pandas.DataFrame.corr

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

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

See also

DataFrame.corrwith, Series.corr

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