皮尔逊相关系数的计算(python代码版)

from math import sqrt

def multipl(a,b):
sumofab=0.0
for i in range(len(a)):
temp=a[i]*b[i]
sumofab+=temp
return sumofab

def corrcoef(x,y):
n=len(x)
#求和
sum1=sum(x)
sum2=sum(y)
#求乘积之和
sumofxy=multipl(x,y)
#求平方和
sumofx2 = sum([pow(i,2) for i in x])
sumofy2 = sum([pow(j,2) for j in y])
num=sumofxy-(float(sum1)*float(sum2)/n)
#计算皮尔逊相关系数
den=sqrt((sumofx2-float(sum1**2)/n)*(sumofy2-float(sum2**2)/n))
return num/den

x = [0,1,0,3]
y = [0,1,1,1]

print corrcoef(x,y) #0.471404520791