pyspark.pandas.DataFrame.corr#

DataFrame.corr(method='pearson', min_periods=None)[source]#

Compute pairwise correlation of columns, excluding NA/null values.

New in version 3.3.0.

Parameters
method{‘pearson’, ‘spearman’, ‘kendall’}

  • pearson : standard correlation coefficient

  • spearman : Spearman rank correlation

  • kendall : Kendall Tau correlation coefficient

Changed in version 3.4.0: support ‘kendall’ for method parameter

min_periodsint, optional

Minimum number of observations required per pair of columns to have a valid result.

New in version 3.4.0.

Returns
DataFrame

See also

DataFrame.corrwith
Series.corr

Notes

  1. Pearson, Kendall and Spearman correlation are currently computed using pairwise complete observations.

  2. The complexity of Kendall correlation is O(#row * #row), if the dataset is too large, sampling ahead of correlation computation is recommended.

Examples

>>> df = ps.DataFrame([(.2, .3), (.0, .6), (.6, .0), (.2, .1)],
...                   columns=['dogs', 'cats'])
>>> df.corr('pearson')
          dogs      cats
dogs  1.000000 -0.851064
cats -0.851064  1.000000

>>> df.corr('spearman')
          dogs      cats
dogs  1.000000 -0.948683
cats -0.948683  1.000000

>>> df.corr('kendall')
          dogs      cats
dogs  1.000000 -0.912871
cats -0.912871  1.000000