CORRELATION BETWEEN TWO NUMPY ARRAYS

""" corr gives the correlation of these parameters. """ 

 sigx = np.sqrt(np.mean((X-X.mean())**2))

 sigy = np.sqrt(np.mean((Y-Y.mean())**2))

 corr = np.mean((X-X.mean())*(Y-Y.mean()))/(sigx*sigy)

"""

THIS IS HOW YOU CALCULATE CORRELATION BETWEEN FEATURES.

"""