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);