python 协方差 轮子

def covariance(x, y):

    # Finding the mean of the series x and y

    mean_x = sum(x)/float(len(x))

    mean_y = sum(y)/float(len(y))

    # Subtracting mean from the individual elements

    sub_x = [i - mean_x for i in x]

    sub_y = [i - mean_y for i in y]

    numerator = sum([sub_x[i]*sub_y[i] for i in range(len(sub_x))])

    denominator = len(x)-1

    cov = numerator/denominator

    return cov

当然，有现成的轮子

x = [-2.1, -1,  4.3]

y = [3,  1.1,  0.12]

np.cov(x,y)

output:

array([[11.71      , -4.286     ], 

       [-4.286     ,  2.144133]])

得到的是协方差矩阵