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

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)

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相关性可以用numpy的corrcoef来计算。

import numpy
numpy.corrcoef(list1, list2)[0, 1]

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
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