pandas.Series.corr

Series.corr(other, method='pearson', min_periods=None)[source]

Compute correlation with other Series, excluding missing values.

The two Series objects are not required to be the same length and will be aligned internally before the correlation function is applied.

Parameters
otherSeries

Series with which to compute the correlation.

method{‘pearson’, ‘kendall’, ‘spearman’} or callable

Method used to compute correlation:

  • pearson : Standard correlation coefficient

  • kendall : Kendall Tau correlation coefficient

  • spearman : Spearman rank correlation

  • callable: Callable with input two 1d ndarrays and returning a float.

Warning

Note that the returned matrix from corr will have 1 along the diagonals and will be symmetric regardless of the callable’s behavior.

min_periodsint, optional

Minimum number of observations needed to have a valid result.

Returns
float

Correlation with other.

See also

DataFrame.corr

Compute pairwise correlation between columns.

DataFrame.corrwith

Compute pairwise correlation with another DataFrame or Series.

Notes

Pearson, Kendall and Spearman correlation are currently computed using pairwise complete observations.

Examples

>>> def histogram_intersection(a, b):
...     v = np.minimum(a, b).sum().round(decimals=1)
...     return v
>>> s1 = pd.Series([.2, .0, .6, .2])
>>> s2 = pd.Series([.3, .6, .0, .1])
>>> s1.corr(s2, method=histogram_intersection)
0.3