mhjensen
29 lines
571 B
Python
29 lines
571 B
Python
# Importing various packages
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import numpy as np
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n = 10
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x = np.random.normal(size=n)
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x = x - np.mean(x)
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y = 4+3*x+np.random.normal(size=n)
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y = y - np.mean(y)
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X = (np.vstack((x, y))).T
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print(X)
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import pandas as pd
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Xpd = pd.DataFrame(X)
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print(Xpd)
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correlation_matrix = Xpd.corr()
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print(correlation_matrix)
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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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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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