LeeReamond
V2EX  ›  问与答

计算两组数据相关性,有什么算法可以用?

  •  
  •   LeeReamond · Feb 1, 2021 · 923 views
    This topic created in 1997 days ago, the information mentioned may be changed or developed.

    需求是现有两组离散数据,都在二维平面直角坐标系里,想问一下算相关性都有什么算法,数学不太好。以前一直用的都是协方差除以方差积的那个公式,最近感觉不太对啊

    2 replies    2021-02-01 14:08:38 +08:00
    lwh0328
        1
    lwh0328  
       Feb 1, 2021
    PCA?
    jr55475f112iz2tu
        2
    jr55475f112iz2tu  
       Feb 1, 2021
    原本用的是 Pearson Correlation 吧?
    如果是离散的,那就用 Spearman's correlation
    About   ·   Help   ·   Advertise   ·   Blog   ·   API   ·   FAQ   ·   Solana   ·   1698 Online   Highest 6679   ·     Select Language
    创意工作者们的社区
    World is powered by solitude
    VERSION: 3.9.8.5 · 29ms · UTC 16:19 · PVG 00:19 · LAX 09:19 · JFK 12:19
    ♥ Do have faith in what you're doing.