Created
June 28, 2018 15:42
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A simple python program to calculate co variance and correlation of two variables
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a = [25,35,21,67,98,27,64] # data points | |
b = [52,10,5,98,52,36,69] # data points | |
from statistics import mean | |
meanA = mean(a) | |
meanB = mean(b) | |
# find co variance | |
coVariance = 0 | |
for i in range(0, len(a)): | |
coVariance += (((a[i]-meanA)*(b[i]-meanB)) / (len(a) - 1) ) | |
print("Co variance is",coVariance) | |
import math | |
varianceA = 0.0 | |
varianceB = 0.0 | |
for x in a: | |
c = (x - meanA) ** 2 | |
varianceA += c | |
varianceA = varianceA / (len(a)-1) | |
for y in b: | |
d = (y - meanB) ** 2 | |
varianceB += d | |
varianceB = varianceB / (len(b)-1) | |
# calculate standard deviation | |
stdA = math.sqrt(varianceA) | |
stdB = math.sqrt(varianceB) | |
# calculating correlation | |
correlation = coVariance / (stdA * stdB) | |
print("Correlation is "+ str(correlation)) |
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