fisher_z.py 文件源码

def fisher_z(data):
    """ Fisher's z-transformation

    For a given dataset :math:`p` bound to :math:`[0.0, 1.0]`, we can use Fisher's z-transformation to normalize it
    in an approximately Gaussian distribution.

    This transformation is computed as follows:

    .. math::
        z_p := \\frac{1}{2} \\text{ln} \\left ( \\frac{1+p}{1-p} \\right ) = \\text{arctanh}(p)

    """
    return np.arctanh(data)