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
The values of R
are between -1 and 1, inclusive.
Parameters: |
x : array_like A 1-D or 2-D array containing multiple variables and observations. Each row of y : array_like, optional An additional set of variables and observations. rowvar : int, optional If bias : _NoValue, optional Has no affect, do not use. Deprecated since version 1.10.0. ddof : _NoValue, optional Has no affect, do not use. Deprecated since version 1.10.0. |
---|---|
Returns: |
R : ndarray The correlation coefficient matrix of the variables. |
See also
cov
This function accepts but discards arguments bias
and ddof
. This is for backwards compatibility with previous versions of this function. These arguments had no effect on the return values of the function and can be safely ignored in this and previous versions of numpy.
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Licensed under the NumPy License.
https://docs.scipy.org/doc/numpy-1.10.1/reference/generated/numpy.corrcoef.html