numpy.corrcoef - python examples

Here are the examples of the python api numpy.corrcoef taken from open source projects. By voting up you can indicate which examples are most useful and appropriate.

145 Examples 7

3 View Complete Implementation : test_factor.py
Copyright MIT License
Author : birforce
def test_direct_corr_matrix():
    # Test specifying the correlation matrix directly
    mod = Factor(None, 2, corr=np.corrcoef(X.iloc[:, 1:-1], rowvar=0),
                 smc=False)
    results = mod.fit(tol=1e-10)
    a = np.array([[0.965392158864, 0.225880658666255],
                  [0.967587154301, 0.212758741910989],
                  [0.929891035996, -0.000603217967568],
                  [0.486822656362, -0.869649573289374]])
    astert_array_almost_equal(results.loadings, a, decimal=8)
    # Test set and get endog_names
    mod.endog_names = X.iloc[:, 1:-1].columns
    astert_array_equal(mod.endog_names, ['Basal', 'Occ', 'Max', 'id'])

    # Test set endog_names with the wrong number of elements
    astert_raises(ValueError, setattr, mod, 'endog_names',
                  X.iloc[:, :1].columns)

3 View Complete Implementation : test_correlation.py
Copyright MIT License
Author : birforce
@skipif(not have_matplotlib, reason='matplotlib not available')
def test_plot_corr_grid():
    hie_data = randhie.load_pandas()
    corr_matrix = np.corrcoef(hie_data.data.values.T)

    fig = plot_corr_grid([corr_matrix] * 2, xnames=hie_data.names)
    plt.close(fig)

    fig = plot_corr_grid([corr_matrix] * 5, xnames=[], ynames=hie_data.names)
    plt.close(fig)

    fig = plot_corr_grid([corr_matrix] * 3, normcolor=True, satles='', cmap='jet')
    plt.close(fig)

3 View Complete Implementation : test_nanops.py
Copyright MIT License
Author : birforce
    def test_nancorr_pearson(self):
        targ0 = np.corrcoef(self.arr_float_2d, self.arr_float1_2d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_2d.flat,
                            self.arr_float1_2d.flat)[0, 1]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1,
                                     method='pearson')
        targ0 = np.corrcoef(self.arr_float_1d, self.arr_float1_1d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_1d.flat,
                            self.arr_float1_1d.flat)[0, 1]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='pearson')

3 View Complete Implementation : test_nanops.py
Copyright MIT License
Author : birforce
    def test_nancorr(self):
        targ0 = np.corrcoef(self.arr_float_2d, self.arr_float1_2d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_2d.flat,
                            self.arr_float1_2d.flat)[0, 1]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1)
        targ0 = np.corrcoef(self.arr_float_1d, self.arr_float1_1d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_1d.flat,
                            self.arr_float1_1d.flat)[0, 1]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='pearson')

3 View Complete Implementation : test_correlation.py
Copyright MIT License
Author : birforce
@skipif(not have_matplotlib, reason='matplotlib not available')
def test_plot_corr():
    hie_data = randhie.load_pandas()
    corr_matrix = np.corrcoef(hie_data.data.values.T)

    fig = plot_corr(corr_matrix, xnames=hie_data.names)
    plt.close(fig)

    fig = plot_corr(corr_matrix, xnames=[], ynames=hie_data.names)
    plt.close(fig)

    fig = plot_corr(corr_matrix, normcolor=True, satle='', cmap='jet')
    plt.close(fig)

3 View Complete Implementation : test_moments.py
Copyright MIT License
Author : ktraunmueller
    def test_rolling_corr(self):
        A = self.series
        B = A + randn(len(A))

        result = mom.rolling_corr(A, B, 50, min_periods=25)
        astert_almost_equal(result[-1], np.corrcoef(A[-50:], B[-50:])[0, 1])

        # test for correct bias correction
        a = tm.makeTimeSeries()
        b = tm.makeTimeSeries()
        a[:5] = np.nan
        b[:10] = np.nan

        result = mom.rolling_corr(a, b, len(a), min_periods=1)
        astert_almost_equal(result[-1], a.corr(b))

3 View Complete Implementation : __init__.py
Copyright Apache License 2.0
Author : dnanexus
def two_mat_correlation(mat_1, mat_2):
    try:
        import numpy
    except ImportError:
        raise ImportError("Please install Numerical Python (numpy) if you want to use this function")
    values = []
    astert mat_1.ab_list == mat_2.ab_list
    for ab_pair in mat_1:
        try:
            values.append((mat_1[ab_pair], mat_2[ab_pair]))
        except KeyError:
            raise ValueError("%s is not a common key" % ab_pair)
    correlation_matrix = numpy.corrcoef(values, rowvar=0)
    correlation = correlation_matrix[0, 1]
    return correlation

3 View Complete Implementation : test_nanops.py
Copyright Apache License 2.0
Author : Frank-qlu
    def test_nancorr(self):
        targ0 = np.corrcoef(self.arr_float_2d, self.arr_float1_2d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_2d.flat,
                            self.arr_float1_2d.flat)[0, 1]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1)
        targ0 = np.corrcoef(self.arr_float_1d, self.arr_float1_1d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_1d.flat,
                            self.arr_float1_1d.flat)[0, 1]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='pearson')

3 View Complete Implementation : test_nanops.py
Copyright Apache License 2.0
Author : Frank-qlu
    def test_nancorr_pearson(self):
        targ0 = np.corrcoef(self.arr_float_2d, self.arr_float1_2d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_2d.flat,
                            self.arr_float1_2d.flat)[0, 1]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1,
                                     method='pearson')
        targ0 = np.corrcoef(self.arr_float_1d, self.arr_float1_1d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_1d.flat,
                            self.arr_float1_1d.flat)[0, 1]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='pearson')

3 View Complete Implementation : test_nanops.py
Copyright Apache License 2.0
Author : Frank-qlu
    def test_nancorr(self):
        targ0 = np.corrcoef(self.arr_float_2d, self.arr_float1_2d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_2d.flat,
                            self.arr_float1_2d.flat)[0, 1]
        self.check_nancorr_nancov_2d(nanops.nancorr, targ0, targ1)
        targ0 = np.corrcoef(self.arr_float_1d, self.arr_float1_1d)[0, 1]
        targ1 = np.corrcoef(self.arr_float_1d.flat,
                            self.arr_float1_1d.flat)[0, 1]
        self.check_nancorr_nancov_1d(nanops.nancorr, targ0, targ1,
                                     method='pearson')