Correlation of columns of two arrays in python

Question

I have two arrays: 900x421 and 900x147. I need to correlate all columns from these arrays so that the output is 421x147. In Matlab function corr() does it, but I can't find a function that does the same in python.

Answer 1

the numpy.corrcoef function is the way to go. You need both arguments x and y to be of the same shape. You can do so by concatenate the two arrays. Let's say arr1 is of shape 900x421 and arr2 is of shape 900x147. You can do the following

import numpy as np
two_arrays = np.concatenate((arr1, arr2), axis=1) # 900x568
corr = np.corrcoef(two_arrays) # 568x568 array
desired_output = corr[0:421][422:]