几组数据的相关性python_Python的 - 如何找到两个向量之间的相关性？

Given two vectors X and Y, I have to find their correlation, i.e. their linear dependence/independence. Both vectors have equal dimension. The result should be a floating point number from [-1.0 .. 1.0].

Example:

X=[-1, 2, 0]

Y=[ 4, 2, -0.3]

Find y = cor(X,Y) such that y belongs to [-1.0 .. 1.0].

It should be a simple construction involving a list-comprehension. No external library is allowed.

UPDATE: ok, if the dot product is enough, then here is my solution:

nX = 1/(sum([x*x for x in X]) ** 0.5)

nY = 1/(sum([y*y for y in Y]) ** 0.5)

cor = sum([(x*nX)*(y*nY) for x,y in zip(X,Y) ])

right?

解决方案

Sounds like a dot product to me.

Solve the equation for the cosine of the angle between the two vectors, which is always in the range [-1, 1], and you'll have what you want.

It's equal to the dot product divided by the magnitudes of two vectors.