求两个变量的协方差

Xbar = np.float(np.mean(X))
Ybar = np.float(np.mean(Y))

s = 0.0
for i in range(X.shape[1]):
    s = s + (X[0,i]-Xbar)*(Y[0,i]-Ybar)
r = s/float(X.shape[1]-1)#这里出错了,协方差除以n-1,0.026047412160079993

#求两个变量的协方差
covxy = np.cov(X,Y)#计算的是协方差矩阵。0.02604741
posted @ 2020-10-19 17:38  bH1pJ  阅读(103)  评论(0编辑  收藏  举报