccm_E-1_diff
ccm_E-10_mean
ccm_E-10_max
ccm_E-10-diff
ccm_E-None_mean
ccm_E-None_max
ccm_E-None_diff
Joint entropy
je
je_gaussian
je_kozachenko
je_kernel_W-0.5
Conditional entropy
ce
ce_gaussian
ce_kozachenko
ce_kernel_W-0.5
Mutual information
mi
mi_gaussian
mi_kraskov_NN-4
mi_kraskov_NN-4_DCE
mi_kernel_W-0.25
Time-lagged mutual information
tlmi
tlmi_gaussian
tlmi_kraskov_NN-4
tlmi_kraskov_NN-4_DCE
tlmi_kernel_W-0.25
Transfer entropy
te
te_kraskov_NN-4_k-max-10_tau-max-4
te_kraskov_NN-4_DCE_k-max-10_tau-max-4
te_kraskov_NN-4_DCE_k-1_kt-1_l-1_lt-1
te_kraskov_NN-4_DCE_k-2_kt-1_l-1_lt-1
te_kraskov_NN-4_k-1_kt-1_l-1_lt-1
te_kernel_W-0.25_k-1
te_symbolic_k-1_kt-1_l-1_lt-1
te_symbolic_k-10_kt-1_l-1_lt-1
Granger causality
gc
gc_gaussian_k-max-10_tau-max-2
gc_gaussian_k-1_kt-1_l-1_lt-1
Causally conditioned entropy
cce
cce_gaussian
cce_kozachenko
cce_kernel_W-0.5
Directed information
di
di_gaussian
di_kozachenko
di_kernel_W-0.5
Stochastic interaction
si
si_gaussian_k-1
si_kozachenko_k-1
si_kernel_W-0.5_k-1
Integrated information
phi
phi_star_t-1_norm-0
phi_star_t-1_norm-1
phi_Geo_t-1_norm-0
phi_Geo_t-1_norm-1
Cross-Map Entropy
xme
xme_kozachenko_k1
xme_kozachenko_k10
xme_gaussian_k1
xme_gaussian_k10
xme_kernel_k1
xme_kernel_k10
Coherence magnitude
cohmag
cohmag_multitaper_mean_fs-1_fmin-0_fmax-0-5
cohmag_multitaper_mean_fs-1_fmin-0_fmax-0-25
cohmag_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
cohmag_multitaper_max_fs-1_fmin-0_fmax-0-5
cohmag_multitaper_max_fs-1_fmin-0_fmax-0-25
cohmag_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Coherence phase
phase
phase_multitaper_mean_fs-1_fmin-0_fmax-0-5
phase_multitaper_mean_fs-1_fmin-0_fmax-0-25
phase_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
phase_multitaper_max_fs-1_fmin-0_fmax-0-5
phase_multitaper_max_fs-1_fmin-0_fmax-0-25
phase_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Group delay
gd
gd_multitaper_delay_fs-1_fmin-0_fmax-0-5
gd_multitaper_delay_fs-1_fmin-0_fmax-0-25
gd_multitaper_delay_fs-1_fmin-0-25_fmax-0-5
Phase slope index
psi
psi_multitaper_mean_fs-1_fmin-0_fmax-0-5
psi_multitaper_mean_fs-1_fmin-0_fmax-0-25
psi_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
psi_wavelet_mean_fs-1_fmin-0_fmax-0-5_mean
psi_wavelet_mean_fs-1_fmin-0_fmax-0-25_mean
psi_wavelet_mean_fs-1_fmin-0-25_fmax-0-5_mean
psi_wavelet_max_fs-1_fmin-0_fmax-0-5_max
psi_wavelet_max_fs-1_fmin-0_fmax-0-25_max
psi_wavelet_max_fs-1_fmin-0-25_fmax-0-5_max
Imaginary coherence
icoh
icoh_multitaper_mean_fs-1_fmin-0_fmax-0-5
icoh_multitaper_mean_fs-1_fmin-0_fmax-0-25
icoh_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
icoh_multitaper_max_fs-1_fmin-0_fmax-0-5
icoh_multitaper_max_fs-1_fmin-0_fmax-0-25
icoh_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Phase locking value
plv
plv_multitaper_mean_fs-1_fmin-0_fmax-0-5
plv_multitaper_mean_fs-1_fmin-0_fmax-0-25
plv_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
plv_multitaper_max_fs-1_fmin-0_fmax-0-5
