java求矩阵的相关系数_协方差/相关矩阵/相关系数

#协方差

importnumpy as npimportmatplotlib.pyplot as mpimportdatetime as dtimportmatplotlib.dates as mddefdmy2ymd(dmy):"""把日月年转年月日

:param day:

:return:"""dmy= str(dmy, encoding='utf-8')

t= dt.datetime.strptime(dmy, '%d-%m-%Y')

s= t.date().strftime('%Y-%m-%d')returns

dates, bhp_closing_prices=\

np.loadtxt('bhp.csv',

delimiter=',',

usecols=(1, 6),

unpack=True,

dtype='M8[D],f8',

converters={1: dmy2ymd}) #日月年转年月日

vale_closing_prices =\

np.loadtxt('vale.csv',

delimiter=',',

usecols=(6,),

unpack=True) #因为日期一样,所以此处不读日期#print(dates)#绘制收盘价的折现图

mp.figure('COV', facecolor='lightgray')

mp.title('COV', fontsize=18)

mp.