SciPy

scipy.spatial.distance.correlation

scipy.spatial.distance.correlation(u, v)[source]

Computes the correlation distance between two 1-D arrays.

The correlation distance between u and v, is defined as

1 - \frac{(u - \bar{u}) \cdot (v - \bar{v})}
        {{||(u - \bar{u})||}_2 {||(v - \bar{v})||}_2}

where \bar{u} is the mean of the elements of u and x \cdot y is the dot product of x and y.

Parameters :

u : (N,) array_like

Input array.

v : (N,) array_like

Input array.

Returns :

correlation : double

The correlation distance between 1-D array u and v.