ENH: exclude non-numeric dtypes in DataFrame.corr, motivated by #440

Author: wesm

RELEASE.rst

@@ -37,6 +37,8 @@ pandas 0.6.1
     unnecessarily) (PR #425)
   - Use same formatting function for outputting floating point Series to console
     as in DataFrame (PR #420)
+  - DataFrame.delevel will try to infer better dtype for new columns (GH #440)
+  - Exclude non-numeric types in DataFrame.corr
 
 **Bug fixes**
 

pandas/core/frame.py

@@ -2571,7 +2571,7 @@ def corr(self):
         -------
         y : DataFrame
         """
-        cols = self.columns
+        cols = self._get_numeric_columns()
         mat = self.as_matrix(cols).T
         baseCov = np.cov(mat)
 

pandas/tests/test_frame.py

@@ -2080,6 +2080,11 @@ def test_corr(self):
         assert_almost_equal(correls['A']['C'],
                             self.frame['A'].corr(self.frame['C']))
 
+        # exclude non-numeric types
+        result = self.mixed_frame.corr()
+        expected = self.mixed_frame.ix[:, ['A', 'B', 'C', 'D']].corr()
+        assert_frame_equal(result, expected)
+
     def test_cov(self):
         self.frame['A'][:5] = nan
         self.frame['B'][:10] = nan