我正在寻找一个函数,它将两个列表作为输入,并返回Pearson相关性,以及相关性的重要性。


当前回答

Pearson coefficient calculation using pandas in python: I would suggest trying this approach since your data contains lists. It will be easy to interact with your data and manipulate it from the console since you can visualise your data structure and update it as you wish. You can also export the data set and save it and add new data out of the python console for later analysis. This code is simpler and contains less lines of code. I am assuming you need a few quick lines of code to screen your data for further analysis

例子:

data = {'list 1':[2,4,6,8],'list 2':[4,16,36,64]}

import pandas as pd #To Convert your lists to pandas data frames convert your lists into pandas dataframes

df = pd.DataFrame(data, columns = ['list 1','list 2'])

from scipy import stats # For in-built method to get PCC

pearson_coef, p_value = stats.pearsonr(df["list 1"], df["list 2"]) #define the columns to perform calculations on
print("Pearson Correlation Coefficient: ", pearson_coef, "and a P-value of:", p_value) # Results 

但是,在分析之前,你没有发布你的数据给我看数据集的大小或可能需要的转换。

其他回答

嗯,很多回复的代码都很长,很难读…

我建议在处理数组时使用numpy及其漂亮的特性:

import numpy as np
def pcc(X, Y):
   ''' Compute Pearson Correlation Coefficient. '''
   # Normalise X and Y
   X -= X.mean(0)
   Y -= Y.mean(0)
   # Standardise X and Y
   X /= X.std(0)
   Y /= Y.std(0)
   # Compute mean product
   return np.mean(X*Y)

# Using it on a random example
from random import random
X = np.array([random() for x in xrange(100)])
Y = np.array([random() for x in xrange(100)])
pcc(X, Y)

你可以看看scipy.stats:

from pydoc import help
from scipy.stats.stats import pearsonr
help(pearsonr)

>>>
Help on function pearsonr in module scipy.stats.stats:

pearsonr(x, y)
 Calculates a Pearson correlation coefficient and the p-value for testing
 non-correlation.

 The Pearson correlation coefficient measures the linear relationship
 between two datasets. Strictly speaking, Pearson's correlation requires
 that each dataset be normally distributed. Like other correlation
 coefficients, this one varies between -1 and +1 with 0 implying no
 correlation. Correlations of -1 or +1 imply an exact linear
 relationship. Positive correlations imply that as x increases, so does
 y. Negative correlations imply that as x increases, y decreases.

 The p-value roughly indicates the probability of an uncorrelated system
 producing datasets that have a Pearson correlation at least as extreme
 as the one computed from these datasets. The p-values are not entirely
 reliable but are probably reasonable for datasets larger than 500 or so.

 Parameters
 ----------
 x : 1D array
 y : 1D array the same length as x

 Returns
 -------
 (Pearson's correlation coefficient,
  2-tailed p-value)

 References
 ----------
 http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation

如果你不喜欢安装scipy,我使用了这个快速的hack,稍微修改了Programming Collective Intelligence:

def pearsonr(x, y):
  # Assume len(x) == len(y)
  n = len(x)
  sum_x = float(sum(x))
  sum_y = float(sum(y))
  sum_x_sq = sum(xi*xi for xi in x)
  sum_y_sq = sum(yi*yi for yi in y)
  psum = sum(xi*yi for xi, yi in zip(x, y))
  num = psum - (sum_x * sum_y/n)
  den = pow((sum_x_sq - pow(sum_x, 2) / n) * (sum_y_sq - pow(sum_y, 2) / n), 0.5)
  if den == 0: return 0
  return num / den

这是使用numpy的Pearson Correlation函数的实现:


def corr(data1, data2):
    "data1 & data2 should be numpy arrays."
    mean1 = data1.mean() 
    mean2 = data2.mean()
    std1 = data1.std()
    std2 = data2.std()

#     corr = ((data1-mean1)*(data2-mean2)).mean()/(std1*std2)
    corr = ((data1*data2).mean()-mean1*mean2)/(std1*std2)
    return corr

与其依赖numpy/scipy,我认为我的答案应该是最容易编码和理解计算Pearson相关系数(PCC)的步骤。

import math

# calculates the mean
def mean(x):
    sum = 0.0
    for i in x:
         sum += i
    return sum / len(x) 

# calculates the sample standard deviation
def sampleStandardDeviation(x):
    sumv = 0.0
    for i in x:
         sumv += (i - mean(x))**2
    return math.sqrt(sumv/(len(x)-1))

# calculates the PCC using both the 2 functions above
def pearson(x,y):
    scorex = []
    scorey = []

    for i in x: 
        scorex.append((i - mean(x))/sampleStandardDeviation(x)) 

    for j in y:
        scorey.append((j - mean(y))/sampleStandardDeviation(y))

# multiplies both lists together into 1 list (hence zip) and sums the whole list   
    return (sum([i*j for i,j in zip(scorex,scorey)]))/(len(x)-1)

PCC的意义基本上是向你展示两个变量/列表的相关性有多强。 需要注意的是,PCC值的范围是-1到1。 0到1之间的值表示正相关。 0值=最高变异(没有任何相关性)。 -1到0之间的值表示负相关。