Series.
corr
Compute correlation with other Series, excluding missing values.
Series with which to compute the correlation.
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.
New in version 0.24.0: Note that the returned matrix from corr will have 1 along the diagonals and will be symmetric regardless of the callable’s behavior.
Minimum number of observations needed to have a valid result.
Correlation with other.
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