Importing Data and Columns from Another Python Pandas Data Frame

Question

I have been trying to select a subset of a correlation matrix using the Pandas Python library. For instance, if I had a matrix like

0 A B C  
A 1 2 3  
B 2 1 4  
C 3 4 1  

I might want to select a matrix where some of the variables in the original matrix are correlated with some of the other variables, like :

0 A C  
A 1 3  
C 3 1

To do this, I tried using the following code to slice the original correlation matrix using the names of the desired variables in a list, transpose the correlation matrix, reassign the original column names, and then slice again.

data = pd.read_csv("correlationmatrix.csv")
initial_vertical_axis = pd.DataFrame()
for x in var_list:
    a = data[x]
    initial_vertical_axis = initial_vertical_axis.append(a)
print initial_vertical_axis
initial_vertical_axis = pd.DataFrame(data=initial_vertical_axis, columns= var_list)
initial_matrix = pd.DataFrame()
for x in var_list:
    a = initial_vertical_axis[x]
    initial_matrix = initial_matrix.append(a)
print initial_matrix  

However, this returns an empty correlation matrix with the right row and column labels but no data like

0 A C  
A  
C  

I cannot find the error in my code that would lead to this. If there is a simpler way to go about this, I am open to suggestions.

Answer 1

Suppose data contains your matrix,

In [122]: data
Out[122]:
   A  B  C
0
A  1  2  3
B  2  1  4
C  3  4  1

In [123]: var_list = ['A','C']

In [124]: data.loc[var_list,var_list]
Out[124]:
   A  C
0
A  1  3
C  3  1