# Importing various packages import numpy as np n = 10 x = np.random.normal(size=n) x = x - np.mean(x) y = 4+3*x+np.random.normal(size=n) y = y - np.mean(y) X = (np.vstack((x, y))).T print(X) import pandas as pd Xpd = pd.DataFrame(X) print(Xpd) correlation_matrix = Xpd.corr() print(correlation_matrix) variance_x = np.sum(x@x)/n variance_y = np.sum(y@y)/n cov_xy = np.sum(x@y)/n cov_xx = np.sum(x@x)/n cov_yy = np.sum(y@y)/n C = np.zeros((2,2)) C[0,0]= cov_xx/variance_x C[1,1]= cov_yy/variance_y C[0,1]= cov_xy/np.sqrt(variance_y*variance_x) C[1,0]= C[0,1] print(C)