correlation matrix in python

Question

How do I calculate correlation matrix in python? I have an n-dimensional vector in which each element has 5 dimension. For example my vector looks like

[
 [0.1, .         


        

Answer 1

As I almost missed that comment by @Anton Tarasenko, I'll provide a new answer. So given your array:

a = np.array([[0.1, .32, .2,  0.4, 0.8], 
             [.23, .18, .56, .61, .12], 
             [.9,   .3,  .6,  .5,  .3],  
             [.34, .75, .91, .19, .21]]) 

If you want the correlation matrix of your dimensions (columns), which I assume, you can use numpy (note the transpose!):

import numpy as np
print(np.corrcoef(a.T))

Or if you have it in Pandas anyhow:

import pandas as pd
print(pd.DataFrame(a).corr())

Both print

array([[ 1.        , -0.03783885,  0.34905716,  0.14648975, -0.34945863],
      [-0.03783885,  1.        ,  0.67888519, -0.96102583, -0.12757741],
      [ 0.34905716,  0.67888519,  1.        , -0.45104803, -0.80429469],
      [ 0.14648975, -0.96102583, -0.45104803,  1.        , -0.15132323],
      [-0.34945863, -0.12757741, -0.80429469, -0.15132323,  1.        ]])