Pearson product-moment correlation coefficient. About algorithm https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient

Install

pip install correlation-pearson

Example

from correlation_pearson.code import CorrelationPearson

dmitry = [1, 2, 3, 5, 7, 8]

joseph = [1, 3, 4, 5, 7, 9]

correlation = CorrelationPearson()

print correlation.result(dmitry, joseph)

0.981460802132