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:
- series
numpy.ndarray
Timeseries. A timeseries is a column in the “series” array. shape (sample number, feature number)
- n_confounds
int
, default=5 Number of confounds to return.
- percentile
float
, default=2.0 Highest-variance series percentile to keep before computing the singular value decomposition, 0. <= percentile <= 100.
series.shape[0] * percentile / 100
must be greater thann_confounds
.- detrend
bool
, optional Whether to detrend signals or not. Default=True.
- series
- Returns:
- v
numpy.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