Python3 计算相关系数

 # -*- coding: utf-8 -*-

 """

 Created on Mon Jan  8 19:36:48 2018

 @author: markli

 """

 import numpy as np;

 import math;

 '''

 计算矩阵A的相关系数矩阵

 '''

 def Correlation(A):

     #得到A的形状 m 是行数 n 是列数

     m,n = A.shape;

     #存放每一列的均值

     means = [];

     #存放每一列的方差

     var = [];

     for i in range(n):

         me = np.mean(A[:,i]);

         means.append(me);

         temp = A[:,i] - me;

         #计算方差，除以m-1 与np.corrcoef有误差，除以m则基本没有误差

         v = np.sum([p**2 for p in temp]) / m  ;

         var.append(v);

     #存放相关系数

     r = np.ones((n,n));

     #离差矩阵

     deviation = A - np.atleast_2d(means);

     for i in range(n):

         for j in range(n):

             cov = np.dot(np.atleast_2d(deviation[:,i]),np.atleast_2d(deviation[:,j]).T)/ (m);

             va = math.sqrt(var[i] * var[j]);

             r[i,j] = cov / va;

             if(i==j):

                 r[i,j]=1;

     return r;

 #coeffs = np.ployfit(X,Y,degree) #得到一组回归方程的系数 X为一维，Y一般为一维，最多二维 degree指定自变量的次数

 #np.ploy1d(coeffs) 产生一个多项式 多项式次数由高到低

 A = np.random.random((10,3));

 r1 = Correlation(A);

 r2 = np.corrcoef(A,rowvar=False);

 print(r1);

 print('numpy 计算值：');

 print(r2);

Python3 计算相关系数的相关教程结束。