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
下面是mkh答案的一个变体,比它运行得快得多,还有scipy.stats。皮尔逊,使用numba。
import numba
@numba.jit
def corr(data1, data2):
M = data1.size
sum1 = 0.
sum2 = 0.
for i in range(M):
sum1 += data1[i]
sum2 += data2[i]
mean1 = sum1 / M
mean2 = sum2 / M
var_sum1 = 0.
var_sum2 = 0.
cross_sum = 0.
for i in range(M):
var_sum1 += (data1[i] - mean1) ** 2
var_sum2 += (data2[i] - mean2) ** 2
cross_sum += (data1[i] * data2[i])
std1 = (var_sum1 / M) ** .5
std2 = (var_sum2 / M) ** .5
cross_mean = cross_sum / M
return (cross_mean - mean1 * mean2) / (std1 * std2)
其他回答
一个替代方法可以是一个来自linreturn的本地scipy函数,它计算:
斜率:回归线的斜率 截距:回归线的截距 R-value:相关系数 p值:零假设为斜率为零的假设检验的双面p值 stderr:估计的标准错误
这里有一个例子:
a = [15, 12, 8, 8, 7, 7, 7, 6, 5, 3]
b = [10, 25, 17, 11, 13, 17, 20, 13, 9, 15]
from scipy.stats import linregress
linregress(a, b)
会回复你:
LinregressResult(slope=0.20833333333333337, intercept=13.375, rvalue=0.14499815458068521, pvalue=0.68940144811669501, stderr=0.50261704627083648)
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。
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
def pearson(x,y):
n=len(x)
vals=range(n)
sumx=sum([float(x[i]) for i in vals])
sumy=sum([float(y[i]) for i in vals])
sumxSq=sum([x[i]**2.0 for i in vals])
sumySq=sum([y[i]**2.0 for i in vals])
pSum=sum([x[i]*y[i] for i in vals])
# Calculating Pearson correlation
num=pSum-(sumx*sumy/n)
den=((sumxSq-pow(sumx,2)/n)*(sumySq-pow(sumy,2)/n))**.5
if den==0: return 0
r=num/den
return r
对此,我有一个非常简单易懂的解决方案。对于两个长度相等的数组,Pearson系数可以很容易地计算如下:
def manual_pearson(a,b):
"""
Accepts two arrays of equal length, and computes correlation coefficient.
Numerator is the sum of product of (a - a_avg) and (b - b_avg),
while denominator is the product of a_std and b_std multiplied by
length of array.
"""
a_avg, b_avg = np.average(a), np.average(b)
a_stdev, b_stdev = np.std(a), np.std(b)
n = len(a)
denominator = a_stdev * b_stdev * n
numerator = np.sum(np.multiply(a-a_avg, b-b_avg))
p_coef = numerator/denominator
return p_coef
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