numpy.corrcoef()

numpy.corrcoef

numpy.corrcoef(x, y=None, rowvar=1, bias=, ddof=) [source]

Return Pearson product-moment correlation coefficients.

Please refer to the documentation for cov for more detail. The relationship between the correlation coefficient matrix, R, and the covariance matrix, C, is

$R_{ij} = \frac{ C_{ij} <div style=$ 登录查看完整内容