utils.py 文件源码

def th_corrcoef(x):
    """
    mimics np.corrcoef
    """
    # calculate covariance matrix of rows
    mean_x = th.mean(x, 1)
    xm = x.sub(mean_x.expand_as(x))
    c = xm.mm(xm.t())
    c = c / (x.size(1) - 1)

    # normalize covariance matrix
    d = th.diag(c)
    stddev = th.pow(d, 0.5)
    c = c.div(stddev.expand_as(c))
    c = c.div(stddev.expand_as(c).t())

    # clamp between -1 and 1
    c = th.clamp(c, -1.0, 1.0)

    return c