python中的numpy函数算相关系数_Pearson使用scipy.stats.pearsonr与python 3.5中的numpy.corrcoeff对比来自两个2D数组的所有行对之间的相关系数...

我试图计算两个2D阵列中每对行之间的Pearson相关系数 . 然后，基于对角线元素对相关矩阵的行/列进行排序 . 首先，在以下代码中从一个随机矩阵(即'randmtx')计算相关系数矩阵(即'ccmtx')：

import numpy as np

import matplotlib.pyplot as plt

from scipy.stats import pearsonr

def correlation_map(x, y):

n_row_x = x.shape[0]

n_row_y = x.shape[0]

ccmtx_xy = np.empty((n_row_x, n_row_y))

for n in range(n_row_x):

for m in range(n_row_y):

ccmtx_xy[n, m] = pearsonr(x[n, :], y[m, :])[0]

return ccmtx_xy

randmtx = np.random.randn(100, 1000) # generating random matrix

#ccmtx = np.corrcoef(randmtx, randmtx) # cc matrix based on numpy.corrcoef

ccmtx = correlation_map(randmtx, randmtx) # cc matrix based on scipy pearsonr

#

ccmtx_diag = np.diagonal(ccmtx)

#

ids, vals = np.argsort(ccmtx_diag, kind = 'mergesort'