pandas.DataFrame.corr

DataFrame.corr(method='pearson', min_periods=1) [source]

Compute pairwise correlation of columns, excluding NA/null values.

Parameters:
method : {‘pearson’, ‘kendall’, ‘spearman’} or callable
  • pearson : standard correlation coefficient
  • kendall : Kendall Tau correlation coefficient
  • spearman : Spearman rank correlation
  • callable: callable with input two 1d ndarrays
    and returning a float .. versionadded:: 0.24.0
min_periods : int, optional

Minimum number of observations required per pair of columns to have a valid result. Currently only available for pearson and spearman correlation

Returns:
y : DataFrame

Examples

>>> histogram_intersection = lambda a, b: np.minimum(a, b
... ).sum().round(decimals=1)
>>> df = pd.DataFrame([(.2, .3), (.0, .6), (.6, .0), (.2, .1)],
...                   columns=['dogs', 'cats'])
>>> df.corr(method=histogram_intersection)
      dogs cats
dogs   1.0  0.3
cats   0.3  1.0

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Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.24.2/reference/api/pandas.DataFrame.corr.html