This is documentation for an old release of NumPy (version 1.3.). Read this page in the documentation of the latest stable release (version > 1.17).
numpy.corrcoef¶
- numpy.corrcoef(x, y=None, rowvar=1, bias=0)¶
Return correlation coefficients.
Please refer to the documentation for cov for more detail. The relationship between the correlation coefficient matrix, P, and the covariance matrix, C, is
The values of P are between -1 and 1.
See also
- cov
- Covariance matrix
