On this page
pandas.Series.corr
Series.corr(other, method='pearson', min_periods=None)
[source]-
Compute correlation with
other
Series, excluding missing values.Parameters: -
other : Series
-
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 ndarray
- and returning a float .. versionadded:: 0.24.0
-
min_periods : int, optional
-
Minimum number of observations needed to have a valid result
Returns: -
correlation : float
Examples
>>> histogram_intersection = lambda a, b: np.minimum(a, b ... ).sum().round(decimals=1) >>> s1 = pd.Series([.2, .0, .6, .2]) >>> s2 = pd.Series([.3, .6, .0, .1]) >>> s1.corr(s2, method=histogram_intersection) 0.3
-
© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.24.2/reference/api/pandas.Series.corr.html