数学建模学习笔记（十一）三大相关系数（pearson[皮尔森]、spearman[斯皮尔曼] 和 kendall[肯德尔]）

# coding: utf-8
import numpy as np
import pandas as pd
 
def Pearson(df): # 计算 Pearson 相关系数
    return df.corr()
 
def Kendall(df): # 计算 Kendall Tau 相关系数
    return df.corr('kendall')
 
def Spearman(df): # 计算 Spearman 秩相关
    return df.corr('spearman')
 
if __name__ == "__main__":
    df = pd.DataFrame({'A': np.random.randint(1, 100, 10),  # low、high、size
                       'B': np.random.randint(1, 100, 10),
                       'C': np.random.randint(1, 100, 10)})
    print df
    print "Pearson"
    print Pearson(df)
    print "Kendall Tau"
    print Kendall(df)
    print "Spearman:"
    print Spearman(df)