DataFrame.corr(method=‘pearson’, min_periods=1)
计算列与列之间的相关系数,返回相关系数矩阵
method : {‘pearson’, ‘kendall’, ‘spearman’}
pearson : standard correlation coefficient
kendall : Kendall Tau correlation coefficient
spearman : Spearman rank correlation
解释:相关系数的取值范围为[-1, 1],当接近1时,表示两者具有强烈的正相关性,比如‘s’和‘x’;当接近-1时,表示有强烈的的负相关性,比如‘s’和‘c’,而若值接近0,则表示相关性很低.
allDf = pd.DataFrame({
'x':[0,1,2,4,7,10],
'y':[0,3,2,4,5,7],
's':[0,1,2,3,4,5],
'c':[5,4,3,2,1,0]
},index = ['p1','p2','p3','p4','p5','p6'])
#print(allDf)
corr_matrix = allDf.corr()
print(corr_matrix)