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endrebak/pearson_vectors.py

Forked from dengemann/pearson_vectors.py
Last active November 26, 2019 13:05
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pearson_vectors.py
# Author: denis.engemann@gmail.com
# License: simplified BSD (3 clause)
# Note: code is based on scipy.stats.pearsonr
def ss(a, axis):
return np.sum(a * a, axis=axis)
def compute_corr(x, y):
x = np.asarray(x)
y = np.asarray(y)
mx = x.mean(axis=-1)
my = y.mean(axis=-1)
xm, ym = x - mx[..., None], y - my[..., None]
r_num = np.add.reduce(xm * ym, axis=-1)
r_den = np.sqrt(ss(xm, axis=-1) * ss(ym, axis=-1))
r = r_num / r_den
return r
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