scipy.spatial.distance.correlation¶

scipy.spatial.distance.
correlation
(u, v, w=None, centered=True)[source]¶ Compute the correlation distance between two 1D arrays.
The correlation distance between u and v, is defined as
\[1  \frac{(u  \bar{u}) \cdot (v  \bar{v})} {{(u  \bar{u})}_2 {(v  \bar{v})}_2}\]where \(\bar{u}\) is the mean of the elements of u and \(x \cdot y\) is the dot product of \(x\) and \(y\).
Parameters: u : (N,) array_like
Input array.
v : (N,) array_like
Input array.
w : (N,) array_like, optional
The weights for each value in u and v. Default is None, which gives each value a weight of 1.0
Returns: correlation : double
The correlation distance between 1D array u and v.