Daniel - 2 years ago 100
Python Question

# Correlation Matrix: Extract Variables with High R Values

How can I get an output that would list only the variables whose absolute value correlation is greater than .7?

I would like output similar to this:

``````four: one, three
one: three
``````

Code

``````import pandas as pd

x={'one':[1,2,3,4],'two':[3,5,7,5],'three':[2,3,4,9],'four':[4,3,1,0],}
y=pd.DataFrame(x)
print(y.corr())
``````

Output

``````           four       one     three       two
four   1.000000 -0.989949 -0.880830 -0.670820
one   -0.989949  1.000000  0.913500  0.632456
three -0.880830  0.913500  1.000000  0.262613
two   -0.670820  0.632456  0.262613  1.000000
``````

If all you want is to print it out, this will work:

``````col_names = y.corr().columns.values

for col, row in (y.corr().abs() > 0.7).iteritems():
print(col, col_names[row.values])
``````

I get the following results:

Note that this works but it might be slow because the `iteritems` method converts each row into a series.

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