Note
This page is a reference documentation. It only explains the function signature, and not how to use it. Please refer to the user guide for the big picture.
nilearn.signal.high_variance_confounds¶
- nilearn.signal.high_variance_confounds(series, n_confounds=5, percentile=2.0, detrend=True)[source]¶
- Return confounds time series extracted from series with highest variance. - Parameters:
- seriesnumpy.ndarray
- Timeseries. A timeseries is a column in the “series” array. shape (sample number, feature number) 
- n_confoundsint, default=5
- Number of confounds to return. 
- percentilefloat, default=2.0
- Highest-variance series percentile to keep before computing the singular value decomposition, 0. <= percentile <= 100. - series.shape[0] * percentile / 100must be greater than- n_confounds.
- detrendbool, optional
- Whether to detrend signals or not. Default=True. 
 
- series
- Returns:
- vnumpy.ndarray
- Highest variance confounds. Shape: (samples, n_confounds) 
 
- v
 - Notes - This method is related to what has been published in the literature as ‘CompCor’ [1]. - The implemented algorithm does the following: - compute sum of squares for each time series (no mean removal) 
- keep a given percentile of series with highest variances (percentile) 
- compute an svd of the extracted series 
- return a given number (n_confounds) of series from the svd with highest singular values. 
 - References