相关性热图 (Python)

随手记录, 避免以后重复工作.

任务:

1. 计算两个二维数组 (DataFrame 形式) 每一列之间的相关性;
2. 并画出热图;
3. 标记显著程度 (p值小于0.05标记为 *, 小于0.01标记为**).

参考:

• scipy.stats.spearmanr
• scipy.stats.pearsonr

Functions: 计算相关性 (Spearman&Pearson)

import numpy as np
import pandas as pd
# compute correlations
from scipy.stats import spearmanr, pearsonr
from scipy.spatial.distance import cdist

def calc_spearman(df1, df2):
	df1 = pd.DataFrame(df1)
	df2 = pd.DataFrame(df2)
    n1 = df1.shape[1]
    n2 = df2.shape[1]
    corr0, pval0 = spearmanr(df1.values, df2.values)
    # (n1 + n2) x (n1 + n2)
    corr = pd.DataFrame(corr0[:n1, -n2:], index=df1.columns, columns=df2.columns)
    pval = pd.DataFrame(pval0[:n1, -n2:], index=df1.columns, columns=df2.columns)
    return corr, pval

# 简便法, 但是不能获取 pvalue
# from scipy.spatial.distance import cdist
# def cal