Maybe I made a mistake. If so, I am sorry to ask this.
I want to calculate Pearson's correlation coefficent by using scipy's pearsonr
function.
from scipy.stats.stats import pearsonr
X = [4, 4, 4, 4, 4, 4]
Y = [4, 5, 5, 4, 4, 4]
pearsonr(X, Y)
I get an error below
RuntimeWarning: invalid value encountered in double_scalars ###
The reason why I get an error is E[X] = 4 (Excepted Value of X is 4)
I look at the code of pearsonr function in scpy.stats.stats.py. Some part of the pearsonr function is as follows.
mx = x.mean() # which is 4
my = y.mean() # not necessary
xm, ym = x-mx, y-my # xm = [0 0 0 0 0 0]
r_num = n*(np.add.reduce(xm*ym)) #r_num = 0, because xm*ym 1x6 Zero Vector.
r_den = n*np.sqrt(ss(xm)*ss(ym)) #r_den = 0
r = (r_num / r_den) # Invalid value encountered in double_scalars
At the end, pearsonr
returns (nan, 1.0)
Should pearsonr
return (0, 1.0)
?
I think if a vector has same value for every row/column, covariance should be zero. Thus Pearson's Correleation Coefficient should also be zero by the definition of PCC.
Pearson's correlation coefficient between two variables is defined as the covariance of the two variables divided by the product of their standard deviations.
Is it bug or where do I make a mistake?
See Question&Answers more detail:
os 与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…