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[REVIEW]Add 'spearman' correlation matrix in dataframe.py #6804 #1

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Jan 14, 2021
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[REVIEW]Add 'spearman' correlation matrix in dataframe.py #6804 #1

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22 changes: 16 additions & 6 deletions python/cudf/cudf/core/dataframe.py
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Original file line number Diff line number Diff line change
Expand Up @@ -6931,12 +6931,22 @@ def cov(self, **kwargs):
df.columns = self.columns
return df

def corr(self):
"""Compute the correlation matrix of a DataFrame.
"""
corr = cupy.corrcoef(self.values, rowvar=False)
df = DataFrame(cupy.asfortranarray(corr)).set_index(self.columns)
df.columns = self.columns
def corr(self, method):
"""Compute the correlation matrix of a DataFrame. Method: {'pearson', 'spearman'}
"""
if method == 'pearson':
corr = cupy.corrcoef(self.values, rowvar=False)
df = DataFrame(cupy.asfortranarray(corr)).set_index(self.columns)
df.columns = self.columns

elif method == 'spearman':
corr = cupy.corrcoef(self.rank().values, rowvar=False)
df = DataFrame(cupy.asfortranarray(corr)).set_index(self.columns)
df.columns = self.columns

else:
raise ValueError("method must be either 'pearson', 'spearman'")

return df

def to_dict(self, orient="dict", into=dict):
Expand Down