How to Create a Correlation Matrix using Pandas?

Correlation is a statistical technique that shows how two variables are related. Pandas dataframe.corr() method is used for creating the correlation matrix. It is used to find the pairwise correlation of all columns in the dataframe. Any na values are automatically excluded. For any non-numeric data type columns in the dataframe it is ignored.

To create correlation matrix using pandas, these steps should be taken:

  1. Obtain the data.
  2. Create the DataFrame using Pandas.
  3. Create correaltion matrix using Pandas

Example 1:

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# import pandas
import pandas as pd
  
# obtaining the data
data = {'A': [45, 37, 42],
        'B': [38, 31, 26],
        'C': [10, 15, 17]
        }
# creation of DataFrame
df = pd.DataFrame(data)
  
# creation of correlation matrix
corrM = df.corr()
  
corrM

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Output:

pandas-matrix-1



Values at the diagonal shows the correlation of a variable with itself, hence diagonal shows the correlation 1.

Example 2:

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import pandas as pd
  
data = {'A': [45, 37, 42, 50],
        'B': [38, 31, 26, 90],
        'C': [10, 15, 17, 100],
        'D': [60, 99, 23, 56],
        'E': [76, 98, 78, 90]
        }
  
df = pd.DataFrame(data)
  
corrM = df.corr()
corrM

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Output:

pandas-matrix-2

Example 3:

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import pandas as pd
  
# Integer and string values can 
# never be correlated.
data = {'A': [45, 37, 42, 50],
        'B': ['R', 'O', 'M', 'Y'],
        }
  
df = pd.DataFrame(data)
  
corrM = df.corr()
corrM

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Output:

python-matrix-3

Example 4:

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import pandas as pd
  
data = {'A': [45, 37, 42, 50],
        'B': ['R', 'O', 'M', 'Y'],
        'C': [56, 67, 68, 60],
                
        }
  
df = pd.DataFrame(data)
  
corrM = df.corr()
corrM

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Output:

python-matrix-5




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