Return Pearson product-moment correlation coefficients.
Please refer to the documentation for cov for more detail. The
relationship between the correlation coefficient matrix, R, and the
covariance matrix, C, is
The values of R are between -1 and 1, inclusive.
x (array_like) – A 1-D or 2-D array containing multiple variables and observations.
Each row of x represents a variable, and each column a single
observation of all those variables. Also see rowvar below.
y (array_like, optional) – An additional set of variables and observations. y has the same
shape as x.
rowvar (bool, optional) – If rowvar is True (default), then each row represents a
variable, with observations in the columns. Otherwise, the relationship
is transposed: each column represents a variable, while the rows
R – The correlation coefficient matrix of the variables.
Due to floating point rounding the resulting tensor may not be Hermitian,
the diagonal elements may not be 1, and the elements may not satisfy the
inequality abs(a) <= 1. The real and imaginary parts are clipped to the
interval [-1, 1] in an attempt to improve on that situation but is not
much help in the complex case.
This function accepts but discards arguments bias and ddof. This is
for backwards compatibility with previous versions of this function. These
arguments had no effect on the return values of the function and can be
safely ignored in this and previous versions of numpy.