plv_multitaper_max_fs-1_fmin-0_fmax-0-25
plv_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Pairwise phase consistency
ppc
ppc_multitaper_mean_fs-1_fmin-0_fmax-0-5
ppc_multitaper_mean_fs-1_fmin-0_fmax-0-25
ppc_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
ppc_multitaper_max_fs-1_fmin-0_fmax-0-5
ppc_multitaper_max_fs-1_fmin-0_fmax-0-25
ppc_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Phase lag index
pli
pli_multitaper_mean_fs-1_fmin-0_fmax-0-5
pli_multitaper_mean_fs-1_fmin-0_fmax-0-25
pli_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
pli_multitaper_max_fs-1_fmin-0_fmax-0-5
pli_multitaper_max_fs-1_fmin-0_fmax-0-25
pli_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Weighted phase lag index
wpli
wpli_multitaper_mean_fs-1_fmin-0_fmax-0-5
wpli_multitaper_mean_fs-1_fmin-0_fmax-0-25
wpli_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
wpli_multitaper_max_fs-1_fmin-0_fmax-0-5
wpli_multitaper_max_fs-1_fmin-0_fmax-0-25
wpli_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Debiased squared phase lag index
dspli
dspli_multitaper_mean_fs-1_fmin-0_fmax-0-5
dspli_multitaper_mean_fs-1_fmin-0_fmax-0-25
dspli_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
dspli_multitaper_max_fs-1_fmin-0_fmax-0-5
dspli_multitaper_max_fs-1_fmin-0_fmax-0-25
dspli_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Debiased squared weighted phase lag index
dswpli
dswpli_multitaper_mean_fs-1_fmin-0_fmax-0-5
dswpli_multitaper_mean_fs-1_fmin-0_fmax-0-25
dswpli_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
dswpli_multitaper_max_fs-1_fmin-0_fmax-0-5
dswpli_multitaper_max_fs-1_fmin-0_fmax-0-25
dswpli_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Directed transfer function
dtf
dtf_multitaper_mean_fs-1_fmin-0_fmax-0-5
dtf_multitaper_mean_fs-1_fmin-0_fmax-0-25
dtf_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
dtf_multitaper_max_fs-1_fmin-0_fmax-0-5
dtf_multitaper_max_fs-1_fmin-0_fmax-0-25
dtf_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Direct directed transfer function
ddtf
ddtf_multitaper_mean_fs-1_fmin-0_fmax-0-5
ddtf_multitaper_mean_fs-1_fmin-0_fmax-0-25
ddtf_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
ddtf_multitaper_max_fs-1_fmin-0_fmax-0-5
ddtf_multitaper_max_fs-1_fmin-0_fmax-0-25
ddtf_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Directed coherence
dcoh
dcoh_multitaper_mean_fs-1_fmin-0_fmax-0-5
dcoh_multitaper_mean_fs-1_fmin-0_fmax-0-25
dcoh_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
dcoh_multitaper_max_fs-1_fmin-0_fmax-0-5
dcoh_multitaper_max_fs-1_fmin-0_fmax-0-25
dcoh_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Partial directed coherence
pdcoh
pdcoh_multitaper_mean_fs-1_fmin-0_fmax-0-5
pdcoh_multitaper_mean_fs-1_fmin-0_fmax-0-25
pdcoh_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
pdcoh_multitaper_max_fs-1_fmin-0_fmax-0-5
pdcoh_multitaper_max_fs-1_fmin-0_fmax-0-25
pdcoh_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Generalised partial directed coherence
