all_correlations.py 文件源码

def all_correlations_fast_no_scipy(y, X):
    '''
    Cs = all_correlations(y, X)

    Cs[i] = np.corrcoef(y, X[i])[0,1]
    '''
    X = np.asanyarray(X, float)
    y = np.asanyarray(y, float)
    xy = np.dot(X, y)
    y_ = y.mean()
    ys_ = y.std()
    x_ = X.mean(1)
    xs_ = X.std(1)
    n = float(len(y))
    ys_ += 1e-5  # Handle zeros in ys
    xs_ += 1e-5  # Handle zeros in x

    return (xy - x_ * y_ * n) / n / xs_ / ys_