pearson相关系数算法

#-*- coding: utf-8 -*-
#计算两两指标间的相关系数矩阵
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
inputfile = 'data3.csv' #输入的数据文件
data = pd.read_csv(inputfile) #读取数据
pearson=np.round(data.corr(method = 'pearson'), 2) #计算相关系数矩阵，保留两位小数
print(pearson)
pearson.to_csv("data.csv")
#热力图
colormap = plt.cm.viridis
plt.figure(figsize=(30,30))
plt.title('Unit_price Correlation of Features', y=1.05, size=15)
sns.heatmap(data.astype(float).corr(),linewidths=0.1,vmax=1.0, square=True, cmap=colormap, linecolor='white', annot=True)
plt.show()