python计算协方差_在Python中计算协方差

要计算协方差，您需要类似下面这样的内容，它有一个嵌套循环，遍历每个列表，并使用协方差公式累积协方差。在# let's get the mean of `X` (add all the vals in `X` and divide by

# the length

x_mean = float(sum(X)) / len(X)

# now, let's get the mean for `Y`

y_mean = float(sum(Y)) / len(Y)

# initialize the covariance to 0 so we can add it up

cov = 0

# we'll use a nested loop structure the outer loop can be through `Y`

# or `X`, it doesn't matter in this case

# we'll use python's `enumerate`, which lets us iterate through the `list`

# using a `tuple` that contains (the_current_index, the_current_element),

# or in `C`/`Java` terms, `(i, arr[i])`

for y_idx,y in enumerate(Y):

for x_idx,x in enumerate(X):

# the covariance is defined by the following equation

# you don't need to loop through `P` the outer list

# contains 2 elements, which is the size of `X`, and

# the inner list contains 3 elements, which is the size of `Y`

cov += (x - x_mean) * (y - y_mean) * P[x_idx][y_idx]

print cov # => 0.25