Function corrcoef

numpy/lib/_function_base_impl.py:2911–3046

Return Pearson product-moment correlation coefficients. Please refer to the documentation for `cov` for more detail. The relationship between the correlation coefficient matrix, `R`, and the covariance matrix, `C`, is .. math:: R_{ij} = \\frac{ C_{ij} } { \\sqrt{ C_{ii} C_{jj

(x, y=None, rowvar=True, *,
             dtype=None)

@array_function_dispatch(_corrcoef_dispatcher)
def corrcoef(x, y=None, rowvar=True, *,
             dtype=None):
    """
    Return Pearson product-moment correlation coefficients.

    Please refer to the documentation for `cov` for more detail.  The
    relationship between the correlation coefficient matrix, `R`, and the
    covariance matrix, `C`, is

    .. math:: R_{ij} = \\frac{ C_{ij} } { \\sqrt{ C_{ii} C_{jj} } }

    The values of `R` are between -1 and 1, inclusive.

    Parameters
    ----------
    x : array_like
        A 1-D or 2-D array containing multiple variables and observations.
        Each row of `x` represents a variable, and each column a single
        observation of all those variables. Also see `rowvar` below.
    y : array_like, optional
        An additional set of variables and observations. `y` has the same
        shape as `x`.
    rowvar : bool, optional
        If `rowvar` is True (default), then each row represents a
        variable, with observations in the columns. Otherwise, the relationship
        is transposed: each column represents a variable, while the rows
        contain observations.

    dtype : data-type, optional
        Data-type of the result. By default, the return data-type will have
        at least `numpy.float64` precision.

        .. versionadded:: 1.20

    Returns
    -------
    R : ndarray
        The correlation coefficient matrix of the variables.

    See Also
    --------
    cov : Covariance matrix

    Notes
    -----
    Due to floating point rounding the resulting array may not be Hermitian,
    the diagonal elements may not be 1, and the elements may not satisfy the
    inequality abs(a) <= 1. The real and imaginary parts are clipped to the
    interval [-1,  1] in an attempt to improve on that situation but is not
    much help in the complex case.

    Examples
    --------
    >>> import numpy as np

    In this example we generate two random arrays, ``xarr`` and ``yarr``, and
    compute the row-wise and column-wise Pearson correlation coefficients,
    ``R``. Since ``rowvar`` is  true by  default, we first find the row-wise