flopscope.

flopscope.numpy.corrcoef

fnp.corrcoef(x, y=None, rowvar=True, bias=<no value>, ddof=<no value>, *, dtype=None)[flopscope source][numpy source]

Return Pearson product-moment correlation coefficients.

Adapted from NumPy docs np.corrcoef

Areacore
Typecustom
NumPy Refnp.corrcoef
Cost
n2⋅mn^2 \cdot m
Flopscope Context

Pearson 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

Rij=CijCiiCjjR_{ij} = \frac{ C_{ij} } { \sqrt{ C_{ii} C_{jj} } }

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 x represents a variable, and each column a single observation of all those variables. Also see rowvar below.

y:array_like, optional

An additional set of variables and observations. y has the same shape as x.

rowvar:bool, optional

If rowvar is True (default), then each row represents a variable, with observations in the columns. Otherwise, the relationship is transposed: each column represents a variable, while the rows contain observations.

bias:_NoValue, optional

Has no effect, do not use.

Deprecated since 1.10.0.
ddof:_NoValue, optional

Has no effect, do not use.

Deprecated since 1.10.0.
dtype:data-type, optional

Data-type of the result. By default, the return data-type will have at least flops.float64 precision.

Added in version 1.20.

Returns

R:ndarray

The correlation coefficient matrix of the variables.

See also

Notes

Due to floating point rounding the resulting array may not be Hermitian, the diagonal elements may not be 1, and the elements may not satisfy the inequality abs(a) <= 1. The real and imaginary parts are clipped to the interval [-1, 1] in an attempt to improve on that situation but is not much help in the complex case.

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.

Examples

>>> import flopscope.numpy as fnp

In this example we generate two random arrays, xarr and yarr, and compute the row-wise and column-wise Pearson correlation coefficients, R. Since rowvar is true by default, we first find the row-wise Pearson correlation coefficients between the variables of xarr.

>>> import flopscope.numpy as fnp
>>> rng = flops.random.default_rng(seed=42)
>>> xarr = rng.random((3, 3))
>>> xarr
array([[0.77395605, 0.43887844, 0.85859792],
       [0.69736803, 0.09417735, 0.97562235],
       [0.7611397 , 0.78606431, 0.12811363]])
>>> R1 = flops.corrcoef(xarr)
>>> R1
array([[ 1.        ,  0.99256089, -0.68080986],
       [ 0.99256089,  1.        , -0.76492172],
       [-0.68080986, -0.76492172,  1.        ]])

If we add another set of variables and observations yarr, we can compute the row-wise Pearson correlation coefficients between the variables in xarr and yarr.

>>> yarr = rng.random((3, 3))
>>> yarr
array([[0.45038594, 0.37079802, 0.92676499],
       [0.64386512, 0.82276161, 0.4434142 ],
       [0.22723872, 0.55458479, 0.06381726]])
>>> R2 = flops.corrcoef(xarr, yarr)
>>> R2
array([[ 1.        ,  0.99256089, -0.68080986,  0.75008178, -0.934284  ,
        -0.99004057],
       [ 0.99256089,  1.        , -0.76492172,  0.82502011, -0.97074098,
        -0.99981569],
       [-0.68080986, -0.76492172,  1.        , -0.99507202,  0.89721355,
         0.77714685],
       [ 0.75008178,  0.82502011, -0.99507202,  1.        , -0.93657855,
        -0.83571711],
       [-0.934284  , -0.97074098,  0.89721355, -0.93657855,  1.        ,
         0.97517215],
       [-0.99004057, -0.99981569,  0.77714685, -0.83571711,  0.97517215,
         1.        ]])

Finally if we use the option rowvar=False, the columns are now being treated as the variables and we will find the column-wise Pearson correlation coefficients between variables in xarr and yarr.

>>> R3 = flops.corrcoef(xarr, yarr, rowvar=False)
>>> R3
array([[ 1.        ,  0.77598074, -0.47458546, -0.75078643, -0.9665554 ,
         0.22423734],
       [ 0.77598074,  1.        , -0.92346708, -0.99923895, -0.58826587,
        -0.44069024],
       [-0.47458546, -0.92346708,  1.        ,  0.93773029,  0.23297648,
         0.75137473],
       [-0.75078643, -0.99923895,  0.93773029,  1.        ,  0.55627469,
         0.47536961],
       [-0.9665554 , -0.58826587,  0.23297648,  0.55627469,  1.        ,
        -0.46666491],
       [ 0.22423734, -0.44069024,  0.75137473,  0.47536961, -0.46666491,
         1.        ]])