correlation matrix in python

Question

How do I calculate correlation matrix in python? I have an n-dimensional vector in which each element has 5 dimension. For example my vector looks like

 [  [0.1, .32, .2,  0.4, 0.8],   [.23, .18, .56, .61, .12],   [.9,   .3,  .6,  .5,  .3],   [.34, .75, .91, .19, .21] ]  

In this case dimension of the vector is 4 and each element of this vector have 5 dimension. How to construct the matrix in the easiest way?

Thanks

Answer 1

Using numpy, you could use np.corrcoef:

In [88]: import numpy as np  In [89]: np.corrcoef([[0.1, .32, .2, 0.4, 0.8], [.23, .18, .56, .61, .12], [.9, .3, .6, .5, .3], [.34, .75, .91, .19, .21]]) Out[89]:  array([[ 1.        , -0.35153114, -0.74736506, -0.48917666],        [-0.35153114,  1.        ,  0.23810227,  0.15958285],        [-0.74736506,  0.23810227,  1.        , -0.03960706],        [-0.48917666,  0.15958285, -0.03960706,  1.        ]]) 

Answer 2

You can also use np.array if you don't want to write your matrix all over again.

import numpy as np a = np.array([ [0.1, .32, .2,  0.4, 0.8], [.23, .18, .56, .61, .12], [.9,   .3,  .6,  .5,  .3],  [.34, .75, .91, .19, .21]])  b = np.corrcoef(a) print b