Daniel Daniel - 5 months ago 20
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


Thanks for your time!

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

Answer

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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