mhjensen
25 lines
560 B
Python
25 lines
560 B
Python
# Importing various packages
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import numpy as np
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n = 100
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# define two vectors
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x = np.random.random(size=n)
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y = 4+3*x+np.random.normal(size=n)
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#scaling the x and y vectors
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x = x - np.mean(x)
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y = y - np.mean(y)
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variance_x = np.sum(x@x)/n
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variance_y = np.sum(y@y)/n
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print(variance_x)
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print(variance_y)
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cov_xy = np.sum(x@y)/n
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cov_xx = np.sum(x@x)/n
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cov_yy = np.sum(y@y)/n
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C = np.zeros((2,2))
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C[0,0]= cov_xx/variance_x
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C[1,1]= cov_yy/variance_y
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C[0,1]= cov_xy/np.sqrt(variance_y*variance_x)
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C[1,0]= C[0,1]
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print(C)
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Eigvals, Eigvecs = np.linalg.eig(C)
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print(Eigvals)
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