Hong
Hong

Reputation: 263

python Correlation matrix different combination

Suppose I have one dataframe as below and I get the correlation matrix (facor 0 to factor 9). How can I get all different combination of factors' correlation matrix (e. g. three factors as a combination)? Thanks.

import pandas as pd
import numpy as np
rs = np.random.RandomState(0)
df = pd.DataFrame(rs.rand(10, 10))
corr = df.corr()

Upvotes: 2

Views: 391

Answers (1)

Satya Krishna
Satya Krishna

Reputation: 11

You can use

 corr.iloc[[1,2,3], [1,2,3]] 

to get the first 3 factor correlations.

Upvotes: 1

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