gpdcoh
gpdcoh_multitaper_mean_fs-1_fmin-0_fmax-0-5
gpdcoh_multitaper_mean_fs-1_fmin-0_fmax-0-25
gpdcoh_multitaper_mean_fs-1_fmin-0-25_fmax-0-5
gpdcoh_multitaper_max_fs-1_fmin-0_fmax-0-5
gpdcoh_multitaper_max_fs-1_fmin-0_fmax-0-25
gpdcoh_multitaper_max_fs-1_fmin-0-25_fmax-0-5
Spectral granger causality
sgc
sgc_nonparametric_mean_fs-1_fmin-0_fmax-0-5
sgc_nonparametric_mean_fs-1_fmin-0_fmax-0-25
sgc_nonparametric_mean_fs-1_fmin-0-25_fmax-0-5
sgc_nonparametric_max_fs-1_fmin-0_fmax-0-5
sgc_nonparametric_max_fs-1_fmin-0_fmax-0-25
sgc_nonparametric_max_fs-1_fmin-0-25_fmax-0-5
sgc_parametric_mean_fs-1_fmin-0_fmax-0-5_order-None
sgc_parametric_mean_fs-1_fmin-0_fmax-0-25_order-None
sgc_parametric_mean_fs-1_fmin-0-25_fmax-0-5_order-None
sgc_parametric_mean_fs-1_fmin-0_fmax-0-5_order-1
sgc_parametric_mean_fs-1_fmin-0_fmax-0-25_order-1
sgc_parametric_mean_fs-1_fmin-0-25_fmax-0-5_order-1
sgc_parametric_mean_fs-1_fmin-0_fmax-0-5_order-20
sgc_parametric_mean_fs-1_fmin-0_fmax-0-25_order-20
sgc_parametric_mean_fs-1_fmin-0-25_fmax-0-5_order-20
sgc_parametric_max_fs-1_fmin-0_fmax-0-5_order-None
sgc_parametric_max_fs-1_fmin-0_fmax-0-25_order-None
sgc_parametric_max_fs-1_fmin-0-25_fmax-0-5_order-None
sgc_parametric_max_fs-1_fmin-0_fmax-0-5_order-1
sgc_parametric_max_fs-1_fmin-0_fmax-0-25_order-1
sgc_parametric_max_fs-1_fmin-0-25_fmax-0-5_order-1
sgc_parametric_max_fs-1_fmin-0_fmax-0-5_order-20
sgc_parametric_max_fs-1_fmin-0_fmax-0-25_order-20
sgc_parametric_max_fs-1_fmin-0-25_fmax-0-5_order-20
Linear model fit
lmfit
lmfit_SGDRegressor
lmfit_Ridge
lmfit_Lasso
lmfit_ElasticNet
lmfit_BayesianRidge
Gaussian process model fit
gpfit
gpfit_DotProduct
gpfit_RBF
Cointegration
coint
coint_johansen_max_eig_stat_order-0_ardiff-10
coint_johansen_trace_stat_order-0_ardiff-10
coint_johansen_max_eig_stat_order-0_ardiff-1
coint_johansen_trace_stat_order-0_ardiff-1
coint_johansen_max_eig_stat_order-1_ardiff-10
coint_johansen_trace_stat_order-1_ardiff-10
coint_johansen_max_eig_stat_order-1_ardiff-1
coint_johansen_trace_stat_order-1_ardiff-1
coint_aeg_tstat_trend-c_autolag-aic_maxlag-10
coint_aeg_tstat_trend-ct_autolag-aic_maxlag-10
coint_aeg_tstat_trend-ct_autolag-bic_maxlag-10
Power envelope correlation
pec
pec
pec_orth
pec_log
pec_orth_log
pec_orth_abs
pec_orth_log_abs
Power envelope correlation
pec
Cointegration
coint_aeg_tstat_trend-ct_autolag-aic_maxlag-10
Phase Lag Index
pli_multitaper_max_fs-1_fmin-0_fmax-0-5
Phase Slope Index
psi_wavelet_mean_fs-1_fmin-0_fmax-0-5_mean
Phase Slope Index
psi_multitaper_mean_fs-1_fmin-0_fmax-0-5
Coherence Magnitude
cohmag_multitaper_mean_fs-1_fmin-0_fmax-0-5
Integrated Information
phi_star_t-1_norm-0
Directed Information
di_gaussian
Additive Noise Model
anm
Transfer Entropy
te_kraskov_NN-4_DCE_k-max-10_tau-max-4
Granger Causality
sgc_nonparametric_mean_fs-1_fmin-0_fmax-0-5
Dynamic Time Warping
bary_dtw_mean
Covariance
cov_EmpiricalCovariance
Dynamic Time Warping
dtw_constraint-itakura