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sergeymong/pearson.py

Created January 5, 2021 13:37
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[Pearson correlation coefficient] Between two variables #Python #Numpy #EDA #Statistics
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pearson.py
def pearson_r(x, y):
"""Compute Pearson correlation coefficient between two arrays."""
# Compute correlation matrix: corr_mat
corr_mat = np.corrcoef(x, y)
# Return entry [0,1]
return corr_mat[0,1]
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