这正是您想要的:from scipy.stats import pearsonr
# create a new DataFrame where the values for the indices and columns
# align on the diagonals
c = pd.DataFrame(columns = a.columns, index = a.columns)
# since we know set(a.columns) == set(b.columns), we can just iterate
# through the columns in a (although a more robust way would be to iterate
# through the intersection of the two sets of columns, in the case your actual dataframes' columns don't match up
for col in a.columns:
correl_signif = pearsonr(a[col], b[col]) # correlation of those two Series
correl = correl_signif[0] # grab the actual Pearson R value from the tuple from above
c.loc[col, col] = correl # locate the diagonal for that column and assign the correlation coefficient
编辑:嗯,它完全达到了你想要的,直到问题被修改。虽然这很容易改变:
^{pr2}$
c现在是:Out[16]:
A B C D E
A 0.713185 -0.592371 -0.970444 0.487752 -0.0740101
B 0.0306753 -0.0705457 0.488012 0.34686 -0.339427
C -0.266264 -0.0198347 0.661107 -0.50872 0.683504
D 0.580956 -0.552312 -0.320539 0.384165 -0.624039
E 0.0165272 0.140005 -0.582389 0.12936 0.286023