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Pearson Correlation Coefficient

/ Published in: Python
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  1. def pearson(x,y):
  2. 	n=len(x)
  3. 	vals=range(n)
  4.  
  5. 	#regular sums
  6. 	sumx=sum([float(x[i]) for i in vals])
  7. 	sumy=sum([float(y[i]) for i in vals])
  8.  
  9. 	#sum of the squares
  10. 	sumxSq=sum([x[i]**2.0 for i in vals])
  11. 	sumySq=sum([y[i]**2.0 for i in vals])
  12.  
  13. 	#sum of the products
  14. 	pSum=sum([x[i]*y[i] for i in vals])
  15.  
  16. 	#do pearson score
  17. 	num=pSum-(sumx*sumy/n)
  18. 	den=((sumxSq-pow(sumx,2)/n)*(sumySq-pow(sumy,2))**.5
  19. 	if den=0: return 1
  20. 	r=num/den
  21. 	return r

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