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Python script to compute correlation coefficient.
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#! /usr/local/bin/python3.6 | |
""" | |
Correlation coefficient computaion | |
""" | |
import math | |
import sys | |
import traceback | |
class CorrelationCoefficient: | |
def compute_r(self, x, y): | |
""" R computation | |
:param list x: 1st list of random variables | |
:param list y: 2nd list of random variables | |
:return float r: correlation coefficient of X and Y | |
""" | |
if type(x) != list: | |
print("Argument(X) is not a list!") | |
sys.exit() | |
if type(y) != list: | |
print("Argument(Y) is not a list!") | |
sys.exit() | |
if len(x) == 0: | |
print("List(X) is none!") | |
sys.exit() | |
if len(y) == 0: | |
print("List(Y) is none!") | |
sys.exit() | |
if len(x) != len(y): | |
print("Argument list size is invalid!") | |
sys.exit() | |
try: | |
mean_x, mean_y = sum(x) / len(x), sum(y) / len(y) | |
cov = sum([(a - mean_x) * (b - mean_y) for a, b in zip(x, y)]) | |
var_x = sum([(a - mean_x) ** 2 for a in x]) | |
var_y = sum([(b - mean_y) ** 2 for b in y]) | |
return (cov / math.sqrt(var_x)) / math.sqrt(var_y) | |
except Exception as e: | |
raise | |
if __name__ == '__main__': | |
try: | |
x = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] | |
obj = CorrelationCoefficient() | |
print(obj.compute_r(x, [1, 2, 3, 4, 5, 6, 7, 8, 9, 10])) | |
print(obj.compute_r(x, [2, 3, 3, 4, 6, 7, 8, 9, 10, 11])) | |
print(obj.compute_r(x, [15, 13, 12, 12, 10, 10, 8, 7, 4, 3])) | |
except Exception as e: | |
traceback.print_exc() | |
sys.exit(1) |
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