SciPy, y=None, rowvar=True, bias=False, allow_masked=True, ddof=None)[source]

Return correlation coefficients of the input array.

Except for the handling of missing data this function does the same as numpy.corrcoef. For more details and examples, see numpy.corrcoef.


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.

bias : bool, optional

Default normalization (False) is by (N-1), where N is the number of observations given (unbiased estimate). If bias is 1, then normalization is by N. This keyword can be overridden by the keyword ddof in numpy versions >= 1.5.

allow_masked : bool, optional

If True, masked values are propagated pair-wise: if a value is masked in x, the corresponding value is masked in y. If False, raises an exception.

ddof : {None, int}, optional

New in version 1.5.

If not None normalization is by (N - ddof), where N is the number of observations; this overrides the value implied by bias. The default value is None.

See also

Equivalent function in top-level NumPy module.
Estimate the covariance matrix.

Previous topic

Next topic