Source code for simplestatistics.statistics.correlate

# I need sane division that returns a float not int
from __future__ import division

from .z_scores import z_scores
from .product import product
from .sum import sum

[docs]def correlate(x, y): """ Correlation_ refers to "the extent to which two variables have a linear relationship with each other". .. _Correlation: https://en.wikipedia.org/wiki/Correlation_and_dependence A correlation (usually denoted as :math:`r`) can range from 1.0 to -1.0. :math:`r` of 1.0 is the strongest positive correlation between two variables, and an :math:`r` of -1.0 is the strongest negative correlation. .. _Covariance: https://en.wikipedia.org/wiki/Covariance This `Cross Validated answer`_ provides a good explanation of the difference between covariance and correlation. Covariance is understood in the context of the units and scales involved. You cannot compare covariances across those contexts. A correlation is a "normalized" covariance that will always be a value between -1 and 1 and takes into account the scale of the variables. .. _`Cross Validated answer`: http://stats.stackexchange.com/a/18089 Equation: .. math:: r_x,_y = \\frac{\\sum\\limits_{i=1}^n (x_i - \\bar{x})(y_i - \\bar{y})}{ns_x s_y} In English: - Get the :math:`z` (standardized) scores of x. - Get the :math:`z` (standardized) scores of y. - Get the product of the two lists of standardized scores. - Sum the product of standardized scores. - Divide by the length of x or y :math:`-` 1 (to correct for sampling). Args: x: A list of numerical objects. y: A list of numerical objects that has the same length as x. Returns: A numerical object. Examples: >>> correlate([1, 2, 3, 4], [1, 3, 3, 5]) 0.9486666666666667 >>> correlate([2, 1, 0, -1, -2, -3, -4, -5], [0, 1, 1, 2, 3, 2, 4, 5]) -0.9434285714285714 >>> correlate(2, 3) Traceback (most recent call last): ... ValueError: To calculate correlation you need lists or tuples of equal length. Length must be > 1. >>> correlate([2, 4], [6, 6.5, 7]) Traceback (most recent call last): ... ValueError: To calculate correlation you need lists or tuples of equal length. Length must be > 1. >>> correlate([1], [-1]) Traceback (most recent call last): ... ValueError: Correlation requires lists of equal length where length is > 1. """ if type(x) not in [list, tuple] or type(y) not in [list, tuple]: raise ValueError("To calculate correlation you need lists or tuples of equal length. Length must be > 1.") if len(x) != len(y): raise ValueError("To calculate correlation you need lists or tuples of equal length. Length must be > 1.") if len(x) <= 1 or len(y) <= 1: raise ValueError("Correlation requires lists of equal length where length is > 1.") x = z_scores(x) y = z_scores(y) z_products = product(x, y) z_sum = sum(z_products) r = z_sum / (len(x) - 1) return(r)