Correlation (default 'valid' case) between two 2D arrays:
您可以像这样使用矩阵乘法np.dot -
out = np.dot(arr_one,arr_two.T)
与两个输入数组的每个成对行组合(row1,row2)之间的默认 "valid" 情况的相关性将对应于每个(row1,row2)位置处的乘法结果 .
Row-wise Correlation Coefficient calculation for two 2D arrays:
def corr2_coeff(A,B):
# Rowwise mean of input arrays & subtract from input arrays themeselves
A_mA = A - A.mean(1)[:,None]
B_mB = B - B.mean(1)[:,None]
# Sum of squares across rows
ssA = (A_mA**2).sum(1);
ssB = (B_mB**2).sum(1);
# Finally get corr coeff
return np.dot(A_mA,B_mB.T)/np.sqrt(np.dot(ssA[:,None],ssB[None]))
Benchmarking
本节将运行时性能与other answer.中列出的基于 generate_correlation_map &loopy pearsonr 的方法的建议方法进行比较(取自函数 test_generate_correlation_map() ,其末尾没有值正确性验证码) . 请注意,建议方法的时间还包括在开始时检查两个输入数组中是否有相同数量的列