python corrwith_Spearman与corrwith python的关联

考虑使用一个匿名的{{{1}>和一个列中的一个函数，其中每个列：

随机数据(种子繁殖)import pandas as pd

import numpy as np

np.random.seed(50)

a = pd.DataFrame({'A':np.random.randn(50),

'B':np.random.randn(50),

'C':np.random.randn(50),

'D':np.random.randn(50),

'E':np.random.randn(50)})

b = pd.DataFrame({'test':np.random.randn(10)})

复制皮尔逊相关

^{pr2}$

斯皮尔曼相关spr_result = a.apply(lambda col: col.corr(b.ix[:,0], method='spearman'), axis=0)

print(spr_result)

# A -0.018182

# B -0.103030

# C 0.321212

# D -0.151515

# E 0.321212

# dtype: float64

带p值的斯皮尔曼系数from scipy.stats import spearmanr, pearsonr

# SERIES OF TUPLES ( class)

spr_all_result = a.apply(lambda col: spearmanr(col, b.ix[:,0]), axis=0)

# SERIES OF FLOATS

spr_corr = a.apply(lambda col: spearmanr(col, b.ix[:,0])[0], axis=0)

spr_pvalues = a.apply(lambda col: spearmanr(col, b.ix[:,0])[1], axis=0)