Python3 計算相關系數

# -*- coding: utf-8 -*-
"""
Created on Mon Jan  8 19:36:48 2018

@author: markli
"""

import numpy as np;
import math;

'''
計算矩陣A的相關系數矩陣
'''
def Correlation(A):
    #得到A的形狀 m 是行數 n 是列數
    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;
        #計算方差，除以m-1 與np.corrcoef有誤差，除以m則基本沒有誤差
        v = np.sum([p**2 for p in temp]) / m  ;
        var.append(v);
        
    #存放相關系數
    r = np.ones((n,n));
    #離差矩陣
    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) #得到一組回歸方程的系數 X為一維，Y一般為一維，最多二維 degree指定自變量的次數
#np.ploy1d(coeffs) 產生一個多項式 多項式次數由高到低
A = np.random.random((10,3));
r1 = Correlation(A);
r2 = np.corrcoef(A,rowvar=False);
print(r1);
print('numpy 計算值：');
print(r2);