I’m using the statsmodels qqplot function. So far, I’ve used skewness and kurtosis to estimate how similar a distribution is to the standard normal distribution. However, I just read on wikipeda:
The “probability plot correlation coefficient” (PPCC plot) is the correlation coefficient between the paired sample quantiles. The closer the correlation coefficient is to one, the closer the distributions are to being shifted, scaled versions of each other.
This correlation coefficient is just the pearson correlation. In the documentation, I can’t find a method or attribute of the statsmodels qqplot function that gives me the correlation. Any ideas? Perhaps the (x, y) tuples of the quantile scatter plot can be accessed and can be used to get the pearson correlation? I have to look at the source code of the function itself?