Pandas DataFrame 列与自定义函数的成对关联

Question

Pandas pairwise correlation on a DataFrame comes handy in many cases. However, in my specific case I would like to use a method not provided by Pandas (something other than (pearson, kendall or spearman) to correlate two columns. Is it possible to explicitly define the correlation function to use in this case?

The syntax I would like looks like this:

def my_method(x,y): return something
frame.corr(method=my_method)

Answer 1

You would need to do this in cython for any kind of perf (with a cythonizable function)

l = len(df.columns)
results = np.zeros((l,l))
for i, ac in enumerate(df):
    for j, bc in enumerate(df):
           results[j,i] = func(ac,bc)
results = DataFrame(results,index=df.columns,columns=df.columns)

Answer 2

Check out the documentation for DataFrame.corr()

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. Note that the returned matrix from corr
            will have 1 along the diagonals and will be symmetric
            regardless of the callable's behavior
            .. versionadded:: 0.24.0

Check out also DataFrame.corrwith()

Warning : This calculates a symmetric correlation matrix, eg. CramrsV, but this method is not suitable for TheilsU and other asymmetric corr matrix.