cov与corrcoef的区别

def loadData():
    return [[1,1,1,0,0],
            [2,2,2,0,0],
            [1,1,1,0,0],
            [5,5,5,0,0],
            [1,1,0,2,2],
            [0,0,0,3,3],
            [0,0,0,1,1]]
data = mat(loadData())
print(np.cov(data.T))
'''
[[ 2.95238095  2.95238095  3.02380952 -1.0952381  -1.0952381 ]
 [ 2.95238095  2.95238095  3.02380952 -1.0952381  -1.0952381 ]
 [ 3.02380952  3.02380952  3.23809524 -1.28571429 -1.28571429]
 [-1.0952381  -1.0952381  -1.28571429  1.47619048  1.47619048]
 [-1.0952381  -1.0952381  -1.28571429  1.47619048  1.47619048]]
'''
print(corrcoef(data,rowvar = 0))
'''
[[ 1.          1.          0.97796525 -0.52462761 -0.52462761]
 [ 1.          1.          0.97796525 -0.52462761 -0.52462761]
 [ 0.97796525  0.97796525  1.         -0.58806924 -0.58806924]
 [-0.52462761 -0.52462761 -0.58806924  1.          1.        ]
 [-0.52462761 -0.52462761 -0.58806924  1.          1.        ]]
'''

对于数据的协方差表示的是不同特征之间的相关性

cov与corrcoef的区别_第1张图片

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