python协方差函数_python – 如何实现numpy.cov()函数？

我有自己的协方差函数实现基于等式：

'''

Calculate the covariance coefficient between two variables.

'''

import numpy as np

X = np.array([171, 184, 210, 198, 166, 167])

Y = np.array([78, 77, 98, 110, 80, 69])

# Expected value function.

def E(X, P):

expectedValue = 0

for i in np.arange(0, np.size(X)):

expectedValue += X[i] * (P[i] / np.size(X))

return expectedValue

# Covariance coefficient function.

def covariance(X, Y):

'''

Calculate the product of the multiplication for each pair of variables

values.

'''

XY = X * Y

# Calculate the expected values for each variable and for the XY.

EX = E(X, np.ones(np.size(X)))

EY = E(Y, np.ones(np.size(Y)))

EXY = E(XY, np.ones(np.size(XY)))

# Calculate the covariance coefficient.

return EXY - (EX * EY)

# Display matrix of the covariance coefficient values.

covMatrix = np.array([[covariance(X, X), covariance(X, Y)],

[covariance(Y, X), covariance(Y, Y)]])

print("My function:", covMatrix)

# Display standard numpy.cov() covariance coefficient matrix.

print("Numpy.cov() function:", np.cov([X, Y]))

但问题是,我从我的函数和numpy.cov()得到不同的值,即：

My function: [[ 273.88888889 190.61111111]

[ 190.61111111 197.88888889]]

Numpy.cov() function: [[ 328.66666667 228.73333333]

[ 228.73333333 237.46666667]]

这是为什么？如何实现numpy.cov()函数？如果函数numpy.cov()得到很好的实现,我做错了什么？我只想说,我的函数协方差()的结果与互联网中用于计算协方差系数的纸例子的结果一致,例如http://www.naukowiec.org/wzory/statystyka/kowariancja_11.html.