Calculating the Fisher criterion in Python

Question

Is there a python module that when given two vectors x and y, where y is a two-class (0,1), it calculates the Fisher criterion, as shown in the formula here http://compbio.soe.ucsc.edu/genex/genexTR2html/node12.html

Please note that I am not looking to apply Fisher's linear discriminant, only the Fisher criterion :).

Thanks in advance!

Answer 1

Not as far as I can tell, but you could write your own (please test that this result is correct, I'm only going by my understanding of the formula).

import numpy as np

def fisher_criterion(v1, v2):
    return abs(np.mean(v1) - np.mean(v2)) / (np.var(v1) + np.var(v2))

Which gives, for example,

>>> fisher_criterion([0, 1, 2], [0, 1])
0.54545454545454553