BUG: Inconsisten result for corr with constant columns

Author: phofl

doc/source/whatsnew/v1.2.0.rst

@@ -404,6 +404,7 @@ Numeric
 - Bug in :class:`IntervalArray` comparisons with :class:`Series` not returning :class:`Series` (:issue:`36908`)
 - Bug in :class:`DataFrame` allowing arithmetic operations with list of array-likes with undefined results. Behavior changed to raising ``ValueError`` (:issue:`36702`)
 - Bug in :meth:`DataFrame.std`` with ``timedelta64`` dtype and ``skipna=False`` (:issue:`37392`)
+- Bug in :meth:`DataFrame.corr` returned inconsistent results for constant columns (:issue:`37448`)
 
 Conversion
 ^^^^^^^^^^

pandas/_libs/algos.pyx

@@ -300,7 +300,6 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
 
                     # now the cov numerator
                     sumx = 0
-
                     for i in range(N):
                         if mask[i, xi] and mask[i, yi]:
                             vx = mat[i, xi] - meanx
@@ -312,7 +311,8 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
 
                     divisor = (nobs - 1.0) if cov else sqrt(sumxx * sumyy)
 
-                    if divisor != 0:
+                    # numerical issues for constant columns
+                    if divisor > 1e-15:
                         result[xi, yi] = result[yi, xi] = sumx / divisor
                     else:
                         result[xi, yi] = result[yi, xi] = NaN

pandas/tests/frame/methods/test_cov_corr.py

@@ -208,6 +208,16 @@ def test_corr_item_cache(self):
         assert df["A"] is ser
         assert df.values[0, 0] == 99
 
+    @pytest.mark.parametrize("length", [2, 20, 200, 2000, 20000])
+    def test_corr_for_constant_columns(self, length):
+        # GH: 37448
+        df = DataFrame(length * [[0.4, 0.1]], columns=["A", "B"])
+        result = df.corr()
+        expected = pd.DataFrame(
+            {"A": [np.nan, np.nan], "B": [np.nan, np.nan]}, index=["A", "B"]
+        )
+        tm.assert_frame_equal(result, expected)
+
 
 class TestDataFrameCorrWith:
     def test_corrwith(self, datetime_frame):