皮尔逊基相关系数的度量

import numpy as np

# 皮尔逊基相关系数的度量
def PEXJWork(x, y):
    n = len(x)

    #均值
    x_u = np.mean(x)  # 20
    y_u = np.mean(y)  # 20

    x1 = x - x_u  # -2 1 1 0
    y1 = y - y_u  # 1 -2 0 1

    #方差
    re1 = np.multiply(x1, y1)  # -2 -2 0 0
    re2 = np.sum(re1)  # -4
    s_xy = re2 / (n - 1)  # -1.33333

    #标准差
    s_x = np.std(x, ddof=1)  # 1.4142135623730951
    s_y = np.std(y, ddof=1)  # 1.4142135623730951

    p_xy = s_xy / (s_x * s_y)  # -0.6666666666666665

    return p_xy


if __name__ == "__main__":
    x = np.array([18,21,21,20])  # XL
    y = np.array([21, 18, 20, 21])  # XR
    p_xy = PEXJWork(x, y)
    print('p_xy=', p_xy)